Alternatives and similar repositories for QuantDatabase

Users that are interested in QuantDatabase are comparing it to the libraries listed below

• hugo2046 / GetAstockFactors
  获取经典的量化多因子模型数据
  ☆80Updated 3 years ago
• FinHackCN / xlib
  一个简单的量化研究框架，具备基本的数据获取、因子分析、机器学习、回测及结果分析功能
  ☆47Updated 3 years ago
• dkl0707 / factor_backtest
  因子回测框架
  ☆115Updated 2 years ago
• Quant132 / BackTrader_Multifactors
  BackTrader多因子回测框架 （Multi-factors backtesting framework for BackTrader）
  ☆118Updated 3 years ago
• nutquant / QuantCode
  分享量化投资相关的论文，代码和代码复现。
  ☆81Updated 2 years ago
• ShiliangZhang-nku / Brinson-Attribution
  以wind为数据源的基金单期brinson业绩归因
  ☆82Updated 5 years ago
• wukan1986 / ta_cn
  中国版技术指标
  ☆170Updated last year
• zhangjinzhi / Wind_Python
  量化开发 多因子选股模型
  ☆136Updated 6 years ago
• piginzoo / mfm_learner
  我的多因子模型、量化投资沙盒
  ☆166Updated 2 years ago
• linusqzdeng / backtesting
  Backtrader量化策略研报复现
  ☆30Updated 3 years ago
• 08zhangyi / multi-factor-gm-wind-joinquant
  基于掘金+万得+聚宽的多因子策略开发框架
  ☆218Updated 2 years ago
• JoshuaQYH / TIDIBEI
  基于机器学习方法构建多因子选股模型：RandomForest, GBDT, Adaboots, xgboost，MLP, Linear Model, LSTM
  ☆209Updated 5 years ago
• ZoeQuant / backtrader_tutorial
  backtrader教程，包括数据、框架、策略及评估
  ☆58Updated 3 years ago
• ShiliangZhang-nku / HS300_index_enhance
  沪深300指数增强模型
  ☆84Updated 5 years ago
• jiangtiantu / factorhub
  ☆195Updated 4 years ago
• phonegapX / alphasickle
  多因子指数增强策略/多因子全流程实现
  ☆321Updated last year
• hugo2046 / streamlit_alphalens
  基于streamlit的因子分析app
  ☆72Updated 3 months ago
• knotgd / option_data
  期权行情数据获取，包括实时tick数据，分钟数据，k线数据
  ☆45Updated 2 years ago
• WIFAQuant / HS300
  沪深300指数纯因子组合构建
  ☆52Updated 6 years ago
• xcycharles / stock
  stock
  ☆89Updated 3 years ago
• Ckend / alphalens
  Performance analysis of predictive (alpha) stock factors
  ☆30Updated 3 years ago
• Jensenberg / multi-factor
  因子构建、单因子测试
  ☆71Updated 4 years ago
• jcchao / deeplearning-for-quant
  本项目为深度学习在多因子量化选股中的一种实践
  ☆103Updated 6 years ago
• jrothschild33 / Black-Litterman-Model
  使用Python复现Black-Litterman模型。Black-Litterman模型创造性地采用贝叶斯方法将投资者对预期收益的主观看法与资产的市场均衡收益相结合，有效地解决了Markowitz均值-方差模型中投资者难以准确估计各个投资品种预期收益率、以及其权重对预期收…
  ☆147Updated 5 years ago
• QuantNi / Quant-Report
  ☆165Updated last year
• FinHackCN / startquant
  本仓库为公众号FinHack炼金术《从零开始卷量化》系列文章示例代码，带你零基础入门量化交易！
  ☆134Updated 3 years ago
• Jensenberg / volatility-and-option
  计算波动率的六种方法，计算隐含波动率，凤凰期权的定价，编制基于50ETF期权的VIX指数
  ☆125Updated 4 years ago
• QuantWorld2022 / qlib_tutorial
  ☆179Updated last year
• lc-sysbs / alpha101
  基于万矿平台，对alpha101因子进行测试并构造多因子策略
  ☆92Updated 5 years ago
• mumu-2014 / tushare-mysql
  Download data from tushare (https://tushare.pro), save it to mysql and retrieve it for use
  ☆38Updated 5 years ago