A multi-factor stock selection model based on random forest with an average annualized yield of 33.74% from March 2014 to June 2017 when the market index yield was 12.32%.
☆17Feb 24, 2019Updated 7 years ago
Alternatives and similar repositories for Multi-factor-stock-selection-model
Users that are interested in Multi-factor-stock-selection-model are comparing it to the libraries listed below
Sorting:
- ☆11Oct 24, 2025Updated 4 months ago
- The Adaptive Multi-Factor (AMF) asset pricing model with the Groupwise Interpretable Basis Selection (GIBS) algorithm.☆10Dec 12, 2021Updated 4 years ago
- select stock automatically, trade manually☆12Jul 26, 2020Updated 5 years ago
- The PyTorch implementation of "Modeling Financial Time Series using LSTM with Trainable Initial Hidden States"☆11Jul 15, 2020Updated 5 years ago
- This program focused on the core concepts and practice of quantitative investment (multi-factor combination analysis, technical analysis …☆48Feb 5, 2020Updated 6 years ago
- Multi-Factor Stock Profit Prediction Using EMD-ALSTM☆29Oct 21, 2019Updated 6 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆14Dec 11, 2022Updated 3 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12May 30, 2021Updated 4 years ago
- 量化FOF框架☆13Mar 8, 2019Updated 7 years ago
- 多因子模型相关☆23Jun 16, 2021Updated 4 years ago
- Stock risk premium prediction via FM/ EXT/ GBDT/ XGB/LBGM. Mengxuan Chen's graduation thesis at WHU.☆15Dec 15, 2019Updated 6 years ago
- Some Quant ideas in Backtrader☆12Jan 12, 2022Updated 4 years ago
- 基于机器学习的多因子研究框架☆14Jun 22, 2020Updated 5 years ago
- This is a program for strategic asset allocation research for negative investment FOF.☆14Jul 26, 2020Updated 5 years ago
- Algorithmic trading and backtests using backtrader☆13Nov 22, 2022Updated 3 years ago
- Markov decision processes under model uncertainty☆17Jun 15, 2022Updated 3 years ago
- Stock sentiment analyzer in Python☆12May 2, 2021Updated 4 years ago
- Reproduction of the paper "Deep Attentive Learning for Stock Movement Prediction From Social Media Text and Company Correlations"☆12Jul 6, 2023Updated 2 years ago
- Web dashboard to visualize equity factor dynamics using solely publicly available data.☆18Feb 11, 2021Updated 5 years ago
- Quant finance Portal based on project BearAlpha. This project contains strategy back test framework with backtrader, database construct w…☆17Aug 9, 2022Updated 3 years ago
- 本次课程掌握量化投资的核心理念，带我们安装Python开源量化研究工具，熟悉基础语法、数据处理、交易策略等，基本面因子与多因子组合分析、技术分析CTA策略、引擎回测交易策略、实时模拟执行选股与择时策略等等不在话下。☆18Jan 25, 2019Updated 7 years ago
- Firstly, multiple effective factors are discovered through IC value, IR value, and correlation analysis and back-testing. Then, XGBoost c…☆21Aug 4, 2020Updated 5 years ago
- ☆18Mar 20, 2022Updated 3 years ago
- 多因子选股(股票) ,基于Fama三因子构成的多因子策略☆80Jan 31, 2018Updated 8 years ago
- Modeling a multi-alpha factor stock portfolio. For Udacity's AI for Trading Nanodegree.☆21Nov 2, 2018Updated 7 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆25Dec 26, 2022Updated 3 years ago
- This project studies the intrinsic relationship between the stocks’ multiple factors and the investment value of the stocks listed in Chi…☆92Jul 1, 2021Updated 4 years ago
- Code for Exploring the Scale-Free Nature of Stock Markets: Hyperbolic Graph Learning for Algorithmic Trading at WWW 2021☆20Jul 11, 2021Updated 4 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Dec 12, 2021Updated 4 years ago
- 雪球结构产品定价☆29Sep 25, 2023Updated 2 years ago
- 基于机器学习方法构建多因子选股模型：RandomForest, GBDT, Adaboots, xgboost，MLP, Linear Model, LSTM☆233Apr 9, 2020Updated 5 years ago
- Intraday momentum strategy that buys (sells) leveraged ETFs late in the trading session following a significant intraday gain (loss) and …☆26Apr 23, 2024Updated last year
- 众人的因子回测框架 stock factor test☆30Mar 1, 2026Updated last week
- Second coursework & case from Sber Data Science competition. Links to scientific papers to which I will refer will be here.☆13Nov 12, 2021Updated 4 years ago
- 利用LSTM进行股指期货的预测与交易☆29Mar 14, 2018Updated 7 years ago
- Package to build risk model for factor pricing model☆28Jul 26, 2024Updated last year
- Using Python and Tushare financial database☆30May 17, 2024Updated last year
- Mean Variance (Markowitz) Portfolio Optimization and Beyond☆65Apr 25, 2024Updated last year
- Factor Investing Library☆28Nov 12, 2022Updated 3 years ago