Yitong-Guo / Genetic-Algorithm-for-quantitative-alpha-factors-miningLinks
quantitative investment; genetic algorithm; data mining
☆28Updated last year
Alternatives and similar repositories for Genetic-Algorithm-for-quantitative-alpha-factors-mining
Users that are interested in Genetic-Algorithm-for-quantitative-alpha-factors-mining are comparing it to the libraries listed below
Sorting:
- 通过遗传算法、强化学习来自动选择高频因子☆24Updated 2 years ago
- 基于基因表达式规划算法的因子挖掘☆34Updated 4 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☆37Updated 3 years ago
- Stock factor mining with CNN and GRU.☆71Updated 3 years ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆96Updated 7 months ago
- Implementing 'Deep Risk Model: A Deep Learning Solution for Mining Latent Risk Factors to Improve Covariance Matrix Estimation' based on …☆14Updated 2 years ago
- An end-to-end stock factors mining neural network framework.☆50Updated 2 years ago
- High frequency factors based on order and trade data.☆69Updated 2 years ago
- 基于聚宽平台，探索分钟级的高频交易☆36Updated 5 years ago
- alpha投研示例☆88Updated 3 months ago
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆35Updated last year
- ☆56Updated 10 months ago
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆68Updated 3 months ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆36Updated 6 years ago
- Cryptocurrency Trading with Reinforcement Learning based on Backtrader☆46Updated 11 months ago
- ☆122Updated 11 months ago
- Literature survey of order execution strategies implemented in python☆44Updated 5 years ago
- Pytorch implementation of TransLOB from Transformer for limit order books☆29Updated 2 years ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆58Updated 2 years ago
- 多因子选股框架☆27Updated 5 years ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆90Updated 4 years ago
- 多因子模型相关☆23Updated 4 years ago
- Accepted at AAAI 25 Workshop Long Research Paper☆25Updated 6 months ago
- The implementation of AlphaEval: A Comprehensive and Efficient Evaluation Framework for Formula Alpha Mining(https://www.arxiv.org/abs/25…☆139Updated 2 months ago
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆115Updated last year
- 众人的因子回测框架 stock factor test☆31Updated 3 weeks ago
- Backtest Framework designed by YuminQuant&Yumin.☆19Updated last year
- 分享量化投资相关的论文，代码和代码复现。☆85Updated 2 years ago
- A Higher-order HMM with EM algo.☆16Updated 3 years ago
- Our codebase trials provide an implementation of the Select and Trade paper, which proposes a new paradigm for pair trading using hierar…☆130Updated 2 years ago