cloudQuant / alphalensLinks
Performance analysis of predictive (alpha) factors
☆10Updated 6 months ago
Alternatives and similar repositories for alphalens
Users that are interested in alphalens are comparing it to the libraries listed below
Sorting:
- LeonardoBerti00 / Data-Normalization-for-Bilinear-Structures-in-High-Frequency-Financial-Time-series-BiN-TABLPytorch implementation of BIN-TABL from Data Normalization for Bilinear Structures in HF Financial Time-series☆12Updated 10 months ago
- 基于基因表达式规划算法的因子挖掘☆30Updated 3 years ago
- High frequency prediction of Chinese stock returns. Orderbook data generation. High frequency factors construction.☆15Updated 2 years ago
- Literature survey of order execution strategies implemented in python☆44Updated 4 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☆34Updated 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。☆18Updated last year
- factor performance visualization☆37Updated 2 weeks ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆47Updated last year
- 沪深300指数纯因子组合构建☆51Updated 6 years ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆62Updated 2 years ago
- Cryptocurrency Trading with Reinforcement Learning based on Backtrader☆43Updated 5 months ago
- Backtest Framework designed by YuminQuant&Yumin.☆18Updated 10 months ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆45Updated 5 years ago
- Article on using deep learning to extract order flow information from the limit order book and forecast directional moves☆10Updated last year
- strategy backtesting framework☆11Updated 8 months ago
- High frequency factors based on order and trade data.☆51Updated last year
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆64Updated 7 years ago
- 量化研究-多因子模型☆21Updated last year
- 通过遗传算法、强化学习来自动选择高频因子☆23Updated 2 years ago
- 众人的因子回测框架 stock factor test☆28Updated this week
- Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…☆13Updated last week
- 基于机器学习的多因子研究框架☆14Updated 5 years ago
- High Frequency Trading Strategies☆45Updated 7 years ago
- my first factor-stock-selecting backtest function☆21Updated 4 years ago
- 利用Wind API更新周频与月频因子☆12Updated 5 years ago
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆60Updated 10 months ago
- An end-to-end stock factors mining neural network framework.☆39Updated 2 years ago
- 多因子模型相关☆22Updated 4 years ago
- Quant finance Portal based on project BearAlpha. This project contains strategy back test framework with backtrader, database construct w…☆17Updated 2 years ago
- ☆10Updated 4 years ago