☆15Aug 21, 2021Updated 4 years ago
Alternatives and similar repositories for AlphaSignalFromMachineLearning
Users that are interested in AlphaSignalFromMachineLearning are comparing it to the libraries listed below
Sorting:
- ☆14Feb 25, 2020Updated 6 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Jul 19, 2018Updated 7 years ago
- ☆20Feb 17, 2021Updated 5 years ago
- 一个开源的量化交易项目。使用python(jupyter)☆10Dec 16, 2024Updated last year
- Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…☆14Feb 6, 2026Updated 3 weeks ago
- ☆23Dec 21, 2019Updated 6 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…☆76Dec 11, 2020Updated 5 years ago
- 量化FOF框架☆13Mar 8, 2019Updated 6 years ago
- 致力于多因子,AI策略,可盈利模型的研究☆13Apr 14, 2023Updated 2 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12May 30, 2021Updated 4 years ago
- 沪深300指数纯因子组合构建☆54Apr 11, 2019Updated 6 years ago
- a python module and user interface of a user-defined Barra risk model☆11Jul 1, 2019Updated 6 years ago
- 基于机器学习的多因子研究框架☆14Jun 22, 2020Updated 5 years ago
- Apply machine learning algorithms in the financial market. Ensemble Model, including XGBoost, LightGBM, CNN, ResNet and LSTM.☆10Jun 5, 2022Updated 3 years ago
- 多因子打分选股☆13Jan 12, 2022Updated 4 years ago
- 重新造轮子构建投资组合框架,适合大类资产配置和股票交易。☆52Mar 24, 2018Updated 7 years ago
- A main CTA backtesting system and several research of utilizing machine learning on asset pricing☆14Dec 9, 2024Updated last year
- Risk estimation algorithms☆30Aug 4, 2018Updated 7 years ago
- 资产配置方案项目☆33Nov 18, 2020Updated 5 years ago
- Stock trading using timing strategy (股票的择时交易): mainly use short & long moving average of stock price and also analyze the performance of …☆12Feb 26, 2020Updated 6 years ago
- Non-Linear Covariance Shrinkage☆14Jan 1, 2022Updated 4 years ago
- 【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …☆17Dec 17, 2022Updated 3 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆35Jan 30, 2024Updated 2 years ago
- ☆15May 28, 2022Updated 3 years ago
- 一些研报的复现☆13Sep 11, 2018Updated 7 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。☆22Mar 20, 2024Updated last year
- 量化研究-多因子模型☆23Jul 26, 2023Updated 2 years ago
- 因子构建、单因子测试☆72Apr 4, 2021Updated 4 years ago
- This is a VaR and AVaR calculator for portfolio only with stocks using Monte Carlo Method.☆18Nov 28, 2017Updated 8 years ago
- Risk Parity and Factors Model on multi asseet management☆23Apr 6, 2021Updated 4 years ago
- my first factor-stock-selecting backtest function☆22Aug 15, 2020Updated 5 years ago
- This project is to monitor the arbitrage opportunity of stocks, options and futures every second based on Put-Call parity in Chinese stoc…☆19Oct 20, 2018Updated 7 years ago
- QTA2020内培 github存档☆46Apr 29, 2021Updated 4 years ago
- This repository shows the application of PCA technique for risk factor modelling of financial securities.☆21Apr 29, 2020Updated 5 years ago
- Risk Management via Anomaly Circumvent: Mnemonic Deep Learning for Midterm Stock Prediction. KDD 2019.☆23Aug 26, 2020Updated 5 years ago
- Just another backtester☆22Aug 27, 2025Updated 6 months ago
- 多因子选股框架☆26Dec 9, 2020Updated 5 years ago
- DescriptionPairsExtraction, entity and it's description pairs extract program based on Albert and data back-annotation. 基于Albert与结构化数据回标思…☆20Mar 7, 2022Updated 3 years ago
- ☆23Jun 21, 2024Updated last year