Replication of "Taming the Factor Zoo: A Test of New Factors (Feng, Giglio, and Xiu, 2020, JF)"
☆10Mar 4, 2024Updated 2 years ago
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. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Python codes to create firm characteristics and returns pulling from Compustat, CRSP, and IBES through WRDS☆14Mar 1, 2020Updated 6 years ago
- Replication of momentum strategy☆21Jun 14, 2022Updated 4 years ago
- Data Science Project: Replication of "Forest Through the Trees: Building Cross-Sections of Stock Returns" - creation of assets to test va…☆28Jul 30, 2023Updated 2 years ago
- Apply machine learning algorithms in the financial market. Ensemble Model, including XGBoost, LightGBM, CNN, ResNet and LSTM.☆11Jun 5, 2022Updated 4 years ago
- ☆12Jul 19, 2020Updated 6 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- My Personal Site☆13May 15, 2023Updated 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 8 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 3 years ago
- Seeking Alpha, Machine Learning, ETFs Strategy☆21Nov 2, 2022Updated 3 years ago
- Implementation with latest PyTorch (v1.3) for multi-gpu DARTS without bugs.☆12Mar 18, 2020Updated 6 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。☆23Mar 20, 2024Updated 2 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 8 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
- A Stata package for stream plots☆15Mar 24, 2025Updated last year
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Empirical asset pricing via Machine Learning in the Korean market☆48Mar 1, 2024Updated 2 years ago
- Stock Price(Candlestick, Chart) Pattern Modeling(Detection)☆16Jun 18, 2026Updated last month
- 多因子选股框架☆27Dec 9, 2020Updated 5 years ago
- 本项目是一个完整的量化投资因子分析系统,专注于中国股票市场的因子研究和指数增强策略。系统从原始数据获取开始,经 过因子生成、预处理、单因子测试,最终实现因子合成和正交化,提供指数增强模型的构建。整个系统采用模块化设计,各个组件之间有明确的数据流转关系,形成了一个完整的量化投资…☆21Jun 1, 2025Updated last year
- The source code for the paper☆28Jul 3, 2023Updated 3 years ago
- A股自动交易,自动打板,自动止盈止损☆13Nov 12, 2023Updated 2 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 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
- Imputing missing stock anomalies data with EM implementation☆15Feb 19, 2024Updated 2 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- 【Framework】Let the neural network 'freely' learn the relationship between different stocks. An intuitive example in quantitative finance,…☆25Dec 24, 2021Updated 4 years ago
- Custom version of LSTNet☆13Jul 18, 2021Updated 5 years ago
- Enhanced Portfolio Optimization (EPO)☆18Mar 5, 2024Updated 2 years ago
- 量化交易策略-多行业协整配对交易策略☆26Feb 27, 2018Updated 8 years ago
- 沪深300指数增强模型☆91Sep 3, 2019Updated 6 years ago
- 复现致敬大神的周频选股☆31Mar 16, 2023Updated 3 years ago
- 利用MCTS+LLM因子挖掘的论文复现☆25Jul 23, 2025Updated last year
- 通过遗传算法、强化学习来自动选择高频因子☆27Jan 5, 2023Updated 3 years ago
- opencv调用jetson/rk3588 mpp硬解码,重写了open与read函数,支持h264/h265☆14Nov 27, 2025Updated 8 months ago
- Deploy open-source AI quickly and easily - Special Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- ffmpeg+cuvid+tensorrt+multicamera☆12Dec 31, 2024Updated last year
- Code for paper "Inductive Representation Learning on Dynamic Stock Co-Movement Graphs for Stock Predictions"☆17Jan 13, 2022Updated 4 years ago
- Calculate U.S. equity (portfolio) characteristics☆113Aug 9, 2024Updated last year
- 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☆28Dec 16, 2024Updated last year
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆36Aug 26, 2024Updated last year
- The Adaptive Multi-Factor (AMF) asset pricing model with the Groupwise Interpretable Basis Selection (GIBS) algorithm.☆10Dec 12, 2021Updated 4 years ago
- Exploring economic and market regime forecasting using machine learning techniques and the CRISP-DM framework.☆16Aug 24, 2023Updated 2 years ago