Alternatives and similar repositories for Industries-Momentum:

Users that are interested in Industries-Momentum are comparing it to the libraries listed below

• STHSF / MultiFactors
  基于机器学习的多因子研究框架
  ☆14Updated 4 years ago
• Neural-Finance / XGboost_Index-Enhancement-Strategy
  【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …
  ☆15Updated 2 years ago
• creacentblue / industry_rotation
  一些研报的复现
  ☆12Updated 6 years ago
• Dengyi-CN / Quantitative_FOF_Multi_Factors_Framework
  量化FOF框架
  ☆13Updated 6 years ago
• ppoak / quool
  Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…
  ☆13Updated this week
• DracoMori / stock-select
  多因子打分选股
  ☆13Updated 3 years ago
• eiahb3838ya / AlphaSignalFromMachineLearning
  ☆15Updated 3 years ago
• tryggviy / barra_model
  This is an internship project aiming to make Attribution Analysis for general equity funds in China market
  ☆14Updated 6 years ago
• ppoak / BearAlpha
  Quant finance Portal based on project BearAlpha. This project contains strategy back test framework with backtrader, database construct w…
  ☆16Updated 2 years ago
• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆21Updated 3 years ago
• xiaotfeng / SecuritySelect
  多因子选股框架
  ☆20Updated 4 years ago
• ZhiwenZuo / Multi-factor-stock-selection-model
  A multi-factor stock selection model based on random forest with an average annualized yield of 33.74% from March 2014 to June 2017 when …
  ☆15Updated 6 years ago
• yuba316 / FactorBackTest
  my first factor-stock-selecting backtest function
  ☆21Updated 4 years ago
• JennyCCDD / Empirical_asset_pricing_via_boosting
  Stock risk premium prediction via FM/ EXT/ GBDT/ XGB/LBGM. Mengxuan Chen's graduation thesis at WHU.
  ☆14Updated 5 years ago
• haosongQuant / OrderBook-Tick-Data-Trading
  verify OrderBook Tick Data Trading Strategy on futures.
  ☆15Updated 6 years ago
• taehokimmm / MFSS-XGBoost
  Multi Factor Stock Selection Model with XGBoost Tree Boosting
  ☆8Updated last year
• Zhehao97 / RiskParityFactorModel
  Risk Parity and Factors Model on multi asseet management
  ☆21Updated 3 years ago
• wuboyuan / multi-factor-model
  量化研究-多因子模型
  ☆19Updated last year
• xixi0222 / Find-Alpha-Volatility-Factor
  Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.
  ☆12Updated 3 years ago
• han14466 / gplearn_stock_dataframe
  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。
  ☆18Updated last year
• chenhq / Data-Mining-on-BTC-Trading-Statistics
  Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…
  ☆20Updated 6 years ago
• lc-sysbs / High-Frequency-Trading
  基于聚宽平台，探索分钟级的高频交易
  ☆34Updated 4 years ago
• xic18 / High-frequency-prediction-of-stock-returns
  High frequency prediction of Chinese stock returns. Orderbook data generation. High frequency factors construction.
  ☆14Updated 2 years ago
• Gabrielvon / QuantWork
  ☆12Updated 3 years ago
• Msfund / CTA_factor_backtrade
  ☆15Updated 6 years ago
• lc-sysbs / alpha101-new
  基于华泰研报对原alpha101代码进行简化和拓展
  ☆43Updated 5 years ago
• yuba316 / Pair_Trading_with_Box_Tiao_Decomposition
  Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading
  ☆12Updated 2 years ago
• 08zhangyi / DerivativesWithQuantLib
  衍生品定价、对冲回测与主观交易工具
  ☆15Updated 3 years ago
• coremetro / Risk_Parity
  Risk_Parity strategy 风险平价
  ☆23Updated 4 years ago
• eiahb3838ya / PHBS_ML_for_quant_project
  ☆20Updated 4 years ago