bang-js / Replica_Taming_the_Factor_ZooView external linksLinks
Replication of "Taming the Factor Zoo: A Test of New Factors (Feng, Giglio, and Xiu, 2020, JF)"
☆10Mar 4, 2024Updated last year
Alternatives and similar repositories for Replica_Taming_the_Factor_Zoo
Users that are interested in Replica_Taming_the_Factor_Zoo are comparing it to the libraries listed below
Sorting:
- Data Science Project: Replication of "Forest Through the Trees: Building Cross-Sections of Stock Returns" - creation of assets to test va…☆25Jul 30, 2023Updated 2 years ago
- Python codes to create firm characteristics and returns pulling from Compustat, CRSP, and IBES through WRDS☆14Mar 1, 2020Updated 5 years ago
- ☆12Jul 19, 2020Updated 5 years ago
- Apply machine learning algorithms in the financial market. Ensemble Model, including XGBoost, LightGBM, CNN, ResNet and LSTM.☆10Jun 5, 2022Updated 3 years ago
- Implementing 'Deep Risk Model: A Deep Learning Solution for Mining Latent Risk Factors to Improve Covariance Matrix Estimation' based on …☆14Apr 8, 2023Updated 2 years ago
- 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。☆22Mar 20, 2024Updated last year
- Replication of momentum strategy☆20Jun 14, 2022Updated 3 years ago
- Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…☆23Jul 29, 2018Updated 7 years ago
- 高性能并行、事件驱动量化回测框架 high performance backtest,factor investing, portfiolio analysis☆23Nov 12, 2025Updated 3 months ago
- This repository implements a Diffusion Factor Model for financial data.☆40Nov 6, 2025Updated 3 months ago
- Seeking Alpha, Machine Learning, ETFs Strategy☆18Nov 2, 2022Updated 3 years ago
- quantitative investment; genetic algorithm; data mining☆34Sep 3, 2024Updated last year
- 多因子选股框架☆26Dec 9, 2020Updated 5 years ago
- 复现致敬大神的周频选股☆27Mar 16, 2023Updated 2 years ago
- The source code for the paper☆28Jul 3, 2023Updated 2 years ago
- 量化交易策略-多行业协整配对交易策略☆25Feb 27, 2018Updated 7 years ago
- 【Framework】Let the neural network 'freely' learn the relationship between different stocks. An intuitive example in quantitative finance,…☆25Dec 24, 2021Updated 4 years ago
- 基于基因表达式规划算法的因子挖掘☆36Sep 1, 2021Updated 4 years ago
- 通过遗传算法、强化学习来自动选择高频因子☆26Jan 5, 2023Updated 3 years ago
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆35Aug 26, 2024Updated last year
- 升级后的gplearn, 支持包含时序和截面参数的自定义函数,例如均线☆67Feb 8, 2024Updated 2 years ago
- binance合约交易量化交易框架 此框架为策略编写框架,带有不同的回测和画图功能。 基于此框架可研发多因子模型和多种机器学习模型。 该框架还实现了多时间级别预测的联立☆30Dec 16, 2024Updated last year
- a股量化交易:数据获取,策略应用,自动交易☆32Jun 6, 2025Updated 8 months ago
- ☆11Oct 24, 2025Updated 3 months ago
- The Adaptive Multi-Factor (AMF) asset pricing model with the Groupwise Interpretable Basis Selection (GIBS) algorithm.☆10Dec 12, 2021Updated 4 years ago
- 🚀 多周期、多模型、多因子融合的 OKX 永续合约量化交易系统☆21Jan 6, 2026Updated last month
- Alpha mining with DEAP-based genetic programming.☆11Jul 7, 2023Updated 2 years ago
- Deep Risk Model: A Deep Learning Solution for Mining Latent Risk Factors to Improve Covariance Matrix Estimation☆11Mar 7, 2024Updated last year
- 沪深300指数增强模型☆89Sep 3, 2019Updated 6 years ago
- Empirical asset pricing via Machine Learning in the Korean market☆46Mar 1, 2024Updated last year
- This paper studies how a machine learning algorithm can generate tactical allocation which outperforms returns for a pre-defined benchmar…☆15Dec 3, 2020Updated 5 years ago
- 一个开源的量化交易项目。使用python(jupyter)☆10Dec 16, 2024Updated last year
- Price_Action 价格行为分析☆17Nov 13, 2024Updated last year
- 基于Transformer架构的量化金融预测研究☆10Dec 26, 2022Updated 3 years ago
- This is the repo accompanying the paper: "A multimodal model with Twitter FinBERT embeddings for extreme price movement prediction of Bit…☆12Jul 29, 2025Updated 6 months ago
- Python Implementation of the Paper "Attention based dynamic graph neural network for asset pricing" -Published in Global Finance Journal☆14Oct 11, 2023Updated 2 years ago
- Image Restoration via Multi-domain Learning☆23May 25, 2025Updated 8 months ago
- ☆12Apr 17, 2021Updated 4 years ago
- 基于资金流的择时选股策略☆18May 25, 2018Updated 7 years ago