efJerryYang / worldquant-brain-simulator
This is a simulator to help with backtesting your alphas offline for platform WorldQuant Brain
☆9Updated 2 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
- Stock factor mining with CNN and GRU.☆48Updated 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 11 months ago
- An end-to-end stock factors mining neural network framework.☆28Updated last year
- 基于基因表达式规划算法的因子挖掘☆29Updated 3 years ago
- 多因子模型相关☆21Updated 3 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
- 众人的因子回测框架 stock factor test☆25Updated 4 months ago
- ☆10Updated 3 years ago
- Backtest Framework designed by YuminQuant&Yumin.☆16Updated 6 months ago
- 量化研究-多因子模型☆19Updated last year
- High frequency factors based on order and trade data.☆40Updated last year
- High Frequency Trading Strategies☆41Updated 7 years ago
- ☆11Updated 4 years ago
- 【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …☆15Updated 2 years ago
- 基于机器学习的多因子研究框架☆14Updated 4 years ago
- Multi Factor Stock Selection Model with XGBoost Tree Boosting☆8Updated last year
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆34Updated 5 months ago
- my first factor-stock-selecting backtest function☆21Updated 4 years ago
- quantitative investment; genetic algorithm; data mining☆11Updated 5 months ago
- 雪球结构产品定价☆28Updated last year
- This is for the capstone project "Optimal Execution of a VWAP order".☆32Updated 5 years ago
- 一些研报的复现☆12Updated 6 years ago
- Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…☆12Updated this week
- ☆28Updated last month
- 基于华泰研报对原alpha101代码进行简化和拓展☆42Updated 5 years ago
- Quant Studio Document☆24Updated 3 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆27Updated 3 years ago
- Python Data Analysis and Financial Calculation☆63Updated 5 years ago
- 基于聚宽平台,探索分钟级的高频交易☆33Updated 4 years ago