efJerryYang / worldquant-brain-simulatorLinks
This is a simulator to help with backtesting your alphas offline for platform WorldQuant BRAIN
☆21Updated 9 months ago
Alternatives and similar repositories for worldquant-brain-simulator
Users that are interested in worldquant-brain-simulator are comparing it to the libraries listed below
Sorting:
- python implement for WorldQuant-Alpha101☆57Updated 7 years ago
- Simple API automation for submitting WorldQuant BRAIN alphas☆143Updated 2 years ago
- Stock factor mining with CNN and GRU.☆65Updated 2 years ago
- High frequency factors based on order and trade data.☆60Updated last year
- 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
- 基于基因表达式规划算法的因子挖掘☆32Updated 4 years ago
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆35Updated last year
- 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。☆133Updated last year
- This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"☆66Updated 2 years ago
- TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative fin…☆47Updated 2 years ago
- A deep reinforcement learning framework for generating formulaic alpha factors for quantitative investment, powered by GFlowNet, implemen…☆74Updated 4 months ago
- 我自己的单因子研究框架☆28Updated last year
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆65Updated 4 years ago
- Solutions for selected exercises from Advances in Financial Machine Learning by Marcos Lopez De Prado☆71Updated 3 years ago
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆63Updated last year
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆85Updated 4 months ago
- This is an example of 50 alphas that can pass the correlation test if they are submitted together.☆48Updated last year
- High frequency prediction of Chinese stock returns. Orderbook data generation. High frequency factors construction.☆17Updated 2 years ago
- ☆112Updated 5 years ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆86Updated 4 years 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
- Literature survey of order execution strategies implemented in python☆44Updated 5 years ago
- 复现华泰证券《强化学习初探与DQN择时》研报中的DQN模型与效果☆35Updated 2 years ago
- ☆27Updated 3 years ago
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆57Updated 2 years ago
- Backtest Framework designed by YuminQuant&Yumin.☆18Updated last year
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆109Updated last year
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆67Updated 2 years ago
- 沪深300指数增强模型☆86Updated 6 years ago