cuicanyeah / Alpha-GenerationLinks
☆31Updated 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:
- Mining technical factors based on symbolic regression via genetic algorithm☆194Updated 2 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆65Updated 4 years ago
- Stock factor mining with CNN and GRU.☆65Updated 2 years ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆86Updated 4 years ago
- High frequency factors based on order and trade data.☆60Updated last year
- 改进gplearn,主要使用在股票公式挖掘☆98Updated 5 years ago
- alpha投研示例☆81Updated 3 weeks ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆123Updated 5 years ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆85Updated 4 months ago
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆107Updated last year
- Benchmark Dataset of Limit Order Book in China Markets☆213Updated 4 years ago
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆35Updated last year
- pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"☆155Updated last year
- Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio…☆125Updated 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…☆69Updated 4 years ago
- An end-to-end stock factors mining neural network framework.☆44Updated 2 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。☆134Updated last year
- factor performance visualization☆42Updated last month
- TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative fin…☆48Updated 2 years ago
- ☆203Updated 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 …☆66Updated 2 years ago
- codegen from expression to others, such as polars, pandas☆134Updated 3 weeks 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☆61Updated last year
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆65Updated 7 years ago
- Quant Studio Document☆23Updated 4 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☆82Updated last year
- ☆112Updated 5 years ago
- Barra-Multiple-factor-risk-model☆144Updated 8 years ago
- ☆53Updated 4 years ago