jeremy-feng / AlphaNetLinks
Stock factor mining with CNN and GRU.
☆62Updated 2 years ago
Alternatives and similar repositories for AlphaNet
Users that are interested in AlphaNet are comparing it to the libraries listed below
Sorting:
- High frequency factors based on order and trade data.☆53Updated last year
- An end-to-end stock factors mining neural network framework.☆41Updated 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。☆127Updated 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
- 基于基因表达式规划算法的因子挖掘☆30Updated 3 years ago
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆33Updated 10 months ago
- 因子回测框架☆115Updated 2 years ago
- Mining technical factors based on symbolic regression via genetic algorithm☆185Updated 2 years ago
- 通过遗传算法、强化学习来自动选择高频因子☆23Updated 2 years ago
- Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors☆242Updated 10 months ago
- ☆108Updated 5 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…☆65Updated 4 years ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆80Updated 2 months ago
- 分享量化投资相关的论文,代码和代码复现。☆81Updated 2 years ago
- 复现华泰证券《强化学习初探与DQN择时》研报中的DQN模型与效果☆34Updated 2 years ago
- 改进gplearn,主要使用在股票公式挖掘☆97Updated 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 5 years ago
- Recurrent Neural Network for predicting Stock Returns☆121Updated 3 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆45Updated 5 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆64Updated 7 years ago
- 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
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆64Updated 4 years ago
- alpha投研示例☆76Updated last week
- 沪深300指数增强模型☆84Updated 5 years ago
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆60Updated 11 months ago
- stock☆89Updated 3 years ago
- Backtrader量化策略研报复现☆30Updated 3 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☆29Updated 2 years ago
- 众人的因子回测框架 stock factor test☆28Updated this week
- Barra Multifactor Model☆143Updated 5 years ago