chen-001 / pure_ocean_breezeView external linksLinks
众人的因子回测框架 stock factor test
☆31Updated this week
Alternatives and similar repositories for pure_ocean_breeze
Users that are interested in pure_ocean_breeze are comparing it to the libraries listed below
Sorting:
- 多因子选股框架☆26Dec 9, 2020Updated 5 years ago
- 基于机器学习的多因子研究框架☆14Jun 22, 2020Updated 5 years ago
- Backtest Framework designed by YuminQuant&Yumin.☆19Aug 18, 2024Updated last year
- alpha投研示例☆91Feb 5, 2026Updated last week
- ☆24Jan 26, 2020Updated 6 years ago
- ☆12Jul 19, 2020Updated 5 years ago
- MFM workshop project☆14Jan 25, 2021Updated 5 years ago
- ☆12Apr 17, 2021Updated 4 years ago
- TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative fin…☆51Jul 13, 2023Updated 2 years ago
- ☆13Apr 15, 2025Updated 10 months 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
- ☆150Updated this week
- 多因子模型相关☆23Jun 16, 2021Updated 4 years ago
- ☆16Feb 7, 2021Updated 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
- Collection of numerical methods for high frequency data, in Python notebooks☆13Mar 10, 2021Updated 4 years ago
- Alpha191☆13May 23, 2022Updated 3 years ago
- This was a university group project supported by the HSBC Artificial Intelligence team. It involved applying machine learning algorithms …☆14Nov 13, 2023Updated 2 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
- The Interactive Frontend Built for Aioquant.☆13May 11, 2022Updated 3 years ago
- A main CTA backtesting system and several research of utilizing machine learning on asset pricing☆14Dec 9, 2024Updated last year
- Backtest and run stock trading CFD strategies tick by tick☆13Mar 29, 2021Updated 4 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆35Nov 3, 2021Updated 4 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
- Examples of nautilus script☆39Oct 6, 2025Updated 4 months ago
- High frequency factors based on order and trade data.☆69Dec 16, 2023Updated 2 years ago
- Python Jupyter notebook for sharpe ratio based cryptocurrency portfolio optimization using Monte-Carlo method☆18Mar 11, 2021Updated 4 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆67Dec 23, 2020Updated 5 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆20Dec 8, 2022Updated 3 years ago
- 多因子指数增强策略/多因子全流程实现☆367Mar 6, 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
- 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☆39Oct 4, 2022Updated 3 years ago
- Asynchronous driven quantitative trading framework.☆15May 14, 2023Updated 2 years ago
- My first high-frequency trading strategy using machine learning☆18Sep 16, 2022Updated 3 years ago
- 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 …☆17Feb 24, 2019Updated 6 years ago
- A股订单簿工具,使用逐笔行情进行订单簿重建、千档快照发布、各档委托队列展示等,包括python模型和FPGA HLS实现。☆350Jan 15, 2024Updated 2 years ago
- Unofficial PyTorch implementation of FactorVAE☆21Jun 1, 2023Updated 2 years ago
- from for/if/else to my first option back-test function☆21Jul 8, 2020Updated 5 years ago
- my first factor-stock-selecting backtest function☆22Aug 15, 2020Updated 5 years ago