This repo is the companion opensource toolkit for the book 'Navigate the Factor Zoo: The Science of Quantitative Investing.'
☆122Sep 2, 2025Updated 11 months ago
Alternatives and similar repositories for fire
Users that are interested in fire are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Keep up-to-date with the latest academic macroeconomics/finance research.☆17Dec 22, 2022Updated 3 years ago
- High performance hybrid Monte Carlo simulation☆10Aug 23, 2026Updated last week
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆36Aug 26, 2024Updated 2 years ago
- Barra CNE6 因子构建☆380Jan 20, 2020Updated 6 years ago
- Build TA-Lib Python wheels using GitHub Actions☆43Aug 16, 2025Updated last year
- End-to-end encrypted cloud storage - Proton Drive • AdSpecial offer: 40% Off Yearly / 80% Off First Month. Protect your most important files, photos, and documents from prying eyes.
- ☆51May 8, 2026Updated 3 months ago
- ☆157Updated this week
- Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"☆1,036Oct 22, 2025Updated 10 months ago
- ☆20Updated this week
- Barra Multifactor Model☆168Mar 18, 2020Updated 6 years ago
- Website dedicated to a book on machine learning for factor investing☆255Jul 17, 2023Updated 3 years ago
- alpha投研示例☆96Feb 5, 2026Updated 6 months ago
- Illustration of the decorrelation method to perform backtesting on correlated data.☆20Nov 17, 2024Updated last year
- 沪深300指数增强模型☆91Sep 3, 2019Updated 6 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Scalable implementation of Lee / Mykland (2012), Ait-Sahalia / Jacod (2012) and Ait-Sahalia / Jacod / Li (2012) Jump tests for noisy hig…☆13Jan 21, 2022Updated 4 years ago
- Quantlib是一个个人维护、使用的量化模块，主要用于金融数据的获取、清洗、变换和分析等功能。☆23May 8, 2018Updated 8 years ago
- Delta hedging under SABR model☆50May 14, 2024Updated 2 years ago
- 加密货币资金费率套利策略实现☆15Jan 18, 2025Updated last year
- 多因子模型相关☆23Jun 16, 2021Updated 5 years ago
- ☆12Jul 19, 2020Updated 6 years ago
- 因子回测框架☆146Jul 9, 2023Updated 3 years ago
- ☆15Jul 9, 2018Updated 8 years ago
- A lib use polars to archive high-performance quant☆15Jul 15, 2026Updated last month
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆69Sep 19, 2025Updated 11 months ago
- Algorithmic Trading Using Deep Reinforcement Learning algorithms (PPO and DQN)☆21Feb 13, 2026Updated 6 months ago
- ☆16Sep 5, 2020Updated 5 years ago
- Alpha,deap,数字货币☆14Dec 9, 2020Updated 5 years ago
- [Likelihood Lab Project 2024] Official Repository for The Technical Report, Label Unbalance in High-frequency Trading☆29Mar 20, 2025Updated last year
- MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)☆50Jan 26, 2023Updated 3 years ago
- 分享量化投资相关的论文，代码和代码复现。☆92Apr 14, 2023Updated 3 years ago
- 基于QFactor模型的A股实证研究☆20Sep 4, 2019Updated 6 years ago
- Official implementation of the algorithmic approach presented in the research paper entitled "Risk-Sensitive Policy with Distributional R…☆16Dec 19, 2022Updated 3 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- ☆47Jun 20, 2026Updated 2 months ago
- ☆19Jun 24, 2019Updated 7 years ago
- A股订单簿工具，使用逐笔行情进行订单簿重建、千档快照发布、各档委托队列展示等，包括python模型和FPGA HLS实现。☆402Jan 15, 2024Updated 2 years ago
- Imputing missing stock anomalies data with EM implementation☆15Feb 19, 2024Updated 2 years ago
- stock☆100Aug 4, 2021Updated 5 years ago
- Python code for Robust Identification of Investor Beliefs☆15Jan 6, 2021Updated 5 years ago
- EDGAR filings downloader and analyzer☆19Feb 6, 2024Updated 2 years ago