jiangtiantu / FactorMiningLinks
基于基因表达式规划算法的因子挖掘
☆34Updated 4 years ago
Alternatives and similar repositories for FactorMining
Users that are interested in FactorMining are comparing it to the libraries listed below
Sorting:
- High frequency factors based on order and trade data.☆68Updated 2 years ago
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆35Updated last year
- 通过遗传算法、强化学习来自动选择高频因子☆24Updated 2 years ago
- Backtest Framework designed by YuminQuant&Yumin.☆19Updated last year
- 多因子模型相关☆23Updated 4 years ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆67Updated 3 years ago
- 多因子选股框架☆27Updated 5 years ago
- 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。☆21Updated last year
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆66Updated 4 years ago
- 改进gplearn,主要使用在股票公式挖掘☆98Updated 5 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆47Updated 5 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☆37Updated 3 years ago
- High frequency prediction of Chinese stock returns. Orderbook data generation. High frequency factors construction.☆18Updated 2 years ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆113Updated last year
- 众人的因子回测框架 stock factor test☆31Updated 2 weeks ago
- The source code for the paper☆25Updated 2 years ago
- Stock factor mining with CNN and GRU.☆70Updated 2 years ago
- 雪球结构产品定价☆29Updated 2 years ago
- 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☆64Updated last year
- my first factor-stock-selecting backtest function☆23Updated 5 years ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆96Updated 7 months ago
- 一些研报的复现☆12Updated 7 years ago
- Quant Studio Document☆24Updated 4 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆36Updated 6 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆69Updated 8 years ago
- alpha投研示例☆88Updated 3 months 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…☆72Updated 5 years ago
- factor performance visualization☆45Updated last month
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆68Updated 3 months ago
- Accepted at AAAI 25 Workshop Long Research Paper☆24Updated 6 months ago