Alternatives and similar repositories for factor_backtest

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

• 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。
  ☆130Updated last year
• phonegapX / alphasickle
  多因子指数增强策略/多因子全流程实现
  ☆336Updated last year
• QuantNi / Quant-Report
  ☆174Updated 2 years ago
• ShiliangZhang-nku / Barra_CNE6
  Barra CNE6 因子构建
  ☆311Updated 5 years ago
• Jensenberg / multi-factor
  因子构建、单因子测试
  ☆71Updated 4 years ago
• Quant132 / BackTrader_Multifactors
  BackTrader多因子回测框架 （Multi-factors backtesting framework for BackTrader）
  ☆119Updated 3 years ago
• coamo2 / Barra
  Barra Multifactor Model
  ☆146Updated 5 years ago
• 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
  ☆61Updated last year
• UePG-21 / gpquant
  Mining technical factors based on symbolic regression via genetic algorithm
  ☆188Updated 2 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
  ☆108Updated 6 years ago
• nutquant / QuantCode
  分享量化投资相关的论文，代码和代码复现。
  ☆83Updated 2 years ago
• dayzorro / GPLearnFinance3D
  对GPLearn完成了三维改造，并且增加了IC,IR,RankIC等指标，增加了样本内样本外的数据保存，增加了基于IC追踪所有generation中符合要求的因子并保存的功能。
  ☆147Updated 2 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
  ☆50Updated 3 years ago
• QuantWorld2022 / qlib_tutorial
  ☆185Updated 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 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…
  ☆151Updated 5 years ago
• Tingqin-D / basic_codes_for_quant
  ☆60Updated last year
• changshun / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆65Updated 7 years ago
• YTZzzzz / Barra_CNE5
  Provide risk forecasts by Barra China Equity Model
  ☆167Updated 7 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
  ☆212Updated 5 years ago
• hansihuang2016 / Barra-Multiple-factor-risk-model
  Barra-Multiple-factor-risk-model
  ☆143Updated 8 years ago
• industry-report / huatai-finengi-report
  华泰金工研究报告
  ☆191Updated 2 years ago
• Constantineople / Assignment1
  根据20170925-华泰期货-CTA量化策略因子系列（二）：动量因子研报进行复现
  ☆30Updated 2 years ago
• ShiliangZhang-nku / HS300_index_enhance
  沪深300指数增强模型
  ☆86Updated 5 years ago
• jeremy-feng / AlphaNet
  Stock factor mining with CNN and GRU.
  ☆64Updated 2 years ago
• DulyHao / AlphaForge
  Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors
  ☆269Updated 11 months ago
• linusqzdeng / backtesting
  Backtrader量化策略研报复现
  ☆31Updated 3 years ago
• htdai / Campisi-Fixed-Income-Performance-Attribution-Model
  Campisi纯债型基金业绩归因模型程序，适用于中国市场，需要有Wind的API接口权限
  ☆41Updated last year
• jiangtiantu / factorhub
  ☆198Updated 5 years 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…
  ☆66Updated 4 years ago