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

• jiangtiantu / FactorMining
  基于基因表达式规划算法的因子挖掘
  ☆29Updated 3 years ago
• weiqingv / DEAP-alpha-learner
  Alpha mining with DEAP-based genetic programming.
  ☆9Updated last year
• Andrew-Lloy / Optimal-HFT-Guilbaud-Pham
  Implementation in Python of the market making algorithm described in "Optimal high frequency trading with limit and market orders" by Gui…
  ☆14Updated last year
• NikoLee18 / silly_HOHMM
  A Higher-order HMM with EM algo.
  ☆15Updated 2 years ago
• ipqhjjybj / alpha_auto
  Alpha,deap,数字货币
  ☆14Updated 4 years ago
• Mapledok / Deep-Risk-Model
  Implementing 'Deep Risk Model: A Deep Learning Solution for Mining Latent Risk Factors to Improve Covariance Matrix Estimation' based on …
  ☆13Updated last year
• jifengthu / awesome_hft_factors
  ☆23Updated 2 years ago
• szy1900 / autoAlpha
  The source code for the paper
  ☆21Updated last year
• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆21Updated 3 years ago
• 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。
  ☆18Updated last year
• AutoAlpha2022 / AutoAlpha
  通过遗传算法、强化学习来自动选择高频因子
  ☆24Updated 2 years ago
• yuba316 / FactorBackTest
  my first factor-stock-selecting backtest function
  ☆21Updated 4 years ago
• YuminQuant / YuminQuant
  Backtest Framework designed by YuminQuant&Yumin.
  ☆17Updated 7 months ago
• wuboyuan / multi-factor-model
  量化研究-多因子模型
  ☆19Updated last year
• chenhq / Data-Mining-on-BTC-Trading-Statistics
  Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…
  ☆20Updated 6 years ago
• huangzz119 / OptimalExecution_stochastic_control
  This is for the capstone project "Optimal Execution of a VWAP order".
  ☆33Updated 5 years ago
• egorrazzhivin / HFT-Market-Making
  Market making strategies and scientific papers
  ☆13Updated last year
• yuba316 / Pair_Trading_with_Box_Tiao_Decomposition
  Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading
  ☆12Updated 2 years ago
• jeremy-feng / high-frequency-factors
  High frequency factors based on order and trade data.
  ☆44Updated last year
• eiahb3838ya / AlphaSignalFromMachineLearning
  ☆15Updated 3 years 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
  ☆31Updated 2 years ago
• AnsonCHOWcm / PairTrading_Copula_Backtrader
  This trading strategy deploy the copula model to define the divergence of two correlated asset. The backtesting system is built on backtr…
  ☆22Updated 2 years ago
• berkeaslan92 / AvellanedaStoikov
  AS model performance versus trivial delta for market-makers
  ☆18Updated 3 years ago
• jeremy-feng / AlphaNet
  Stock factor mining with CNN and GRU.
  ☆50Updated 2 years ago
• dkl0707 / SnowballPricing
  雪球结构产品定价
  ☆29Updated last year
• armoreal / hft
  High Frequency Trading Strategies
  ☆42Updated 7 years ago
• ryanluoli1 / AlphaNet
  An end-to-end stock factors mining neural network framework.
  ☆29Updated last year
• STHSF / MultiFactors
  基于机器学习的多因子研究框架
  ☆14Updated 4 years ago
• chen-001 / pure_ocean_breeze
  众人的因子回测框架 stock factor test
  ☆26Updated last week
• xiaotfeng / SecuritySelect
  多因子选股框架
  ☆21Updated 4 years ago