ZhiwenZuo / Multi-factor-stock-selection-modelLinks
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%.
☆17Updated 6 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:
- 基于机器学习的多因子研究框架☆14Updated 5 years ago
- ☆19Updated 8 years ago
- Stock risk premium prediction via FM/ EXT/ GBDT/ XGB/LBGM. Mengxuan Chen's graduation thesis at WHU.☆14Updated 5 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆13Updated 2 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 4 years ago
- Time-Series Momentum Strategies☆12Updated 7 years ago
- Testing trading signals of commodity futures☆17Updated 5 years ago
- 多因子模型相关☆22Updated 4 years ago
- 利用Wind API更新周频与月频因子☆12Updated 5 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 7 years ago
- Some Quant ideas in Backtrader☆12Updated 3 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆24Updated 2 years ago
- Using Python and Tushare financial database☆28Updated last year
- Quantitative analysis of fundamentals in quarterly reports by Machine Learning☆22Updated 5 years ago
- Deep Reinforcement Learning Framework for Factor Investing☆27Updated 2 years ago
- This program focused on the core concepts and practice of quantitative investment (multi-factor combination analysis, technical analysis …☆44Updated 5 years ago
- Quant finance Portal based on project BearAlpha. This project contains strategy back test framework with backtrader, database construct w…☆17Updated 3 years ago
- 【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …☆16Updated 2 years ago
- LeonardoBerti00 / Data-Normalization-for-Bilinear-Structures-in-High-Frequency-Financial-Time-series-BiN-TABLPytorch implementation of BIN-TABL from Data Normalization for Bilinear Structures in HF Financial Time-series☆12Updated last year
- ☆14Updated 2 years ago
- 【Framework】Let the neural network 'freely' learn the relationship between different stocks. An intuitive example in quantitative finance,…☆25Updated 3 years ago
- I use a LSTM ( long short term memory model) model to predict the fluctuations of VIX index ( the index of 50ETF options), and trade t…☆13Updated 6 years ago
- ☆12Updated 4 years ago
- 基于聚宽平台，探索分钟级的高频交易☆34Updated 5 years ago
- 多因子选股框架☆24Updated 4 years ago
- my first factor-stock-selecting backtest function☆21Updated 5 years ago
- 实行gamma scalping策略时的期权组合选择工具☆16Updated 6 years ago
- select stock automatically, trade manually☆12Updated 5 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆14Updated 4 years ago
- Crypto-Options Volatility Surface Calibration and Arbitrage☆14Updated 2 years ago