Alternatives and similar repositories for gplearn_stock

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

• 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
  ☆94Updated 6 years ago
• lc-sysbs / alpha101-new
  基于华泰研报对原alpha101代码进行简化和拓展
  ☆47Updated 6 years ago
• ShiliangZhang-nku / HS300_index_enhance
  沪深300指数增强模型
  ☆89Updated 6 years ago
• wukan1986 / alpha_examples
  alpha投研示例
  ☆91Updated this week
• Scorpi000 / QuantStudio
  ☆150Updated last week
• 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
  ☆65Updated last year
• xcycharles / stock
  stock
  ☆96Updated 4 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…
  ☆76Updated 5 years ago
• jeremy-feng / high-frequency-factors
  High frequency factors based on order and trade data.
  ☆70Updated 2 years ago
• AlfredCYL / gplearn_cross_factor
  Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …
  ☆35Updated last year
• jeremy-feng / AlphaNet
  Stock factor mining with CNN and GRU.
  ☆71Updated 3 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。
  ☆142Updated 2 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 …
  ☆69Updated 3 years ago
• ChannelCMT / OFO
  Python Data Analysis and Financial Calculation
  ☆67Updated 6 years ago
• Congyuwang / AlphaNetV3
  Recurrent Neural Network for predicting Stock Returns
  ☆123Updated 4 years ago
• WIFAQuant / HS300
  沪深300指数纯因子组合构建
  ☆54Updated 6 years ago
• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆23Updated 4 years ago
• coamo2 / Barra
  Barra Multifactor Model
  ☆160Updated 5 years ago
• wukan1986 / expr_codegen
  codegen from expression to others, such as polars, pandas
  ☆146Updated this week
• UePG-21 / gpquant
  Mining technical factors based on symbolic regression via genetic algorithm
  ☆215Updated 2 years ago
• hansihuang2016 / Barra-Multiple-factor-risk-model
  Barra-Multiple-factor-risk-model
  ☆148Updated 8 years ago
• Jensenberg / volatility-and-option
  计算波动率的六种方法，计算隐含波动率，凤凰期权的定价，编制基于50ETF期权的VIX指数
  ☆125Updated 5 years ago
• jiangtiantu / factorhub
  ☆213Updated 5 years ago
• wukan1986 / AlphaInspect
  factor performance visualization
  ☆48Updated 3 months ago
• yudai-il / High-Frequency
  High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)
  ☆115Updated last year
• wpwpwpwpwpwpwpwpwp / Alpha-101-GTJA-191
  ☆117Updated 6 years ago
• hugo2046 / streamlit_alphalens
  基于streamlit的因子分析app
  ☆90Updated 9 months 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。
  ☆21Updated last year
• changshun / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆72Updated 8 years ago
• YTZzzzz / Barra_CNE5
  Provide risk forecasts by Barra China Equity Model
  ☆174Updated 7 years ago