cuicanyeah / Alpha-GenerationLinks
☆32Updated 2 years ago
Alternatives and similar repositories for Alpha-Generation
Users that are interested in Alpha-Generation are comparing it to the libraries listed below
Sorting:
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆95Updated 6 months ago
- alpha投研示例☆86Updated 2 months ago
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆114Updated last year
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆66Updated 4 years ago
- High frequency factors based on order and trade data.☆67Updated last year
- Benchmark Dataset of Limit Order Book in China Markets☆214Updated 4 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…☆71Updated 4 years ago
- Stock factor mining with CNN and GRU.☆69Updated 2 years ago
- factor performance visualization☆44Updated last month
- pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"☆159Updated last year
- Mining technical factors based on symbolic regression via genetic algorithm☆205Updated 2 years ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆124Updated 5 years ago
- TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative fin…☆48Updated 2 years ago
- 改进gplearn,主要使用在股票公式挖掘☆98Updated 5 years ago
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆35Updated 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
- ☆208Updated 2 years ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆90Updated 4 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆86Updated last year
- StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks☆120Updated last year
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆66Updated 3 years ago
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆67Updated 2 months ago
- An end-to-end stock factors mining neural network framework.☆47Updated 2 years ago
- ☆150Updated 7 months ago
- Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio…☆136Updated 2 years ago
- 基于基因表达式规划算法的因子挖掘☆34Updated 4 years ago
- This is the official repository for the paper TLOB: A Novel Transformer Model with Dual Attention for Stock Price Trend Prediction with L…☆94Updated 6 months ago
- 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。☆140Updated last year
- codegen from expression to others, such as polars, pandas☆140Updated 2 weeks ago
- 沪深300指数增强模型☆88Updated 6 years ago