Apply machine learning algorithms in the financial market. Ensemble Model, including XGBoost, LightGBM, CNN, ResNet and LSTM.
☆10Jun 5, 2022Updated 3 years ago
Alternatives and similar repositories for -Star2-Multi-Factor-Selection-Mode
Users that are interested in -Star2-Multi-Factor-Selection-Mode are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…☆23Jul 29, 2018Updated 7 years ago
- Replication of "Taming the Factor Zoo: A Test of New Factors (Feng, Giglio, and Xiu, 2020, JF)"☆10Mar 4, 2024Updated 2 years ago
- Alpha mining with DEAP-based genetic programming.☆11Jul 7, 2023Updated 2 years ago
- Code for paper "Inductive Representation Learning on Dynamic Stock Co-Movement Graphs for Stock Predictions"☆17Jan 13, 2022Updated 4 years ago
- 一个开源的量化交易项目。使用python（jupyter）☆10Dec 16, 2024Updated last year
- DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- ☆12Apr 17, 2021Updated 4 years ago
- ☆15Aug 21, 2021Updated 4 years ago
- Risk Management via Anomaly Circumvent: Mnemonic Deep Learning for Midterm Stock Prediction. KDD 2019.☆23Aug 26, 2020Updated 5 years ago
- ☆29Dec 30, 2024Updated last year
- 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。☆23Mar 20, 2024Updated 2 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
- ☆15May 28, 2022Updated 3 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆26Dec 26, 2022Updated 3 years ago
- This is a simple notebook comparing the output of Holt-Winters, SARIMA and FBProphet. Information about parameter tuning has not been inc…☆11Jun 27, 2019Updated 6 years ago
- NordVPN Threat Protection Pro™ • AdTake your cybersecurity to the next level. Block phishing, malware, trackers, and ads. Lightweight app that works with all browsers.
- ☆23Dec 21, 2019Updated 6 years ago
- The project aims to profile stocks with similar weekly percentage returns using K-Means Clustering. The project calculates realized volat…☆12Oct 30, 2023Updated 2 years ago
- Python implementation of the paper 'Outcome-Adaptive Lasso: Variable Selection for Causal Inference'☆17Jul 17, 2020Updated 5 years ago
- ☆20Feb 17, 2021Updated 5 years ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆72Oct 11, 2022Updated 3 years ago
- Time series predictive model to forecast the airline monthly passenger☆11Dec 5, 2021Updated 4 years ago
- ☆23Jun 21, 2024Updated last year
- This is a simulator to help with backtesting your alphas offline for platform WorldQuant BRAIN☆25Dec 2, 2024Updated last year
- 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☆67Feb 8, 2024Updated 2 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Topic : Option trading Strategies , B&S , Implied Volatility &Stochastic & Local Volatility , Geometric Brownian Motion.☆31Oct 23, 2023Updated 2 years ago
- Python script to calculate a couple of options (financial derivatives) and Implied Volatilities for American and European options.☆17Jul 11, 2019Updated 6 years ago
- Stock Price(Candlestick, Chart) Pattern Modeling(Detection)☆16Updated this week
- ☆24Jan 26, 2020Updated 6 years ago
- Q-quant和因子投资实证汇总☆24Jul 5, 2021Updated 4 years ago
- ☆14Feb 25, 2020Updated 6 years ago
- 三大boosting算法的工程实现 XGBoost、LightGBM、Catboost原理实现及常见面试问题总结，以及其他理解深刻的机器学习、深度学习文章备份☆11Jul 7, 2021Updated 4 years ago
- Modelling the implicit volatility, using multi-factor statistical models.☆22Apr 22, 2025Updated 11 months ago
- Multistep univariate time series forecasting using Gated Recurrent Unit.☆16Jan 18, 2020Updated 6 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- ☆13Oct 14, 2021Updated 4 years ago
- Initial attempt to incorporate some time-series analysis features from hctsa into python land☆28Feb 3, 2016Updated 10 years ago
- A股自动交易,自动打板,自动止盈止损☆13Nov 12, 2023Updated 2 years ago
- Price_Action 价格行为分析☆19Nov 13, 2024Updated last year
- Backtrader量化策略研报复现☆34Feb 23, 2022Updated 4 years ago
- A PyTorch implementation of Long- and Short-term Time-series network (LSTNet) with the use case of cryptocurrency market prediction☆33Jun 11, 2020Updated 5 years ago
- ☆10Sep 18, 2021Updated 4 years ago