cuicanyeah / Alpha-GenerationLinks
☆32Updated last year
Alternatives and similar repositories for Alpha-Generation
Users that are interested in Alpha-Generation are comparing it to the libraries listed below
Sorting:
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆86Updated 4 years ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆80Updated 2 months ago
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆104Updated last year
- High frequency factors based on order and trade data.☆56Updated last year
- 改进gplearn,主要使用在股票公式挖掘☆97Updated 5 years ago
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆33Updated 11 months ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆63Updated 4 years ago
- alpha投研示例☆78Updated 3 weeks ago
- ☆202Updated 2 years ago
- An end-to-end stock factors mining neural network framework.☆41Updated 2 years ago
- Benchmark Dataset of Limit Order Book in China Markets☆209Updated 4 years ago
- pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"☆152Updated last year
- Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio…☆120Updated 2 years ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆125Updated 5 years ago
- ☆108Updated 5 years ago
- Stock factor mining with CNN and GRU.☆63Updated 2 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
- Implementing 'Deep Risk Model: A Deep Learning Solution for Mining Latent Risk Factors to Improve Covariance Matrix Estimation' based on …☆13Updated 2 years ago
- TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative fin…☆46Updated 2 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…☆66Updated 4 years ago
- Recurrent Neural Network for predicting Stock Returns☆122Updated 3 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
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆80Updated last year
- Mining technical factors based on symbolic regression via genetic algorithm☆187Updated 2 years ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆50Updated last year
- High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)☆108Updated last year
- Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors☆254Updated 11 months ago
- 基于万矿平台，对alpha101因子进行测试并构造多因子策略☆92Updated 6 years 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 。☆129Updated last year
- ☆123Updated last year