nullgit / transformer-quantLinks
基于Transformer架构的量化金融预测研究
☆10Updated 2 years ago
Alternatives and similar repositories for transformer-quant
Users that are interested in transformer-quant are comparing it to the libraries listed below
Sorting:
- 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。☆21Updated last year
- 一个简单的量化研究框架,具备基本的数据获取、因子分析、机器学习、回测及结果分析功能☆51Updated 3 years ago
- 多因子模型相关☆23Updated 4 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆47Updated 5 years ago
- 多因子打分选股☆13Updated 3 years ago
- ☆11Updated last month
- 基于基因表达式规划算法的因子挖掘☆34Updated 4 years ago
- 量化研究-多因子模型☆22Updated 2 years ago
- 【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …☆17Updated 2 years ago
- 沪深300指数纯因子组合构建☆54Updated 6 years ago
- 因 子回测框架☆135Updated 2 years ago
- Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…☆14Updated last month
- An end-to-end stock factors mining neural network framework.☆47Updated 2 years ago
- Backtrader量化策略研报复现☆30Updated 3 years ago
- 一些研报的复现☆12Updated 7 years ago
- ☆15Updated 4 years ago
- Backtest Framework designed by YuminQuant&Yumin.☆19Updated last year
- 复现华泰证券《强化学习初探与DQN择时》研报中的DQN模型与效果☆36Updated 3 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆68Updated 7 years ago
- 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…☆71Updated 4 years ago
- 量化FOF框架☆13Updated 6 years ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆66Updated 3 years ago
- 因子构建、单因子测试☆73Updated 4 years ago
- Quant_Strategy☆26Updated 3 years ago
- 获取经典的量化多因子模型数据☆92Updated 4 years ago
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆35Updated last year
- 多因子选股框架☆27Updated 4 years ago
- 根据20170925-华泰期货-CTA量化策略因子系列(二):动量因子研报进行复现☆31Updated 2 years ago
- 分享量化投资相关的论文,代码和代码复现。☆84Updated 2 years ago
- my first factor-stock-selecting backtest function☆23Updated 5 years ago