Yanie1asdfg / Quant-LecturesLinks
☆13Updated 3 years ago
Alternatives and similar repositories for Quant-Lectures
Users that are interested in Quant-Lectures are comparing it to the libraries listed below
Sorting:
- 【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …☆16Updated 2 years ago
- 多因子模型相关☆22Updated 4 years ago
- ☆15Updated 3 years ago
- A risk evaluation program that follows BARRA's CNE6 and USE4 risk model to predict the risk and distribution of factors in a portfolio. C…☆65Updated 4 years ago
- Multi-Factor model with regression method☆9Updated 6 years ago
- 一些研报的复现☆13Updated 6 years ago
- Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…☆13Updated last week
- 基于华泰研报对原alpha101代码进行简化和拓展☆45Updated 5 years ago
- 改写了gplearn源码,原有的gplearn会把数据转为numpy,丢失了datetime和stockcode的原始信息。很难做截面的因子ic、ir分析,所以改动了相应的源码,使之可以做因子的截面ic分析。另外增加了时序函数和并行化框架ray的支持。☆18Updated last year
- 雪球结构产品定价☆29Updated last year
- 多因子选股框架☆24Updated 4 years ago
- 量化研究-多因子模型☆21Updated last year
- my first factor-stock-selecting backtest function☆21Updated 4 years ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆62Updated 2 years ago
- 众人的因子回测框架 stock factor test☆28Updated this week
- The source code for the paper☆21Updated 2 years ago
- 基于基因表达式规划算法的因子挖掘☆30Updated 3 years ago
- Backtest Framework designed by YuminQuant&Yumin.☆18Updated 10 months ago
- 券商金工研报复现☆12Updated 4 years ago
- 沪深300指数增强模型☆85Updated 5 years ago
- Risk_Parity strategy 风险平价☆28Updated 5 years ago
- 复现华泰证券《强化学习初探与DQN择时》研报中的DQN模型与效果☆34Updated 2 years ago
- 沪深300指数纯因子组合构建☆52Updated 6 years ago
- High frequency factors based on order and trade data.☆56Updated last year
- 多因子打分选股☆13Updated 3 years ago
- Quant Studio Document☆24Updated 4 years ago
- 改进gplearn,主要使用在股票公式挖掘☆97Updated 5 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆64Updated 7 years ago
- 因子构建、单因子测试☆71Updated 4 years ago
- 基于Transformer架构的量化金融预测研究☆8Updated 2 years ago