fangshi1991 / gplearn_stock
改进gplearn,主要使用在股票公式挖掘
☆93Updated 4 years ago
Alternatives and similar repositories for gplearn_stock:
Users that are interested in gplearn_stock are comparing it to the libraries listed below
- 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
- 基于万矿平台,对alpha101因子进行测试并构造多因子策略☆91Updated 5 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…☆62Updated 4 years ago
- 沪深300指数增强模型☆78Updated 5 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆43Updated 5 years ago
- High frequency factors based on order and trade data.☆43Updated last year
- Recurrent Neural Network for predicting Stock Returns☆119Updated 3 years ago
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆34Updated 6 months ago
- 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。☆119Updated last year
- Mining technical factors based on symbolic regression via genetic algorithm☆173Updated last year
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆57Updated 2 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆60Updated 4 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆63Updated 7 years ago
- 因子构建、单因子测试☆69Updated 3 years ago
- 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☆45Updated 2 years ago
- 基于基因表达式规划算法的因子挖掘☆29Updated 3 years ago
- Barra Multifactor Model☆139Updated 5 years ago
- 多因子模型相关☆21Updated 3 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。☆18Updated last year
- Provide risk forecasts by Barra China Equity Model☆162Updated 6 years ago
- ☆190Updated 4 years ago
- stock☆86Updated 3 years ago
- Stock factor mining with CNN and GRU.☆50Updated 2 years ago
- 沪深300指数纯因子组合构建☆51Updated 5 years ago
- Quant Studio Document☆24Updated 4 years ago
- ☆141Updated 3 months ago
- 101 alpha factors calculate based on Alpha101☆118Updated 5 years ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆98Updated 10 months ago
- 对GPLearn完成了三维改造,并且增加了IC,IR,RankIC等指标,增加了样本内样本外的数据保存,增加了基于IC追踪所有generation中符合要求的因子并保存的功能。☆134Updated last year
- 因子回测框架☆109Updated last year