nutquant / QuantCode
分享量化投资相关的论文,代码和代码复现。
☆76Updated last year
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)☆105Updated 3 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☆45Updated 2 years ago
- Performance analysis of predictive (alpha) stock factors☆29Updated 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。☆117Updated last year
- 基于万矿平台,对alpha101因子进行测试并构造多因子策略☆89Updated 5 years ago
- 我的多因子模型、量化投资沙盒☆146Updated last year
- 因子回测框架☆106Updated last year
- 获取经典的量化多因子模型数据☆69Updated 3 years ago
- Stock factor mining with CNN and GRU.☆50Updated 2 years ago
- ☆166Updated last year
- 改进gplearn,主要使用在股票公式挖掘☆93Updated 4 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆42Updated 5 years ago
- 金融量化数据库构建☆76Updated 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☆59Updated last year
- 沪深300指数增强模型☆78Updated 5 years ago
- High frequency factors based on order and trade data.☆43Updated last year
- stock☆86Updated 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☆31Updated 2 years ago
- An end-to-end stock factors mining neural network framework.☆28Updated last year
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆56Updated 2 years ago
- 因子构建、单因子测试☆69Updated 3 years ago
- alpha投研示例☆63Updated this week
- ☆146Updated last year
- 沪深300指数纯因子组合构建☆51Updated 5 years ago
- alpha101, alpha191, alphalens, backtrader, 量化研究☆36Updated last year
- 我自己的单因子研究框架☆23Updated last year
- 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
- 多因子模型相关☆21Updated 3 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆63Updated 7 years ago
- Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors☆143Updated 6 months ago