laox1ao / Alpha101-WorldQuantLinks
python implement for WorldQuant-Alpha101
☆60Updated 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:
- 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…☆76Updated 5 years ago
- I will upload and update my quant strategies here☆62Updated 7 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆67Updated 5 years ago
- High Frequency Trading☆110Updated 7 years ago
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆97Updated 5 years ago
- 改进gplearn,主要使用在股票公式挖掘☆99Updated 5 years ago
- 基于万矿平台,对alpha101因子进行测试并构造多因子策略☆94Updated 6 years ago
- ☆123Updated 8 years ago
- Literature survey of order execution strategies implemented in python☆44Updated 5 years ago
- alpha101 的 quantaxis 适配版本☆50Updated 4 years ago
- Recurrent Neural Network for predicting Stock Returns☆123Updated 4 years ago
- ☆117Updated 6 years ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆69Updated 3 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆47Updated 6 years ago
- Provide risk forecasts by Barra China Equity Model☆173Updated 7 years ago
- The book <Advanced Algorithmic Trading> and its source code☆61Updated 8 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆72Updated 8 years ago
- Barra-Multiple-factor-risk-model☆148Updated 8 years ago
- 沪深300指数增强模型☆89Updated 6 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆135Updated 7 years ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆90Updated 4 years ago
- ☆209Updated 2 years ago
- stock☆96Updated 4 years ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆115Updated last year
- Probability of Backtest Overfitting in Python☆129Updated 2 years ago
- Backtest result archive for Momentum Trading Strategies☆67Updated 6 years ago
- my first factor-stock-selecting backtest function☆22Updated 5 years ago
- World Quant 101 alphas的计算和策略化☆320Updated 8 years ago
- 非平衡订单流高频交易模型☆113Updated 7 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆97Updated 2 years ago