efJerryYang / worldquant-brain-simulator
This is a simulator to help with backtesting your alphas offline for platform WorldQuant BRAIN
☆14Updated 4 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
- Investment alphas, a concept from finance, measure an investment's risk-adjusted performance relative to a benchmark. A positive alpha in…☆19Updated last year
- Literature survey of order execution strategies implemented in python☆44Updated 4 years ago
- Modular backtesting tools (Python)☆12Updated 8 months ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆33Updated 5 years ago
- python implement for WorldQuant-Alpha101☆54Updated 6 years ago
- An end-to-end stock factors mining neural network framework.☆34Updated last year
- Backtest Framework designed by YuminQuant&Yumin.☆17Updated 8 months ago
- TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative fin…☆41Updated last year
- 基于基因表达式规划算法的因子挖掘☆29Updated 3 years ago
- Example of CTA strategy backtesting.☆15Updated 2 years ago
- This is an example of 50 alphas that can pass the correlation test if they are submitted together.☆28Updated last year
- High Frequency Trading Strategies☆44Updated 7 years ago
- 多因子模型相关☆21Updated 3 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆62Updated 4 years ago
- ☆11Updated 4 years ago
- 我自己的单因子研究框架☆24Updated last year
- ☆19Updated 6 years ago
- ☆12Updated this week
- A main CTA backtesting system and several research of utilizing machine learning on asset pricing☆11Updated 4 months ago
- from for/if/else to my first option back-test function☆16Updated 4 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☆31Updated 2 years ago
- 改写了gplearn源码,原有的gplearn会把数据转为numpy,丢失了datetime和stockcode的原始信息。很难做截面的因子ic、ir分析,所以改动了相应的源码,使之可以做因子的截面ic分析。另外增加了时序函数和并行化框架ray的支持。☆18Updated last year
- 众人的因子回测框架 stock factor test☆26Updated last month
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆29Updated last year
- 雪球结构产品定价☆29Updated last year
- The book <Advanced Algorithmic Trading> and its source code☆59Updated 7 years ago
- Implementing 'Deep Risk Model: A Deep Learning Solution for Mining Latent Risk Factors to Improve Covariance Matrix Estimation' based on …☆13Updated 2 years ago
- Alpha mining with DEAP-based genetic programming.☆9Updated last year
- Stock factor mining with CNN and GRU.☆52Updated 2 years ago
- 多因子选股框架☆20Updated 4 years ago