Alternatives and similar repositories for fire

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

• jeremy-feng / high-frequency-factors
  High frequency factors based on order and trade data.
  ☆70Updated 2 years ago
• Scorpi000 / QuantStudio
  ☆150Updated this week
• zhanghaitao1 / awesome-quant-papers
  This repository hosts my reading notes for academic papers.
  ☆97Updated 4 years ago
• wpwpwpwpwpwpwpwpwp / Alpha-101-GTJA-191
  ☆117Updated 6 years ago
• coamo2 / Barra
  Barra Multifactor Model
  ☆160Updated 5 years ago
• RichardS0268 / CNN-for-Trading
  Reimplementation of Paper: (Re-)Imag(in)ing Price Trends
  ☆69Updated 4 months ago
• WHUFT / ML-Quantamental
  Machine Learning-Driven Quantamental Investing
  ☆141Updated 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。
  ☆142Updated 2 years ago
• UePG-21 / gpquant
  Mining technical factors based on symbolic regression via genetic algorithm
  ☆215Updated 2 years ago
• dkl0707 / factor_backtest
  因子回测框架
  ☆141Updated 2 years ago
• 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
• 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
• Jensenberg / multi-factor
  因子构建、单因子测试
  ☆72Updated 4 years ago
• fangshi1991 / gplearn_stock
  改进gplearn,主要使用在股票公式挖掘
  ☆99Updated 5 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
• nutquant / QuantCode
  分享量化投资相关的论文，代码和代码复现。
  ☆87Updated 2 years ago
• Jincheng-Gong / convertible_bond_pricing
  convertible bond pricing project based on Monte Carlo simulation
  ☆17Updated 2 years ago
• 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
• ShiliangZhang-nku / Barra_CNE6
  Barra CNE6 因子构建
  ☆347Updated 6 years ago
• QuantNi / Quant-Report
  ☆193Updated 2 years ago
• RichardS0268 / Autoencoder-Asset-Pricing-Models
  Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)
  ☆139Updated 5 months ago
• 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
• YuminQuant / YuminQuant
  Backtest Framework designed by YuminQuant&Yumin.
  ☆19Updated last year
• omartinsky / FamaFrench
  Implementation of 5-factor Fama French Model
  ☆137Updated 4 years ago
• htdai / Campisi-Fixed-Income-Performance-Attribution-Model
  Campisi纯债型基金业绩归因模型程序，适用于中国市场，需要有Wind的API接口权限
  ☆43Updated 2 years ago
• wukan1986 / AlphaInspect
  factor performance visualization
  ☆48Updated 3 months ago
• hkgsas / LOB
  Benchmark Dataset of Limit Order Book in China Markets
  ☆214Updated 4 years ago
• wukan1986 / alpha_examples
  alpha投研示例
  ☆90Updated 4 months ago
• jeremy-feng / AlphaNet
  Stock factor mining with CNN and GRU.
  ☆71Updated 3 years ago
• whyecofiliter / EAP
  empirical asset pricing
  ☆49Updated 2 years ago