Alternatives and similar repositories for Alpha-Generation:

Users that are interested in Alpha-Generation are comparing it to the libraries listed below

• jeremy-feng / high-frequency-factors
  High frequency factors based on order and trade data.
  ☆49Updated last year
• wukan1986 / alpha_examples
  alpha投研示例
  ☆72Updated 2 weeks ago
• jiangtiantu / FactorMining
  基于基因表达式规划算法的因子挖掘
  ☆29Updated 3 years ago
• wukan1986 / AlphaInspect
  factor performance visualization
  ☆31Updated 2 weeks ago
• Morgansy / Genetic-Alpha
  A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy
  ☆62Updated 4 years ago
• jeremy-feng / AlphaNet
  Stock factor mining with CNN and GRU.
  ☆53Updated 2 years ago
• szy1900 / autoAlpha
  The source code for the paper
  ☆21Updated last year
• DVampire / EarnMore
  ☆54Updated last year
• Scorpi000 / QSDoc
  Quant Studio Document
  ☆24Updated 4 years ago
• ryanluoli1 / AlphaNet
  An end-to-end stock factors mining neural network framework.
  ☆34Updated last year
• x35f / alpha2
  pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"
  ☆142Updated 10 months ago
• AlfredCYL / gplearn_cross_factor
  Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …
  ☆33Updated 8 months ago
• rosie068 / BARRA_risk
  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…
  ☆64Updated 4 years ago
• yuxiangalvin / DeepLOB-Model-Implementation-Project
  This repo contains some codes and outputs of my implementation of DeepLOB model.
  ☆83Updated 4 years ago
• ZhuZhouFan / TWMA
  ☆13Updated 5 months ago
• yudai-il / High-Frequency
  High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)
  ☆102Updated 11 months ago
• AutoAlpha2022 / AutoAlpha
  通过遗传算法、强化学习来自动选择高频因子
  ☆23Updated 2 years ago
• Mapledok / Deep-Risk-Model
  Implementing 'Deep Risk Model: A Deep Learning Solution for Mining Latent Risk Factors to Improve Covariance Matrix Estimation' based on …
  ☆13Updated 2 years ago
• sqc-cser / HTSC_Stock_RL
  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
  ☆33Updated 2 years ago
• kousik97 / Order-Execution-Strategy
  Literature survey of order execution strategies implemented in python
  ☆44Updated 4 years ago
• wjsbjl / use-gplearn-to-generate-CTA-factor
  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。
  ☆122Updated last year
• UePG-21 / gpquant
  Mining technical factors based on symbolic regression via genetic algorithm
  ☆177Updated 2 years ago
• fangshi1991 / gplearn_stock
  改进gplearn,主要使用在股票公式挖掘
  ☆94Updated 4 years ago
• hanson-young / qlib-pg-ext
  qlib数据层backend支持pgsql数据库
  ☆12Updated last year
• ACEACEjasonhuang / gplearnplus
  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
  ☆59Updated last year
• wukan1986 / expr_codegen
  codegen from expression to others, such as polars, pandas
  ☆119Updated this week
• nymath / torchqtm
  TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative fin…
  ☆42Updated last year
• WIFAQuant / HS300
  沪深300指数纯因子组合构建
  ☆51Updated 6 years ago
• matteoprata / LOBCAST
  LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈
  ☆97Updated 11 months ago
• wpwpwpwpwpwpwpwpwp / Alpha-101-GTJA-191
  ☆108Updated 5 years ago