An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implement APT model, BARRA's risk model and dynamic multi-factor model in this project.
☆393Aug 7, 2018Updated 7 years ago
Alternatives and similar repositories for AlphaTrading
Users that are interested in AlphaTrading are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Barra-Multiple-factor-risk-model☆152Apr 7, 2017Updated 9 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆133Dec 31, 2018Updated 7 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆13May 30, 2021Updated 4 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆81Aug 21, 2018Updated 7 years ago
- Provide risk forecasts by Barra China Equity Model☆176Aug 21, 2018Updated 7 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- This project explores the way to construct the multiple factor risk model to calculate the risk contribution of each factor and the total…☆73Feb 15, 2018Updated 8 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆124Jan 15, 2020Updated 6 years ago
- A fundamental equity risk model that decomposes the risk of a portfolio by factors and individual securities☆46Apr 16, 2018Updated 8 years ago
- quantitative security portfolio analysis. The analysis pipeline including data storage abstraction, alpha calculation, ML based alpha com…☆239Sep 2, 2022Updated 3 years ago
- Barra CNE6 因子构建☆358Jan 20, 2020Updated 6 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆36Jan 30, 2024Updated 2 years ago
- Barra Multifactor Model☆163Mar 18, 2020Updated 6 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆75Dec 20, 2017Updated 8 years ago
- A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM☆121Apr 5, 2019Updated 7 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- 多因子指数增强策略/多因子全流程实现☆396Mar 6, 2024Updated 2 years ago
- Performance analysis of predictive (alpha) stock factors☆4,235Feb 12, 2024Updated 2 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Dec 12, 2021Updated 4 years ago
- ☆11Dec 18, 2015Updated 10 years ago
- Quantitative analysis, strategies and backtests☆2,897Aug 26, 2023Updated 2 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…☆78Dec 11, 2020Updated 5 years ago
- Risk estimation algorithms☆30Aug 4, 2018Updated 7 years ago
- AI based alpha research for trading☆51Jun 22, 2022Updated 3 years ago
- GPU-accelerated Factors analysis library and Backtester☆793Apr 15, 2025Updated last year
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- 因子构建、单因子测试☆73Apr 4, 2021Updated 5 years ago
- Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Ti…☆2,266Aug 27, 2022Updated 3 years ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆73Oct 11, 2022Updated 3 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆94Feb 9, 2021Updated 5 years ago
- ☆223Jul 31, 2020Updated 5 years ago
- Implemented some mathematical processings used in the Barra risk model☆40Apr 11, 2023Updated 3 years ago
- ☆13Aug 24, 2016Updated 9 years ago
- Deep Reinforcement Learning Framework for Factor Investing☆30Mar 25, 2023Updated 3 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆272Dec 8, 2022Updated 3 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- experiments with pair trading☆340Dec 10, 2024Updated last year
- Portfolio optimization and back-testing.☆1,195Updated this week
- Collection of algorithms for online portfolio selection☆855Updated this week
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆1,073Aug 13, 2023Updated 2 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆33Jun 15, 2021Updated 4 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆13Jul 19, 2018Updated 7 years ago
- 一些研报的复现☆13Sep 11, 2018Updated 7 years ago