nullgit / transformer-quantLinks
基于Transformer架构的量化金融预测研究
☆8Updated 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:
- 量化研究-多因子模型☆21Updated 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。☆18Updated last year
- 多因子模型相关☆22Updated 4 years ago
- 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☆46Updated 3 years ago
- 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☆34Updated 2 years ago
- 基于基因表达式规划算法的因子挖掘☆30Updated 3 years ago
- ☆12Updated 3 years ago
- Multi-Factor model with regression method☆9Updated 6 years ago
- 一些研报的复现☆12Updated 6 years ago
- 多因子选股框架☆23Updated 4 years ago
- 多因子打分选股☆13Updated 3 years ago
- Backtest Framework designed by YuminQuant&Yumin.☆18Updated 10 months ago
- ☆15Updated 3 years ago
- Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…☆13Updated this week
- Quant_Strategy☆25Updated 2 years ago
- 【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …☆15Updated 2 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆45Updated 5 years ago
- High frequency prediction of Chinese stock returns. Orderbook data generation. High frequency factors construction.☆15Updated 2 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☆28Updated 2 years ago
- 基于机器学习的多因子研究框架☆14Updated 5 years ago
- 资产配置方案项目☆31Updated 4 years ago
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆33Updated 10 months ago
- 计算Barra因子及其收益率☆11Updated 3 years ago
- Backtrader量化策略研报复现☆30Updated 3 years ago
- 多因子策略回测框架☆33Updated 5 years ago
- my first factor-stock-selecting backtest function☆21Updated 4 years ago
- 沪深300指数纯因子组合构建☆51Updated 6 years ago
- 众人的因子回测框架 stock factor test☆28Updated this week
- 利用Wind API更新周频与月频因子☆12Updated 5 years ago
- 雪球结构产品定价☆29Updated last year