Alternatives and similar repositories for MultiFactor

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

• jeremy-feng / high-frequency-factors
  High frequency factors based on order and trade data.
  ☆56Updated last year
• AlfredCYL / gplearn_cross_factor
  Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …
  ☆33Updated 11 months ago
• fangshi1991 / gplearn_stock
  改进gplearn,主要使用在股票公式挖掘
  ☆97Updated 5 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
• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆22Updated 4 years ago
• changshun / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆65Updated 7 years ago
• wukan1986 / alpha_examples
  alpha投研示例
  ☆78Updated 3 weeks ago
• Morgansy / Genetic-Alpha
  A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy
  ☆63Updated 4 years ago
• ShiliangZhang-nku / HS300_index_enhance
  沪深300指数增强模型
  ☆85Updated 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…
  ☆66Updated 4 years ago
• jiangtiantu / FactorMining
  基于基因表达式规划算法的因子挖掘
  ☆30Updated 3 years ago
• hugo2046 / streamlit_alphalens
  基于streamlit的因子分析app
  ☆74Updated 3 months ago
• ChannelCMT / OFO
  Python Data Analysis and Financial Calculation
  ☆66Updated 5 years ago
• xiaotfeng / SecuritySelect
  多因子选股框架
  ☆24Updated 4 years ago
• WIFAQuant / HS300
  沪深300指数纯因子组合构建
  ☆52Updated 6 years ago
• YuminQuant / YuminQuant
  Backtest Framework designed by YuminQuant&Yumin.
  ☆18Updated 11 months ago
• wukan1986 / AlphaInspect
  factor performance visualization
  ☆37Updated last month
• Scorpi000 / QSDoc
  Quant Studio Document
  ☆23Updated 4 years ago
• linusqzdeng / backtesting
  Backtrader量化策略研报复现
  ☆31Updated 3 years ago
• Scorpi000 / QuantStudio
  ☆146Updated 3 months 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 6 years ago
• ACEACEjasonhuang / gplearnplus
  升级后的gplearn， 支持包含时序和截面参数的自定义函数，例如均线
  ☆61Updated last year
• 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
• xcycharles / stock
  stock
  ☆89Updated 3 years ago
• coamo2 / Barra
  Barra Multifactor Model
  ☆146Updated 5 years ago
• hansihuang2016 / Barra-Multiple-factor-risk-model
  Barra-Multiple-factor-risk-model
  ☆142Updated 8 years ago
• Jensenberg / multi-factor
  因子构建、单因子测试
  ☆71Updated 4 years ago
• hugo2046 / GetAstockFactors
  获取经典的量化多因子模型数据
  ☆81Updated 3 years ago
• sqc-cser / HTSC_Stock_RL
  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
  ☆34Updated 2 years ago
• jeremy-feng / AlphaNet
  Stock factor mining with CNN and GRU.
  ☆63Updated 2 years ago