Alternatives and similar repositories for alpha101

Users that are interested in alpha101 are comparing it to the libraries listed below

• Jensenberg / multi-factor
  因子构建、单因子测试
  ☆71Updated 4 years ago
• ShiliangZhang-nku / HS300_index_enhance
  沪深300指数增强模型
  ☆81Updated 5 years ago
• wjsbjl / use-gplearn-to-generate-CTA-factor
  本文通过gplearn模型，结合遗传算法中的遗传规划方法生成因子。这里因子生成基于simple-backtest中的简单回测系统，主要针对股指期货操作。
  ☆123Updated last year
• rosie068 / BARRA_risk
  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…
  ☆64Updated 4 years ago
• coamo2 / Barra
  Barra Multifactor Model
  ☆142Updated 5 years ago
• lc-sysbs / alpha101-new
  基于华泰研报对原alpha101代码进行简化和拓展
  ☆44Updated 5 years ago
• fangshi1991 / gplearn_stock
  改进gplearn,主要使用在股票公式挖掘
  ☆94Updated 4 years ago
• YTZzzzz / Barra_CNE5
  Provide risk forecasts by Barra China Equity Model
  ☆164Updated 6 years ago
• ACEACEjasonhuang / gplearnplus
  升级后的gplearn， 支持包含时序和截面参数的自定义函数，例如均线
  ☆60Updated last year
• changshun / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆63Updated 7 years ago
• hansihuang2016 / Barra-Multiple-factor-risk-model
  Barra-Multiple-factor-risk-model
  ☆139Updated 8 years ago
• Quant132 / BackTrader_Multifactors
  BackTrader多因子回测框架 （Multi-factors backtesting framework for BackTrader）
  ☆111Updated 3 years ago
• dkl0707 / factor_backtest
  因子回测框架
  ☆111Updated last year
• jiangtiantu / factorhub
  ☆192Updated 4 years ago
• jeremy-feng / high-frequency-factors
  High frequency factors based on order and trade data.
  ☆49Updated last year
• ShiliangZhang-nku / Brinson-Attribution
  以wind为数据源的基金单期brinson业绩归因
  ☆81Updated 5 years ago
• UePG-21 / gpquant
  Mining technical factors based on symbolic regression via genetic algorithm
  ☆177Updated 2 years ago
• WIFAQuant / HS300
  沪深300指数纯因子组合构建
  ☆51Updated 6 years ago
• wpwpwpwpwpwpwpwpwp / Alpha-101-GTJA-191
  ☆108Updated 5 years ago
• AlfredCYL / gplearn_cross_factor
  Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …
  ☆33Updated 8 months ago
• ShiliangZhang-nku / Barra_CNE6
  Barra CNE6 因子构建
  ☆292Updated 5 years ago
• QuantNi / Quant-Report
  ☆156Updated last year
• Scorpi000 / QuantStudio
  ☆143Updated 2 weeks ago
• hugo2046 / GetAstockFactors
  获取经典的量化多因子模型数据
  ☆76Updated 3 years ago
• Jensenberg / volatility-and-option
  计算波动率的六种方法，计算隐含波动率，凤凰期权的定价，编制基于50ETF期权的VIX指数
  ☆121Updated 4 years ago
• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆21Updated 3 years ago
• wukan1986 / ta_cn
  中国版技术指标
  ☆169Updated last year
• ChannelCMT / OFO
  Python Data Analysis and Financial Calculation
  ☆65Updated 5 years ago
• Morgansy / Genetic-Alpha
  A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy
  ☆62Updated 4 years ago
• phonegapX / alphasickle
  多因子指数增强策略/多因子全流程实现
  ☆310Updated last year