jcchao / deeplearning-for-quantLinks
本项目为深度学习在多因子量化选股中的一种实践
☆109Updated 6 years ago
Alternatives and similar repositories for deeplearning-for-quant
Users that are interested in deeplearning-for-quant are comparing it to the libraries listed below
Sorting:
- 基于机器学习方法构建多因子选股模型:RandomForest, GBDT, Adaboots, xgboost,MLP, Linear Model, LSTM☆219Updated 5 years ago
- 因子回测框架☆133Updated 2 years ago
- 量化开发 多因子选股模型☆138Updated 6 years ago
- 因子构建、单因子测试☆72Updated 4 years ago
- 多因子指数增强策略/多因子全流程实现☆349Updated last year
- ☆179Updated 2 years ago
- BackTrader多因子回测框架 (Multi-factors backtesting framework for BackTrader)☆121Updated 3 years ago
- 量化投资☆236Updated 6 years ago
- Barra CNE6 因子构建☆317Updated 5 years ago
- 使用Python复现Black-Litterman模型。Black-Litterman模型创造性地采用贝叶斯方法将投资者对预期收益的主观看法与资产的市场均衡收益相结合,有效地解决了Markowitz均值-方差模型中投资者难以准确估计各个投资品种预期收益率、以及其权重对预期收…☆152Updated 5 years ago
- 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
- 我的多因子模型、量化投资沙盒☆178Updated 2 years ago
- 根据20170925-华泰期货-CTA量化策略因子系列(二):动量因子研报进行复现☆30Updated 2 years ago
- 华泰金工研究报告☆205Updated 2 years ago
- Barra Multifactor Model☆147Updated 5 years ago
- ☆199Updated 5 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☆50Updated 3 years ago
- 分享 量化投资相关的论文,代码和代码复现。☆83Updated 2 years ago
- 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。☆134Updated last year
- 沪深300指数增强模型☆86Updated 6 years ago
- Provide risk forecasts by Barra China Equity Model☆167Updated 7 years ago
- ☆60Updated 2 years ago
- ☆187Updated last year
- alpha101, alpha191, alphalens, backtrader, 量化研究☆41Updated 2 years ago
- 中国人民大学财政金融学院“金融计量与量化策略分析”课程与“量化投资交易策略分析与系统设计”课程。☆244Updated last year
- 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
- 获取经典的量化多因子模型数据☆88Updated 3 years ago
- 多因子策略回测框架☆33Updated 5 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆65Updated 7 years ago
- 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☆42Updated 2 years ago