abcdef-123456-1234 / QUANT-MI

Related projects: ⓘ

• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆22Updated 3 years ago
• jiangtiantu / FactorMining
  基于基因表达式规划算法的因子挖掘
  ☆24Updated 3 years ago
• linusqzdeng / backtesting
  Backtrader量化策略研报复现
  ☆23Updated 2 years ago
• xiaotfeng / SecuritySelect
  多因子选股框架
  ☆19Updated 3 years ago
• chen-001 / pure_ocean_breeze
  众人的因子回测框架 stock factor test
  ☆22Updated this week
• kousik97 / Order-Execution-Strategy
  Literature survey of order execution strategies implemented in python
  ☆38Updated 4 years ago
• wuboyuan / multi-factor-model
  量化研究-多因子模型
  ☆17Updated last year
• 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 last year
• 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…
  ☆21Updated 2 years ago
• quanttrade / gtja_windows
  ☆20Updated 7 years ago
• dkl0707 / SnowballPricing
  雪球结构产品定价
  ☆22Updated 11 months ago
• ryanluoli1 / AlphaNet
  An end-to-end stock factors mining neural network framework.
  ☆17Updated last year
• yuba316 / FactorBackTest
  my first factor-stock-selecting backtest function
  ☆18Updated 4 years ago
• huangzz119 / OptimalExecution_stochastic_control
  This is for the capstone project "Optimal Execution of a VWAP order".
  ☆29Updated 4 years ago
• etccapital / MultiFactor
  Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …
  ☆51Updated last year
• jeremy-feng / high-frequency-factors
  High frequency factors based on order and trade data.
  ☆30Updated 9 months ago
• lc-sysbs / alpha101-new
  基于华泰研报对原alpha101代码进行简化和拓展
  ☆39Updated 4 years ago
• teal0range / FF5
  一个基于中国市场的Fama-French五因子实证研究
  ☆31Updated 2 years ago
• YuminQuant / YuminQuant
  Backtest Framework designed by YuminQuant&Yumin.
  ☆9Updated last month
• STHSF / MultiFactors
  基于机器学习的多因子研究框架
  ☆12Updated 4 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…
  ☆54Updated 3 years ago
• creacentblue / industry_rotation
  一些研报的复现
  ☆11Updated 6 years ago
• Scorpi000 / QSDoc
  Quant Studio Document
  ☆22Updated 3 years ago
• eiahb3838ya / AlphaSignalFromMachineLearning
  ☆15Updated 3 years ago
• DulyHao / AlphaForge
  A new formulaic alpha mining framework for quantitative investment
  ☆46Updated 2 weeks 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。
  ☆14Updated 6 months ago
• jeremy-feng / AlphaNet
  Stock factor mining with CNN and GRU.
  ☆39Updated last year
• Zhehao97 / RiskParityFactorModel
  Risk Parity and Factors Model on multi asseet management
  ☆17Updated 3 years ago
• ChannelCMT / OFO
  Python Data Analysis and Financial Calculation
  ☆61Updated 5 years ago
• josephchenhk / qtrader_strategies
  Demonstrative examples for developing quantitative and systematic strategies
  ☆34Updated last year