huber-yaoer / BTC_LSTM
比特币基于LSTM的多因子交易策略
☆9Updated 6 years ago
Related projects ⓘ
Alternatives and complementary repositories for BTC_LSTM
- 基于聚宽平台,探索分钟级的高频交易☆29Updated 4 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…☆55Updated 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☆40Updated 2 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆41Updated 4 years ago
- CTA_Strategies☆39Updated 7 years ago
- 多因子选股(股票) ,基于Fama三因子构成的多因子策略☆74Updated 6 years ago
- 基于streamlit的因子分析app☆50Updated 8 months ago
- 量化投资单因子分析☆20Updated 5 years ago
- BackTrader多因子回测框架 (Multi-factors backtesting framework for BackTrader)☆91Updated 2 years ago
- [iewoai]量化投资学习,多因子、三因子、五因子、索罗斯投资策略☆53Updated 4 years ago
- 一些研报的复现☆11Updated 6 years ago
- 多因子模型相关☆21Updated 3 years ago
- 基于万矿平台,对alpha101因子进行测试并构造多因子策略☆82Updated 5 years ago
- 改进gplearn,主要使用在股票公式挖掘☆90Updated 4 years ago
- It is suitable for beginners☆44Updated 4 years ago
- stock☆80Updated 3 years ago
- factorset: 提供中国A股市场因子集合,包含各类常用及特异因子计算方法,持续更新中。提供轻量级因子计算框架,高可扩展。持续更新中。☆37Updated 6 years ago
- 重新造轮子构建投资组合框架,适合大类资产配置和股票交易。☆49Updated 6 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆63Updated 6 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。☆15Updated 7 months ago
- 多因子策略回测框架☆31Updated 5 years ago
- 多因子打分选股☆12Updated 2 years ago
- Backtrader量化策略研报复现☆25Updated 2 years ago
- This program focused on the core concepts and practice of quantitative investment (multi-factor combination analysis, technical analysis …☆42Updated 4 years ago
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆28Updated 2 months ago
- Python Data Analysis and Financial Calculation☆62Updated 5 years ago
- 计算上证50ETF期权隐含波动率并验证波动率微笑☆32Updated 5 years ago
- ☆15Updated 3 years ago
- ☆48Updated last year
- 金融量化数据库构建☆66Updated 8 months ago