Performance analysis of predictive (alpha) factors
☆29Jul 25, 2025Updated last year
Alternatives and similar repositories for alphalens
Users that are interested in alphalens are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆32Apr 27, 2017Updated 9 years ago
- Crypto-Options Volatility Surface Calibration and Arbitrage☆17Dec 26, 2022Updated 3 years ago
- 券商金工研报复现☆13Nov 4, 2020Updated 5 years ago
- Implementation of the model from "Faster sorting algorithms discovered using deep reinforcement learning" that discovered an all-new ult…☆11Aug 29, 2023Updated 3 years ago
- A compiler, optimizer and executor for financial expressions and factors☆327Oct 9, 2026Updated 3 weeks ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- qatrader rust lang☆10Jun 29, 2023Updated 3 years ago
- Bitmex market microstructure analytics☆24Feb 24, 2021Updated 5 years ago
- 在Kaggle比赛中的Featuretools指南☆19Jul 9, 2018Updated 8 years ago
- Introduction to the decoupling solutions of qlib, an open-source software library for signal processing and machine learning.☆68Dec 5, 2025Updated 10 months ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Dec 12, 2021Updated 4 years ago
- Script for trade arbitrage opportunities between European-style options and Perpetual futures, with notifications in telegram☆11Jun 10, 2023Updated 3 years ago
- Learn how to research fundamental factors using Pipeline, Alphalens, and Sharadar price and fundamental data.☆16Oct 9, 2026Updated 3 weeks ago
- Machine learning with Sci-kit Learn and Tensorflow (V)☆12Jan 14, 2021Updated 5 years ago
- Example of portfolio backtesting using vectorbt☆11Oct 24, 2026Updated last week
- 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.
- 模拟基金净值的方式,计算A股、港股、美股全市场的个人实仓组合净值变化。☆13Jun 5, 2021Updated 5 years ago
- Keyword Extraction and Analysis Pipeline & Application with KeyBERT and Taipy☆16Apr 18, 2023Updated 3 years ago
- Asynchronous event I/O driven quantitative trading framework.☆12Aug 29, 2020Updated 6 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Apr 2, 2018Updated 8 years ago
- ☆11Dec 5, 2024Updated last year
- ☆15Aug 25, 2025Updated last year
- factor return calculation, mean-variance / Black&Litterman portfolio optimization, risk decomposition☆32Feb 10, 2019Updated 7 years ago
- The implementation of AlphaEval: A Comprehensive and Efficient Evaluation Framework for Formula Alpha Mining(https://www.arxiv.org/abs/25…☆223Oct 8, 2025Updated last year
- 标准QIFI账户格式以及其他数据格式读取☆15Mar 21, 2025Updated last year
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Calculate U.S. equity (portfolio) characteristics☆114Aug 9, 2024Updated 2 years ago
- How to apply Deep Learning to create a mean reverting portfolio☆14Nov 9, 2020Updated 5 years ago
- ☆16Mar 29, 2026Updated 7 months ago
- Ansible MkDocs Theme based on Material☆12Updated this week
- A股zipline(1.2.0)☆19Nov 17, 2022Updated 3 years ago
- An implementation of logr (Go logging) with glog☆14Jan 28, 2025Updated last year
- 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…☆83Dec 11, 2020Updated 5 years ago
- Collection of numerical methods for high frequency data, in Python notebooks☆13Mar 10, 2021Updated 5 years ago
- AI powered learning platform☆17Nov 29, 2023Updated 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.
- A Clone of 4K Video Downloader☆19Jan 28, 2023Updated 3 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆19Dec 8, 2022Updated 3 years ago
- tick价差套利(参考vnpy网友资料、vnpy论坛资料、windquant): 1、按被动腿时间戳对齐 2、profile函数展示(需要py3) 3、平稳性检验 4、对冲手数计算 5、2sigma开仓,3sigma止损(或者赌价差扩散?)6、连续止损后cool down一…☆15Nov 2, 2019Updated 7 years ago
- 中国版技术指标☆196Dec 27, 2023Updated 2 years ago
- Curated roadmap for quant finance interviews (Quant Trader, Quant Researcher, Quant Analyst): probability, mental math, brainteasers, cod…☆36Apr 15, 2026Updated 6 months ago
- A Higher-order HMM with EM algo.☆16May 4, 2022Updated 4 years ago
- Simulator of a basic order book flow and order execution☆18Mar 22, 2023Updated 3 years ago