lc-sysbs / Industries-MomentumView external linksLinks
基于论文《Do Industries Explain Momentum》对行业动量策略在A股市场的有效性进行探究
☆11Jul 19, 2019Updated 6 years ago
Alternatives and similar repositories for Industries-Momentum
Users that are interested in Industries-Momentum are comparing it to the libraries listed below
Sorting:
- 基于华泰研报对原alpha101代码进行简化和拓展☆47Jan 10, 2020Updated 6 years ago
- Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…☆14Feb 6, 2026Updated last week
- 量化FOF框架☆13Mar 8, 2019Updated 6 years ago
- 【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …☆17Dec 17, 2022Updated 3 years ago
- 基于聚宽平台,探索分钟级的高频交易☆35Jun 18, 2020Updated 5 years ago
- my first factor-stock-selecting backtest function☆22Aug 15, 2020Updated 5 years ago
- Risk_Parity strategy 风险平价☆32May 1, 2020Updated 5 years ago
- Explore TESLA stock price (time-series) using ARIMA & GARCH model.☆20Oct 20, 2021Updated 4 years ago
- 多因子模型相关☆23Jun 16, 2021Updated 4 years ago
- 【Framework】Let the neural network 'freely' learn the relationship between different stocks. An intuitive example in quantitative finance,…☆25Dec 24, 2021Updated 4 years ago
- 使用MATLAB开发的量化回测系统☆11Oct 21, 2018Updated 7 years ago
- 因子构建、单因子测试☆72Apr 4, 2021Updated 4 years ago
- 缠论量化,自动分型、严格笔、同级别分解、线段、中枢☆33Oct 28, 2020Updated 5 years ago
- A project to implement a time series momentum strategy and backtest it.☆33Dec 8, 2022Updated 3 years ago
- --DEPRECATED--. Use other top level repository under IntellectualHeaven.☆42Jan 30, 2015Updated 11 years ago
- ☆10Sep 10, 2025Updated 5 months ago
- Conditional Autoregressive Value-at-Risk: all flavors of CAViaR.☆10Jan 15, 2018Updated 8 years ago
- 大类资产配置☆11Jun 3, 2021Updated 4 years ago
- 101 alpha factors calculate based on Alpha101☆167Jun 24, 2019Updated 6 years ago
- 基金估值表,深度分析☆36Nov 18, 2020Updated 5 years ago
- Advanced trend detection and labelling for time series with Python☆21Oct 21, 2025Updated 3 months ago
- Alpha mining with DEAP-based genetic programming.☆11Jul 7, 2023Updated 2 years ago
- select stock automatically, trade manually☆12Jul 26, 2020Updated 5 years ago
- Deep Q learning algorithm for cryptocurrency trade deployed with Tensorflow (keras) in python☆11Feb 22, 2025Updated 11 months ago
- Implementation of panel data regression (first differences, fixed effects) in python (numpy, pandas)☆12May 12, 2016Updated 9 years ago
- Discovering Differential Equations with Physics-Informed Neural Networks and Symbolic Regression☆11Jul 28, 2023Updated 2 years ago
- 基于万矿平台,对alpha101因子进行测试并构造多因子策略☆94Jul 19, 2019Updated 6 years ago
- 回測台指期日內當沖交易,若在開盤後在不同點位進場,持有至收盤出場,統計此交易策略的報酬。☆10Feb 8, 2025Updated last year
- Use hidden Markov models to label regimes on S&P 500 data, train three classifiers (naive Bayes, logistic regression, and support vector …☆14Feb 28, 2023Updated 2 years ago
- Windows Server 2K3 NT 5☆12Apr 17, 2021Updated 4 years ago
- The quantitative investing strategies called 'TIPP' and 'CPPI'☆11Nov 8, 2020Updated 5 years ago
- Some calculations using the the AdS/CFT duality.☆11Jan 24, 2023Updated 3 years ago
- Occlum's fork of Intel SGX SDK for Linux☆13Jul 31, 2024Updated last year
- x64dbg plugin to log executions☆16Aug 28, 2023Updated 2 years ago
- In the high-frequency era of trading, orders of stocks can be executed under a millsecond. The information about the thousands of orders …☆10Mar 30, 2016Updated 9 years ago
- High Frequency Trading Strategy☆12Dec 20, 2018Updated 7 years ago
- Heuristics for cardinality constrained portfolio optimisation☆12Nov 3, 2018Updated 7 years ago
- This is the code repository for 7FNCE025W High Frequency Trading.☆10Apr 12, 2023Updated 2 years ago
- ☆14Feb 25, 2020Updated 5 years ago