☆14Feb 25, 2020Updated 6 years ago
Alternatives and similar repositories for PHBS_multi-factor_project
Users that are interested in PHBS_multi-factor_project are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆15Aug 21, 2021Updated 5 years ago
- ☆20Feb 17, 2021Updated 5 years ago
- Trading strategies based on the VIX term structure☆12Oct 18, 2026Updated 2 weeks ago
- Alpha mining with DEAP-based genetic programming.☆11Jul 7, 2023Updated 3 years ago
- Apply machine learning algorithms in the financial market. Ensemble Model, including XGBoost, LightGBM, CNN, ResNet and LSTM.☆11Jun 5, 2022Updated 4 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆13May 30, 2021Updated 5 years ago
- 大类资产配置☆12Jun 3, 2021Updated 5 years ago
- 基于论文《Do Industries Explain Momentum》对行业动量策略在A股市场的有效性进行探究☆12Jul 19, 2019Updated 7 years ago
- 致力于多因子,AI策略,可盈利模型的研究☆12Apr 14, 2023Updated 3 years ago
- ☆23Dec 21, 2019Updated 6 years ago
- Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…☆14Apr 4, 2026Updated 6 months ago
- Risk Management via Anomaly Circumvent: Mnemonic Deep Learning for Midterm Stock Prediction. KDD 2019.☆23Aug 26, 2020Updated 6 years ago
- 量化研究-多因子模型☆23Jul 26, 2023Updated 3 years ago
- 【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …☆19Dec 17, 2022Updated 3 years ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- Multi-Factor model with regression method☆10May 4, 2019Updated 7 years ago
- 量化FOF框架☆13Mar 8, 2019Updated 7 years ago
- 基于机器学习的多因子研究框架☆14Jun 22, 2020Updated 6 years ago
- High Frequency Trading Self Study Manual, 高频交易自学指南☆20Feb 11, 2025Updated last year
- 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
- Code for paper "Inductive Representation Learning on Dynamic Stock Co-Movement Graphs for Stock Predictions"☆17Jan 13, 2022Updated 4 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。☆23Mar 20, 2024Updated 2 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆35Jan 30, 2024Updated 2 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…☆83Dec 11, 2020Updated 5 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- ☆15May 28, 2022Updated 4 years ago
- pond is an open-source integrated finance data source and database application on top of DuckDB and akshare.☆10Sep 27, 2026Updated last month
- 多因子打分选股☆13Jan 12, 2022Updated 4 years ago
- a python module and user interface of a user-defined Barra risk model☆11Jul 1, 2019Updated 7 years ago
- CVXPY Portfolio Optimization Sample☆45Feb 4, 2017Updated 9 years ago
- Risk estimation algorithms☆30Aug 4, 2018Updated 8 years ago
- Alpha研究平台☆21Sep 6, 2021Updated 5 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆13Jul 19, 2018Updated 8 years ago
- ☆23Jun 21, 2024Updated 2 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- ☆18Jul 6, 2022Updated 4 years ago
- This is a VaR and AVaR calculator for portfolio only with stocks using Monte Carlo Method.☆17Nov 28, 2017Updated 8 years ago
- my first factor-stock-selecting backtest function☆22Aug 15, 2020Updated 6 years ago
- ☆10Aug 21, 2023Updated 3 years ago
- This is a simulator to help with backtesting your alphas offline for platform WorldQuant BRAIN☆33May 2, 2026Updated 5 months ago
- MATLAB Simulation to observe the variations in Doppler shift and the Channel Impulse Response due to mobility, sample rate in Freq Select…☆14May 13, 2024Updated 2 years ago
- scutquant是一个开源的离线量化投资平台,由华南理工大学量化投资协会负责维护. 该框架具有低耦合, 高内聚的特点☆57May 20, 2024Updated 2 years ago