dolphindb / DolphinDBModules
☆58Updated 3 months ago
Alternatives and similar repositories for DolphinDBModules:
Users that are interested in DolphinDBModules are comparing it to the libraries listed below
- ☆107Updated 5 years ago
- 101 alpha factors calculate based on Alpha101☆120Updated 5 years ago
- ☆141Updated 4 months ago
- 基于streamlit的因子分析app☆63Updated 2 weeks ago
- 沪深300指数增强模型☆80Updated 5 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。☆120Updated last year
- 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
- 中国版技术指标☆169Updated last year
- stock☆87Updated 3 years ago
- BackTrader多因子回测框架 (Multi-factors backtesting framework for BackTrader)☆110Updated 3 years ago
- 改进gplearn,主要使用在股票公式挖掘☆93Updated 4 years ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆100Updated 11 months ago
- codegen from expression to others, such as polars, pandas☆119Updated this week
- ☆190Updated 4 years ago
- 因子回测框架☆110Updated last year
- alpha投研示例☆69Updated this week
- 因子构建、单因子测试☆70Updated 4 years ago
- ☆76Updated 4 years ago
- backtrader接入国内期货实盘交易☆70Updated 3 years ago
- ☆37Updated 2 years ago
- 获取经典的量化多因子模型数据☆74Updated 3 years ago
- Performance analysis of predictive (alpha) stock factors☆30Updated 3 years ago
- 非平衡订单流高频交易模型☆108Updated 6 years ago
- Mining technical factors based on symbolic regression via genetic algorithm☆177Updated last year
- High frequency factors based on order and trade data.☆45Updated last year
- Benchmark Dataset of Limit Order Book in China Markets☆202Updated 4 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆63Updated 7 years ago
- 沪深300指数纯因子组合构建☆51Updated 6 years ago
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆213Updated 3 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…☆62Updated 4 years ago