chengwei-wang-ucsc / GPlearn_finiance_stock_futures_extension
This implementation contains the application of GPlearn's symbolic transformer on a commodity futures sector of the financial market.
☆229Updated 2 years ago
Related projects: ⓘ
- 用C++开发的跨平台的基于ctp api的交易程序，可以实现在云服务器连续自动运行，无需手动干预，微信监控实时通知，接触不到电脑也可随时了解交易行情动态，数据文件自动压缩上传百度网盘，熟悉无锁ringbuffer的使用，尽可能降低延迟。☆92Updated 5 months ago
- Summary of the Kaggle Stock Prediction Competition & my Trial☆86Updated 3 years ago
- Final project of Topics in Quantitative Finance Summer 2020 in National School of Development, Peking University☆25Updated 3 years ago
- ☆22Updated this week
- This project is to explore high-frequency model and strategy. You will expect high-frequency features mining, ml/dl models, and hf tradin…☆29Updated 3 years ago
- 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☆50Updated 7 months ago
- 改进gplearn,主要使用在股票公式挖掘☆89Updated 4 years ago
- 因子构建、单因子测试☆66Updated 3 years ago
- 请访问 😄www.jieyu.ai和公众号🫶量化风云☆132Updated this week
- 本文通过gplearn模型，结合遗传算法中的遗传规划方法生成因子。这里因子生成基于simple-backtest中的简单回测系统，主要针对股指期货操作。☆99Updated 8 months ago
- A new formulaic alpha mining framework for quantitative investment☆46Updated 2 weeks ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆54Updated 3 years ago
- Mining technical factors based on symbolic regression via genetic algorithm☆149Updated last year
- 对GPLearn完成了三维改造，并且增加了IC,IR,RankIC等指标，增加了样本内样本外的数据保存，增加了基于IC追踪所有generation中符合要求的因子并保存的功能。☆106Updated last year
- ☆92Updated last year
- ☆85Updated 4 years ago
- 基于万矿平台，对alpha101因子进行测试并构造多因子策略☆82Updated 5 years ago
- ☆20Updated 11 months ago
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆26Updated 3 weeks ago
- 通过遗传算法、强化学习来自动选择高频因子☆23Updated last year
- 101 alpha factors calculate based on Alpha101☆97Updated 5 years ago
- stock☆79Updated 3 years ago
- Barra Multifactor Model☆132Updated 4 years ago
- High frequency factors based on order and trade data.☆30Updated 9 months ago
- High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)☆84Updated 4 months ago
- 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
- codegen from expression to others, such as polars, pandas☆102Updated 2 weeks ago
- alpha投研示例☆52Updated 2 months ago
- The book <Advanced Algorithmic Trading> and its source code☆54Updated 6 years ago
- Stock factor mining with CNN and GRU.☆39Updated last year