Yanie1asdfg / Quant-Lectures

Related projects ⓘ

Alternatives and complementary repositories for Quant-Lectures

• dkl0707 / SnowballPricing
  雪球结构产品定价
  ☆23Updated last year
• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆21Updated 3 years ago
• xiaotfeng / SecuritySelect
  多因子选股框架
  ☆21Updated 3 years ago
• eiahb3838ya / AlphaSignalFromMachineLearning
  ☆15Updated 3 years ago
• wuboyuan / multi-factor-model
  量化研究-多因子模型
  ☆18Updated last year
• han14466 / gplearn_stock_dataframe
  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。
  ☆16Updated 8 months ago
• Neural-Finance / XGboost_Index-Enhancement-Strategy
  【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …
  ☆15Updated last year
• ppoak / quool
  Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…
  ☆11Updated 2 months ago
• creacentblue / industry_rotation
  一些研报的复现
  ☆11Updated 6 years ago
• tryggviy / barra_model
  This is an internship project aiming to make Attribution Analysis for general equity funds in China market
  ☆14Updated 6 years ago
• lc-sysbs / alpha101-new
  基于华泰研报对原alpha101代码进行简化和拓展
  ☆42Updated 4 years ago
• DracoMori / stock-select
  多因子打分选股
  ☆12Updated 2 years ago
• rosie068 / BARRA_risk
  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…
  ☆57Updated 3 years ago
• chen-001 / pure_ocean_breeze
  众人的因子回测框架 stock factor test
  ☆24Updated last month
• jiangtiantu / FactorMining
  基于基因表达式规划算法的因子挖掘
  ☆26Updated 3 years ago
• YuminQuant / YuminQuant
  Backtest Framework designed by YuminQuant&Yumin.
  ☆11Updated 3 months ago
• WIFAQuant / HS300
  沪深300指数纯因子组合构建
  ☆48Updated 5 years ago
• eiahb3838ya / PHBS_ML_for_quant_project
  ☆20Updated 3 years ago
• Haiyao-Nero / InvariantStock
  ☆24Updated 2 months ago
• STHSF / MultiFactors
  基于机器学习的多因子研究框架
  ☆13Updated 4 years ago
• jeremy-feng / AlphaNet
  Stock factor mining with CNN and GRU.
  ☆41Updated last year
• Scorpi000 / QSDoc
  Quant Studio Document
  ☆22Updated 3 years ago
• hongrubaiding / fundPortfolio
  资产配置方案项目
  ☆27Updated 4 years ago
• Eric991005 / Multitask-Stockformer
  A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network
  ☆43Updated 5 months ago
• sqc-cser / HTSC_Stock_RL
  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
  ☆26Updated 2 years ago
• yuba316 / FactorBackTest
  my first factor-stock-selecting backtest function
  ☆18Updated 4 years ago
• ryanluoli1 / AlphaNet
  An end-to-end stock factors mining neural network framework.
  ☆25Updated last year
• etccapital / MultiFactor
  Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …
  ☆55Updated 2 years ago
• ShiliangZhang-nku / factor_update
  利用Wind API更新周频与月频因子
  ☆10Updated 5 years ago
• FinHackCN / xlib
  一个简单的量化研究框架，具备基本的数据获取、因子分析、机器学习、回测及结果分析功能
  ☆40Updated 2 years ago