cloudQuant / alphalensLinks
Performance analysis of predictive (alpha) factors
☆10Updated 5 months ago
Alternatives and similar repositories for alphalens
Users that are interested in alphalens are comparing it to the libraries listed below
Sorting:
- High frequency factors based on order and trade data.☆50Updated last year
- Stock Price(Candlestick, Chart) Pattern Modeling(Detection)☆10Updated 3 months ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆62Updated 4 years ago
- 我自己的单因子研究框架☆26Updated last year
- alpha投研示例☆74Updated this week
- 计算Barra因子及其收益率☆11Updated 3 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆45Updated 5 years ago
- The book <Advanced Algorithmic Trading> and its source code☆59Updated 7 years ago
- 沪深300指数纯因子组合构建☆51Updated 6 years ago
- Backtest Framework designed by YuminQuant&Yumin.☆18Updated 9 months ago
- ☆31Updated last year
- High Frequency Trading Strategies☆45Updated 7 years ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆63Updated 2 years ago
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆33Updated 9 months ago
- Literature survey of order execution strategies implemented in python☆44Updated 4 years ago
- Multi Task Learning Time Series Momentum☆21Updated last year
- 多因子模型相关☆22Updated 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☆60Updated last year
- 根据20170925-华泰期货-CTA量化策略因子系列（二）：动量因子研报进行复现☆27Updated 2 years ago
- ☆25Updated 2 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆64Updated 7 years 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…☆65Updated 4 years ago
- 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☆10Updated 9 months ago
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆60Updated 9 months ago
- DeepLOB Implementation on Bitcoin Perpetual Data☆16Updated last year
- Pytorch implementation of TransLOB from Transformer for limit order books☆25Updated 2 years ago
- 通过遗传算法、强化学习来自动选择高频因子☆23Updated 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☆34Updated 2 years ago
- 基于基因表达式规划算法的因子挖掘☆30Updated 3 years ago
- This repo contains my reimplementation and improvement of DeepLOB model.☆29Updated 4 years ago