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. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- 基于华泰研报对原alpha101代码进行简化和拓展☆46Jan 10, 2020Updated 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
- A project to implement a time series momentum strategy and backtest it.☆33Dec 8, 2022Updated 3 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 month
- 量化FOF框架☆13Mar 8, 2019Updated 7 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click and start building anything your business needs.
- 基于聚宽平台，探索分钟级的高频交易☆35Jun 18, 2020Updated 5 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
- Exploratory data analysis to start digging in to those questions, with data on the plot, cast, crew, budget, and revenues of several thou…☆20Mar 1, 2019Updated 7 years ago
- This tool is to repack the recording generated by the MMWAVECAS-DSP-EVM board in cascade MIMO frames by merging the recording of all rada…☆14Oct 16, 2022Updated 3 years ago
- my first factor-stock-selecting backtest function☆22Aug 15, 2020Updated 5 years ago
- ☆11Oct 19, 2020Updated 5 years ago
- 多因子模型相关☆23Jun 16, 2021Updated 4 years ago
- SpringVue全栈学习配套代码·纯手搓·非全部☆14Jan 16, 2024Updated 2 years ago
- An algorithm for Heart beat rate detection☆15Dec 6, 2018Updated 7 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting with the flexibility to host WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Cloudways by DigitalOcean.
- A simple numpy-based genetic algorithm library for function parameter optimization.☆11Apr 7, 2016Updated 9 years ago
- Risk_Parity strategy 风险平价☆32May 1, 2020Updated 5 years ago
- Tensorflow implementations of ordinal regression☆12Jun 11, 2018Updated 7 years ago
- 【Framework】This is a captcha recognition algorithm tailored for 4 length digit recognition. Written in CNN, Tensorflow 1.3-1.7.☆11Feb 15, 2022Updated 4 years ago
- 101 alpha factors calculate based on Alpha101☆174Jun 24, 2019Updated 6 years ago
- ☆20Feb 6, 2021Updated 5 years ago
- Modifying the Shiller CAPE Ratio to adjust for changing economic conditions.☆15Nov 5, 2022Updated 3 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
- BLINKER: Automated blink detector for EEG☆25Aug 28, 2023Updated 2 years ago
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- ☆13Jul 19, 2018Updated 7 years ago
- Explore TESLA stock price (time-series) using ARIMA & GARCH model.☆20Oct 20, 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
- 量化开发 多因子选股模型☆139Dec 2, 2018Updated 7 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12May 30, 2021Updated 4 years ago
- 基金估值表，深度分析☆36Nov 18, 2020Updated 5 years ago
- Classical Least Squares method implementation with Python. Application example on Quantitative Spectral Analysis: Calculating spectral si…☆15May 6, 2020Updated 5 years ago
- A Long/Short Global Macro Strategy based on French Fama 3-Factor Model with a target beta term. We evaluate its sensitivity to variation …☆17Nov 10, 2021Updated 4 years ago
- 一些研报的复现☆13Sep 11, 2018Updated 7 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- The quantitative investing strategies called 'TIPP' and 'CPPI'☆11Nov 8, 2020Updated 5 years ago
- 大类资产配置☆11Jun 3, 2021Updated 4 years ago
- 因子构建、单因子测试☆72Apr 4, 2021Updated 4 years ago
- Text_Classification_Study_Wp☆12Aug 19, 2019Updated 6 years ago
- LGBM ：推导原理、参数含义、超参数设置（网格、随机、贝叶斯搜索）☆12Jan 15, 2019Updated 7 years ago
- Black-Litterman model portfolio optimizer☆16Aug 28, 2020Updated 5 years ago
- Modern Portfolio Theory (MPT), a hypothesis put forth by Harry Markowitz in his paper “Portfolio Selection,” (published in 1952 by the Jo…☆14Mar 15, 2018Updated 8 years ago