VinayakChola / WorldQuant_Alphas
Investment alphas, a concept from finance, measure an investment's risk-adjusted performance relative to a benchmark. A positive alpha indicates that the investment has outperformed the benchmark, while a negative alpha indicates underperformance.
☆19Updated last year
Alternatives and similar repositories for WorldQuant_Alphas
Users that are interested in WorldQuant_Alphas are comparing it to the libraries listed below
Sorting:
- This is an example of 50 alphas that can pass the correlation test if they are submitted together.☆32Updated last year
- This is a simulator to help with backtesting your alphas offline for platform WorldQuant BRAIN☆18Updated 5 months ago
- 🌐 Documentation on the WorldQuant BRAIN market simulator and explicit examples of alpha signals.☆19Updated last month
- ☆114Updated 5 months ago
- This repository is the result of our work for the course CSCI-SHU 360 Machine Learning☆58Updated 4 years ago
- Simple API automation for submitting WorldQuant BRAIN alphas☆104Updated last year
- ☆36Updated 6 months ago
- All the code from my video "Backtesting.py - Full course in python"☆27Updated 10 months ago
- FinML: A Practical Machine Learning Framework for Dynamic Stock Selection☆137Updated last year
- TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative fin…☆43Updated last year
- ☆19Updated 6 years ago
- Implemention of 101 formulaic alphas using qstrader☆25Updated 2 years ago
- ☆81Updated 5 months ago
- Collections of all quant related questions seen. Most with my own solutions. Comments and new ideas are welcome!☆26Updated 2 years ago
- Codes for the concepts related to quantitative finance☆51Updated this week
- Solves Hangman using nltk libraries inspired by Trexquant's Hangman Challenge☆7Updated last year
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆44Updated 2 years ago
- This project studies the intrinsic relationship between the stocks’ multiple factors and the investment value of the stocks listed in Chi…☆81Updated 3 years ago
- Alpha Agent: A Multi-Agent Based Framework for Alpha Research in Quantitative Investment☆26Updated 5 months ago
- A Python implementation of a Hybrid LSTM-GARCH model for volatility forecasting☆35Updated 2 years ago
- Solutions for selected exercises from Advances in Financial Machine Learning by Marcos Lopez De Prado☆58Updated 2 years ago
- python implement for WorldQuant-Alpha101☆54Updated 6 years ago
- 基于聚宽平台，探索分钟级的高频交易☆33Updated 4 years ago
- Quant interview problems with answers.☆15Updated 6 years ago
- Baruch MFE program quant lab☆13Updated 8 years ago
- ☆45Updated last year
- This repository hosts my reading notes for academic papers.☆84Updated 3 years ago
- XGBoost is known to be fast and achieve good prediction results as compared to the regular gradient boosting libraries. This project atte…☆32Updated 6 years ago
- ☆71Updated last month
- Implementation of algorithmic trading using reinforcement learning.☆28Updated 4 years ago