etccapital / MultiFactor

Related projects ⓘ

Alternatives and complementary repositories for MultiFactor

• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆21Updated 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
  ☆26Updated 2 years ago
• changshun / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆63Updated 6 years ago
• Scorpi000 / QSDoc
  Quant Studio Document
  ☆22Updated 3 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…
  ☆55Updated 3 years ago
• jeremy-feng / AlphaNet
  Stock factor mining with CNN and GRU.
  ☆40Updated last year
• 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
  ☆82Updated 5 years ago
• hugo2046 / streamlit_alphalens
  基于streamlit的因子分析app
  ☆50Updated 8 months ago
• WIFAQuant / HS300
  沪深300指数纯因子组合构建
  ☆48Updated 5 years ago
• AlfredCYL / gplearn_cross_factor
  Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …
  ☆28Updated 2 months ago
• jeremy-feng / high-frequency-factors
  High frequency factors based on order and trade data.
  ☆32Updated 10 months ago
• Morgansy / Genetic-Alpha
  A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy
  ☆55Updated 3 years ago
• DulyHao / AlphaForge
  A new formulaic alpha mining framework for quantitative investment
  ☆78Updated 2 months ago
• hugo2046 / GetAstockFactors
  获取经典的量化多因子模型数据
  ☆62Updated 3 years ago
• wukan1986 / alpha_examples
  alpha投研示例
  ☆57Updated 4 months ago
• jiangtiantu / FactorMining
  基于基因表达式规划算法的因子挖掘
  ☆24Updated 3 years ago
• fangshi1991 / gplearn_stock
  改进gplearn,主要使用在股票公式挖掘
  ☆90Updated 4 years ago
• ShiliangZhang-nku / HS300_index_enhance
  沪深300指数增强模型
  ☆73Updated 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
  ☆41Updated 4 years ago
• Jensenberg / multi-factor
  因子构建、单因子测试
  ☆66Updated 3 years ago
• chen-001 / pure_ocean_breeze
  众人的因子回测框架 stock factor test
  ☆24Updated 3 weeks ago
• ChannelCMT / OFO
  Python Data Analysis and Financial Calculation
  ☆62Updated 5 years ago
• FinHackCN / xlib
  一个简单的量化研究框架，具备基本的数据获取、因子分析、机器学习、回测及结果分析功能
  ☆40Updated 2 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。
  ☆15Updated 7 months ago
• wukan1986 / AlphaInspect
  factor performance visualization
  ☆22Updated 5 months ago
• yudai-il / High-Frequency
  High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)
  ☆85Updated 5 months ago
• nutquant / QuantCode
  分享量化投资相关的论文，代码和代码复现。
  ☆70Updated last year
• YuminQuant / YuminQuant
  Backtest Framework designed by YuminQuant&Yumin.
  ☆11Updated 2 months ago
• cuicanyeah / Alpha-Generation
  ☆23Updated last year
• wjsbjl / use-gplearn-to-generate-CTA-factor
  本文通过gplearn模型，结合遗传算法中的遗传规划方法生成因子。这里因子生成基于simple-backtest中的简单回测系统，主要针对股指期货操作。
  ☆100Updated 10 months ago