laox1ao / Alpha101-WorldQuantLinks
python implement for WorldQuant-Alpha101
☆57Updated 7 years ago
Alternatives and similar repositories for Alpha101-WorldQuant
Users that are interested in Alpha101-WorldQuant are comparing it to the libraries listed below
Sorting:
- Literature survey of order execution strategies implemented in python☆44Updated 5 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…☆67Updated 4 years ago
- 基于万矿平台,对alpha101因子进行测试并构造多因子策略☆92Updated 6 years ago
- Barra-Multiple-factor-risk-model☆143Updated 8 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆64Updated 4 years ago
- 改进gplearn,主要使用在股票公式挖掘☆97Updated 5 years ago
- Provide risk forecasts by Barra China Equity Model☆167Updated 7 years ago
- I will upload and update my quant strategies here☆60Updated 6 years ago
- This repository hosts my reading notes for academic papers.☆88Updated 4 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆65Updated 7 years ago
- World Quant 101 alphas的计算和策略化☆290Updated 8 years ago
- Recurrent Neural Network for predicting Stock Returns☆123Updated 4 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆133Updated 6 years ago
- Constrained and Unconstrained Risk Budgeting / Risk Parity Allocation in Python☆127Updated 2 years ago
- ☆203Updated 2 years ago
- ☆110Updated 5 years ago
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆93Updated 4 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆81Updated last year
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆234Updated 3 years ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆124Updated 5 years ago
- ☆146Updated 4 months ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆122Updated 5 years ago
- Probability of Backtest Overfitting in Python☆126Updated 2 years ago
- Gerber robust statistics for portfolio optimization☆59Updated 2 years ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆109Updated last year
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆61Updated 2 years ago
- alpha101 的 quantaxis 适配版本☆48Updated 4 years ago
- Quant Studio Document☆23Updated 4 years ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆86Updated 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 …☆65Updated 2 years ago