本项目为深度学习在多因子量化选股中的一种实践
☆112Mar 19, 2019Updated 7 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. We may earn a commission when you buy through links labeled 'Ad' on this page.
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☆234Apr 9, 2020Updated 5 years ago
- 量化开发 多因子选股模型☆139Dec 2, 2018Updated 7 years ago
- 多因子模型相关☆23Jun 16, 2021Updated 4 years ago
- 基于机器学习的多因子研究框架☆14Jun 22, 2020Updated 5 years ago
- 多因子打分选股☆13Jan 12, 2022Updated 4 years ago
- 资产配置,BL模型和风险平价模型☆18Jan 16, 2018Updated 8 years ago
- High frequency prediction of Chinese stock returns. Orderbook data generation. High frequency factors construction.☆18Mar 10, 2023Updated 3 years ago
- 多因子选股量化交易策略, 基于中证500指数股票2017至2022年年分钟交易数据构建.☆41Jun 25, 2024Updated last year
- 多因子选股(股票) ,基于Fama三因子构成的多因子策略☆80Jan 31, 2018Updated 8 years ago
- ☆217Jul 31, 2020Updated 5 years ago
- a python module and user interface of a user-defined Barra risk model☆11Jul 1, 2019Updated 6 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12May 30, 2021Updated 4 years ago
- 多因子选股框架☆26Dec 9, 2020Updated 5 years ago
- 多因子指数增强策略/多因子全流程实现☆379Mar 6, 2024Updated 2 years ago
- Barra Multifactor Model☆162Mar 18, 2020Updated 6 years ago
- 因子构建、单因子测试☆72Apr 4, 2021Updated 4 years ago
- 沪深300指数纯因子组合构建☆54Apr 11, 2019Updated 6 years ago
- 基于掘金+万得+聚宽的多因子策略开发框架☆225Oct 26, 2022Updated 3 years ago
- BackTrader多因子回测框架 (Multi-factors backtesting framework for BackTrader)☆126Nov 30, 2021Updated 4 years ago
- This project deals with the use of machine learning to predict changes in stock values as well as we incorporating study on effect of dif…☆13Oct 18, 2017Updated 8 years ago
- Implemented the paper Kinlaw, W., Kritzman, M., & Turkington, D. (2019). Crowded trades: Implications for sector rotation and factor timi…☆22Mar 18, 2021Updated 5 years ago
- 量化FOF框架☆13Mar 8, 2019Updated 7 years ago
- ☆16Aug 22, 2017Updated 8 years ago
- jaqs-fxdayu:股票多因子策略研究和分析框架jaqs拓展包☆126May 8, 2019Updated 6 years ago
- 婚礼请柬微信小程序开发☆12Aug 8, 2018Updated 7 years ago
- 一个开源的量化交易项目。使用python(jupyter)☆10Dec 16, 2024Updated last year
- Trend Prediction for High Frequency Trading☆42Dec 8, 2022Updated 3 years ago
- 沪深300指数增强模型☆90Sep 3, 2019Updated 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。☆53Mar 24, 2018Updated 7 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Jul 19, 2018Updated 7 years ago
- alpha投研示例☆92Feb 5, 2026Updated last month
- 我的多因子模型、量化投资沙盒☆193Jun 20, 2023Updated 2 years ago
- my first factor-stock-selecting backtest function☆22Aug 15, 2020Updated 5 years ago
- CTA_Strategies☆48Jul 4, 2017Updated 8 years ago
- Notebooks and Code for ML based quant strategies☆11Aug 4, 2025Updated 7 months ago
- 中国版多因子模型的构建、检验与对比(原创;适合初学者;适合准备从stata转Python的科研人员)☆134Apr 11, 2022Updated 3 years ago
- Risk_Parity strategy 风险平价☆32May 1, 2020Updated 5 years ago
- ☆30Apr 27, 2017Updated 8 years ago
- ☆14May 16, 2022Updated 3 years ago