Alternatives and similar repositories for gplearn_stock:

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

• 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
  ☆59Updated 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
  ☆88Updated 5 years ago
• 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。
  ☆112Updated last year
• 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…
  ☆60Updated 4 years ago
• AlfredCYL / gplearn_cross_factor
  Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …
  ☆34Updated 5 months ago
• lc-sysbs / alpha101-new
  基于华泰研报对原alpha101代码进行简化和拓展
  ☆42Updated 5 years ago
• jeremy-feng / high-frequency-factors
  High frequency factors based on order and trade data.
  ☆40Updated last year
• Congyuwang / AlphaNetV3
  Recurrent Neural Network for predicting Stock Returns
  ☆116Updated 3 years ago
• Jensenberg / multi-factor
  因子构建、单因子测试
  ☆69Updated 3 years ago
• ShiliangZhang-nku / HS300_index_enhance
  沪深300指数增强模型
  ☆77Updated 5 years ago
• jeremy-feng / AlphaNet
  Stock factor mining with CNN and GRU.
  ☆48Updated 2 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
  ☆44Updated 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 7 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
  ☆31Updated 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。
  ☆18Updated 11 months ago
• Quant132 / BackTrader_Multifactors
  BackTrader多因子回测框架 （Multi-factors backtesting framework for BackTrader）
  ☆101Updated 3 years ago
• wukan1986 / expr_codegen
  codegen from expression to others, such as polars, pandas
  ☆115Updated this week
• UePG-21 / gpquant
  Mining technical factors based on symbolic regression via genetic algorithm
  ☆170Updated last year
• Scorpi000 / QSDoc
  Quant Studio Document
  ☆24Updated 3 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 …
  ☆55Updated 2 years ago
• xcycharles / stock
  stock
  ☆84Updated 3 years ago
• dkl0707 / factor_backtest
  因子回测框架
  ☆102Updated last year
• Morgansy / Genetic-Alpha
  A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy
  ☆58Updated 4 years ago
• yudai-il / High-Frequency
  High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)
  ☆95Updated 9 months ago
• szy1900 / Event_driven_framework_for_backtesting
  It is suitable for beginners
  ☆44Updated 4 years ago
• nutquant / QuantCode
  分享量化投资相关的论文，代码和代码复现。
  ☆75Updated last year
• STHSF / alpha101
  101 alpha factors calculate based on Alpha101
  ☆117Updated 5 years ago
• YTZzzzz / Barra_CNE5
  Provide risk forecasts by Barra China Equity Model
  ☆162Updated 6 years ago
• QuantNi / Quant-Report
  ☆143Updated last year
• jiangtiantu / FactorMining
  基于基因表达式规划算法的因子挖掘
  ☆29Updated 3 years ago