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.
  ☆56Updated last year
• 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
  ☆61Updated last year
• 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。
  ☆127Updated last year
• UePG-21 / gpquant
  Mining technical factors based on symbolic regression via genetic algorithm
  ☆186Updated 2 years ago
• dkl0707 / factor_backtest
  因子回测框架
  ☆115Updated 2 years ago
• coamo2 / Barra
  Barra Multifactor Model
  ☆143Updated 5 years ago
• QuantNi / Quant-Report
  ☆165Updated last year
• changshun / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆64Updated 7 years ago
• Scorpi000 / QuantStudio
  ☆145Updated 2 months ago
• WHUFT / ML-Quantamental
  Machine Learning-Driven Quantamental Investing
  ☆132Updated 5 years ago
• nutquant / QuantCode
  分享量化投资相关的论文，代码和代码复现。
  ☆82Updated 2 years ago
• ShiliangZhang-nku / Barra_CNE6
  Barra CNE6 因子构建
  ☆303Updated 5 years ago
• dayzorro / GPLearnFinance3D
  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。
  ☆145Updated 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
  ☆92Updated 6 years ago
• AlfredCYL / gplearn_cross_factor
  Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …
  ☆33Updated 10 months ago
• jeremy-feng / AlphaNet
  Stock factor mining with CNN and GRU.
  ☆63Updated 2 years ago
• yudai-il / High-Frequency
  High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)
  ☆106Updated last year
• wukan1986 / AlphaInspect
  factor performance visualization
  ☆37Updated 2 weeks ago
• YTZzzzz / Barra_CNE5
  Provide risk forecasts by Barra China Equity Model
  ☆166Updated 6 years ago
• Jincheng-Gong / convertible_bond_pricing
  convertible bond pricing project based on Monte Carlo simulation
  ☆13Updated 2 years ago
• hkgsas / LOB
  Benchmark Dataset of Limit Order Book in China Markets
  ☆208Updated 4 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 …
  ☆62Updated 2 years ago
• hansihuang2016 / Barra-Multiple-factor-risk-model
  Barra-Multiple-factor-risk-model
  ☆141Updated 8 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…
  ☆65Updated 4 years ago
• whyecofiliter / EAP
  empirical asset pricing
  ☆45Updated last year
• wukan1986 / expr_codegen
  codegen from expression to others, such as polars, pandas
  ☆129Updated last week
• Tingqin-D / basic_codes_for_quant
  ☆60Updated last year
• fangshi1991 / gplearn_stock
  改进gplearn,主要使用在股票公式挖掘
  ☆97Updated 5 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
  ☆41Updated last year
• xueyongtu / ML-AC
  ☆28Updated last year