Alternatives and similar repositories for PHBS_ML_for_quant_project

Users that are interested in PHBS_ML_for_quant_project are comparing it to the libraries listed below

• eiahb3838ya / AlphaSignalFromMachineLearning
  ☆15Updated 3 years ago
• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆22Updated 4 years ago
• danni2019 / time_series_analysis
  Just another backtester
  ☆20Updated 6 months ago
• tryggviy / barra_model
  This is an internship project aiming to make Attribution Analysis for general equity funds in China market
  ☆14Updated 6 years ago
• creacentblue / industry_rotation
  一些研报的复现
  ☆12Updated 6 years ago
• xiaotfeng / SecuritySelect
  多因子选股框架
  ☆23Updated 4 years ago
• lc-sysbs / alpha101-new
  基于华泰研报对原alpha101代码进行简化和拓展
  ☆45Updated 5 years ago
• changshun / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆64Updated 7 years ago
• WIFAQuant / HS300
  沪深300指数纯因子组合构建
  ☆51Updated 6 years ago
• ChannelCMT / OFO
  Python Data Analysis and Financial Calculation
  ☆65Updated 5 years ago
• rosie068 / BARRA_risk
  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…
  ☆65Updated 4 years ago
• yuba316 / FactorBackTest
  my first factor-stock-selecting backtest function
  ☆21Updated 4 years ago
• linusqzdeng / backtesting
  Backtrader量化策略研报复现
  ☆30Updated 3 years ago
• quantasset / factorset
  factorset: 提供中国A股市场因子集合，包含各类常用及特异因子计算方法，持续更新中。提供轻量级因子计算框架，高可扩展。持续更新中。
  ☆40Updated 7 years ago
• ShiliangZhang-nku / HS300_index_enhance
  沪深300指数增强模型
  ☆82Updated 5 years ago
• fangshi1991 / gplearn_stock
  改进gplearn,主要使用在股票公式挖掘
  ☆95Updated 5 years ago
• han14466 / gplearn_stock_dataframe
  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
• chichihua / Multi-Factor-Model
  Multi-Factor model with regression method
  ☆9Updated 6 years ago
• Msfund / CTA_factor_backtrade
  ☆15Updated 6 years ago
• quanttrade / Quantitative-analysis
  券商金工研报复现
  ☆12Updated 4 years ago
• josephchenhk / qtrader_strategies
  Demonstrative examples for developing quantitative and systematic strategies
  ☆38Updated last year
• chen-001 / pure_ocean_breeze
  众人的因子回测框架 stock factor test
  ☆28Updated this week
• Bradleydi / Risk-Models
  Risk estimation algorithms
  ☆30Updated 6 years ago
• lc-sysbs / High-Frequency-Trading
  基于聚宽平台，探索分钟级的高频交易
  ☆33Updated 5 years ago
• ChannelCMT / QS
  CTA_Strategies
  ☆42Updated 7 years ago
• lc-sysbs / alpha101
  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
• Jensenberg / volatility-and-option
  计算波动率的六种方法，计算隐含波动率，凤凰期权的定价，编制基于50ETF期权的VIX指数
  ☆124Updated 4 years ago
• ppoak / quool
  Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…
  ☆13Updated this week
• wuboyuan / multi-factor-model
  量化研究-多因子模型
  ☆21Updated last year
• Zhehao97 / RiskParityFactorModel
  Risk Parity and Factors Model on multi asseet management
  ☆22Updated 4 years ago