kouzhizhuo / Automate-Strategy-Finding-with-LLM-in-Quant-investmentLinks
☆34Updated last month
Alternatives and similar repositories for Automate-Strategy-Finding-with-LLM-in-Quant-investment
Users that are interested in Automate-Strategy-Finding-with-LLM-in-Quant-investment are comparing it to the libraries listed below
Sorting:
- ☆48Updated 5 months ago
- [ICLR 2025 workshop] Official implementation of "Integrating LLM-Generated Views into Mean-Variance Optimization Using the Black-Litterma…☆16Updated 2 months ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆80Updated 2 months ago
- ☆69Updated last year
- Blaze☆15Updated 4 years ago
- ☆32Updated 6 months ago
- Official Repository for The Technical Report, Label Unbalance in High-frequency Trading☆20Updated 3 months ago
- quantitative investment; genetic algorithm; data mining☆17Updated 10 months ago
- ☆102Updated 6 months ago
- ☆28Updated last year
- ☆30Updated last year
- ☆85Updated 7 months ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆47Updated last year
- Official implementation of PRUDEX-Compass☆47Updated 2 years ago
- High frequency trading algorithm for Bitmex☆23Updated 5 years ago
- ☆61Updated last year
- Official Implementation of SimStock : Representation Model for Stock Similarities☆81Updated last year
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆102Updated last year
- A deep reinforcement learning framework for generating formulaic alpha factors for quantitative investment, powered by GFlowNet, implemen…☆60Updated last month
- HedgeAgents: A Balanced-aware Multi-agent Financial Trading System☆14Updated last year
- This is for the capstone project "Optimal Execution of a VWAP order".☆34Updated 5 years ago
- FinTSB: A Comprehensive and Practical Benchmark for Financial Time Series Forecasting☆80Updated 2 weeks ago
- StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks☆114Updated last year
- LeonardoBerti00 / Data-Normalization-for-Bilinear-Structures-in-High-Frequency-Financial-Time-series-BiN-TABLPytorch implementation of BIN-TABL from Data Normalization for Bilinear Structures in HF Financial Time-series☆12Updated 11 months ago
- ☆122Updated 11 months ago
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆29Updated 4 months ago
- Portfolio Construction Utilizing Lead-Lag Relationship Discovery: Identify leaders and followers in financial markets to inform strategic…☆22Updated last year
- A Higher-order HMM with EM algo.☆16Updated 3 years ago
- Alpha Agent: A Multi-Agent Based Framework for Alpha Research in Quantitative Investment☆33Updated last week
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆14Updated 3 years ago