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

• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆21Updated 3 years ago
• danni2019 / time_series_analysis
  Just another backtester
  ☆20Updated 3 months 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…
  ☆62Updated 4 years 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
• lc-sysbs / alpha101-new
  基于华泰研报对原alpha101代码进行简化和拓展
  ☆43Updated 5 years ago
• WIFAQuant / HS300
  沪深300指数纯因子组合构建
  ☆51Updated 5 years ago
• yuba316 / FactorBackTest
  my first factor-stock-selecting backtest function
  ☆21Updated 4 years ago
• changshun / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆63Updated 7 years ago
• eiahb3838ya / AlphaSignalFromMachineLearning
  ☆15Updated 3 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 11 months ago
• hugo2046 / streamlit_alphalens
  基于streamlit的因子分析app
  ☆58Updated last year
• szy1900 / autoAlpha
  The source code for the paper
  ☆20Updated last year
• ShiliangZhang-nku / HS300_index_enhance
  沪深300指数增强模型
  ☆78Updated 5 years ago
• josephchenhk / qtrader_strategies
  Demonstrative examples for developing quantitative and systematic strategies
  ☆37Updated last year
• 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。
  ☆39Updated 6 years ago
• fangshi1991 / gplearn_stock
  改进gplearn,主要使用在股票公式挖掘
  ☆93Updated 4 years ago
• chen-001 / pure_ocean_breeze
  众人的因子回测框架 stock factor test
  ☆26Updated this week
• Scorpi000 / QSDoc
  Quant Studio Document
  ☆24Updated 4 years ago
• creacentblue / industry_rotation
  一些研报的复现
  ☆12Updated 6 years ago
• ChannelCMT / OFO
  Python Data Analysis and Financial Calculation
  ☆64Updated 5 years ago
• etccapital / MultiFactor
  Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …
  ☆56Updated 2 years ago
• Msfund / CTA_factor_backtrade
  ☆15Updated 6 years ago
• iLampard / alphaware
  tools for alpha research
  ☆23Updated 7 years ago
• jeremy-feng / high-frequency-factors
  High frequency factors based on order and trade data.
  ☆43Updated last year
• Bradleydi / Risk-Models
  Risk estimation algorithms
  ☆30Updated 6 years ago
• wuboyuan / multi-factor-model
  量化研究-多因子模型
  ☆19Updated last year
• YuminQuant / YuminQuant
  Backtest Framework designed by YuminQuant&Yumin.
  ☆17Updated 7 months ago
• RicardoMYang / FactorAnalysis
  多因子策略回测框架
  ☆32Updated 5 years ago
• Morgansy / Genetic-Alpha
  A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy
  ☆60Updated 4 years ago