nutquant / QuantCode
分享量化投资相关的论文,代码和代码复现。
☆78Updated 2 years ago
Alternatives and similar repositories for QuantCode:
Users that are interested in QuantCode are comparing it to the libraries listed below
- BackTrader多因子回测框架 (Multi-factors backtesting framework for BackTrader)☆110Updated 3 years ago
- 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。☆120Updated last year
- 量化机器学习/深度学习模型(Model Zoo);Alpha 因子(Factor Zoo); 量化资源以及相关论文代码☆2Updated this week
- 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☆45Updated 2 years ago
- Performance analysis of predictive (alpha) stock factors☆30Updated 3 years ago
- Stock factor mining with CNN and GRU.☆51Updated 2 years ago
- 改进gplearn,主要使用在股票公式挖掘☆93Updated 4 years ago
- 因子回测框架☆109Updated last year
- 沪深300指数增强模型☆80Updated 5 years ago
- stock☆87Updated 3 years ago
- High frequency factors based on order and trade data.☆44Updated last year
- 获取经典的量化多因子模型数据☆73Updated 3 years ago
- Barra-Multiple-factor-risk-model☆138Updated 8 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☆30Updated 2 years ago
- 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☆59Updated last year
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆63Updated 7 years ago
- 基于万矿平台,对alpha101因子进行测试并构造多因子策略☆92Updated 5 years ago
- 我自己的单因子研究框架☆23Updated last year
- ☆151Updated last year
- 基于华泰研报对原alpha101代码进行简化和拓展☆44Updated 5 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☆23Updated 2 years ago
- Recurrent Neural Network for predicting Stock Returns☆120Updated 3 years ago
- ☆173Updated last year
- 以wind为数据源的基金单期brinson业绩归因☆79Updated 5 years ago
- 因子构建、单因子测试☆70Updated 4 years ago
- Mining technical factors based on symbolic regression via genetic algorithm☆174Updated last year
- Backtrader量化策略研报复现☆28Updated 3 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…☆62Updated 4 years ago
- alpha101, alpha191, alphalens, backtrader, 量化研究☆38Updated last year
- 多因子指数增强策略/多因子全流程实现☆306Updated last year