Alternatives and similar repositories for FactorMining

Users that are interested in FactorMining are comparing it to the libraries listed below

• jeremy-feng / high-frequency-factors
  High frequency factors based on order and trade data.
  ☆56Updated last year
• lc-sysbs / alpha101-new
  基于华泰研报对原alpha101代码进行简化和拓展
  ☆45Updated 5 years ago
• etccapital / MultiFactor
  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
• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆22Updated 4 years ago
• AutoAlpha2022 / AutoAlpha
  通过遗传算法、强化学习来自动选择高频因子
  ☆23Updated 2 years ago
• AlfredCYL / gplearn_cross_factor
  Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …
  ☆33Updated 11 months ago
• xiaotfeng / SecuritySelect
  多因子选股框架
  ☆24Updated 4 years ago
• Morgansy / Genetic-Alpha
  A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy
  ☆63Updated 4 years ago
• han14466 / gplearn_stock_dataframe
  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。
  ☆18Updated last year
• xic18 / High-frequency-prediction-of-stock-returns
  High frequency prediction of Chinese stock returns. Orderbook data generation. High frequency factors construction.
  ☆16Updated 2 years ago
• Neural-Finance / XGboost_Index-Enhancement-Strategy
  【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …
  ☆16Updated 2 years ago
• sqc-cser / HTSC_Stock_RL
  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
• changshun / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆65Updated 7 years ago
• dkl0707 / SnowballPricing
  雪球结构产品定价
  ☆29Updated last year
• jeremy-feng / AlphaNet
  Stock factor mining with CNN and GRU.
  ☆63Updated 2 years ago
• YuminQuant / YuminQuant
  Backtest Framework designed by YuminQuant&Yumin.
  ☆18Updated 11 months ago
• wukan1986 / alpha_examples
  alpha投研示例
  ☆78Updated 3 weeks ago
• yudai-il / High-Frequency
  High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)
  ☆108Updated last year
• creacentblue / industry_rotation
  一些研报的复现
  ☆13Updated 6 years ago
• chen-001 / pure_ocean_breeze
  众人的因子回测框架 stock factor test
  ☆28Updated 3 weeks ago
• fangshi1991 / gplearn_stock
  改进gplearn,主要使用在股票公式挖掘
  ☆97Updated 5 years ago
• RichardS0268 / CNN-for-Trading
  Reimplementation of Paper: (Re-)Imag(in)ing Price Trends
  ☆63Updated 11 months ago
• yuba316 / FactorBackTest
  my first factor-stock-selecting backtest function
  ☆21Updated 4 years ago
• rosie068 / BARRA_risk
  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…
  ☆66Updated 4 years ago
• szy1900 / autoAlpha
  The source code for the paper
  ☆21Updated 2 years ago
• huangzz119 / OptimalExecution_stochastic_control
  This is for the capstone project "Optimal Execution of a VWAP order".
  ☆34Updated 5 years ago
• ShiliangZhang-nku / HS300_index_enhance
  沪深300指数增强模型
  ☆85Updated 5 years ago
• kousik97 / Order-Execution-Strategy
  Literature survey of order execution strategies implemented in python
  ☆45Updated 5 years ago
• ACEACEjasonhuang / gplearnplus
  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
• ryanluoli1 / AlphaNet
  An end-to-end stock factors mining neural network framework.
  ☆41Updated 2 years ago