jiangtiantu / FactorMining

Related projects ⓘ

Alternatives and complementary repositories for FactorMining

• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆21Updated 3 years ago
• AutoAlpha2022 / AutoAlpha
  通过遗传算法、强化学习来自动选择高频因子
  ☆23Updated last year
• Scorpi000 / QSDoc
  Quant Studio Document
  ☆22Updated 3 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
  ☆26Updated 2 years ago
• DulyHao / AlphaForge
  A new formulaic alpha mining framework for quantitative investment
  ☆78Updated 2 months ago
• jeremy-feng / high-frequency-factors
  High frequency factors based on order and trade data.
  ☆32Updated 10 months ago
• AlfredCYL / gplearn_cross_factor
  Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …
  ☆28Updated 2 months ago
• jeremy-feng / AlphaNet
  Stock factor mining with CNN and GRU.
  ☆40Updated last year
• creacentblue / industry_rotation
  一些研报的复现
  ☆11Updated 6 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。
  ☆15Updated 7 months ago
• chen-001 / pure_ocean_breeze
  众人的因子回测框架 stock factor test
  ☆24Updated 3 weeks 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 …
  ☆52Updated 2 years ago
• xiaotfeng / SecuritySelect
  多因子选股框架
  ☆21Updated 3 years ago
• Morgansy / Genetic-Alpha
  A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy
  ☆55Updated 3 years ago
• wukan1986 / AlphaInspect
  factor performance visualization
  ☆22Updated 5 months ago
• lc-sysbs / alpha101-new
  基于华泰研报对原alpha101代码进行简化和拓展
  ☆41Updated 4 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 …
  ☆15Updated last year
• dkl0707 / SnowballPricing
  雪球结构产品定价
  ☆22Updated last year
• yudai-il / High-Frequency
  High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)
  ☆85Updated 5 months 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…
  ☆55Updated 3 years ago
• Andrew-Lloy / Optimal-HFT-Guilbaud-Pham
  Implementation in Python of the market making algorithm described in "Optimal high frequency trading with limit and market orders" by Gui…
  ☆12Updated 11 months ago
• NikoLee18 / silly_HOHMM
  A Higher-order HMM with EM algo.
  ☆15Updated 2 years ago
• wuboyuan / multi-factor-model
  量化研究-多因子模型
  ☆17Updated last year
• fangshi1991 / gplearn_stock
  改进gplearn,主要使用在股票公式挖掘
  ☆90Updated 4 years ago
• changshun / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆63Updated 6 years ago
• RichardS0268 / CNN-for-Trading
  Reimplementation of Paper: (Re-)Imag(in)ing Price Trends
  ☆42Updated 3 months ago
• yuba316 / FactorBackTest
  my first factor-stock-selecting backtest function
  ☆18Updated 4 years ago
• MingjieWang0606 / MTMD-Public
  The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…
  ☆28Updated 9 months ago
• ryanluoli1 / AlphaNet
  An end-to-end stock factors mining neural network framework.
  ☆21Updated last year
• YuminQuant / YuminQuant
  Backtest Framework designed by YuminQuant&Yumin.
  ☆11Updated 2 months ago