pazzo00 / self_quantLinks
☆35Updated last month
Alternatives and similar repositories for self_quant
Users that are interested in self_quant are comparing it to the libraries listed below
Sorting:
- alpha投研示例☆91Updated last week
- factor performance visualization☆48Updated 3 months ago
- lightweight backtester☆31Updated 8 months ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆115Updated last year
- 基于基因表达式规划 算法的因子挖掘☆36Updated 4 years ago
- ☆32Updated 2 years ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆69Updated 3 years ago
- 众人的因子回测框架 stock factor test☆31Updated last week
- 多因子模型相关☆23Updated 4 years ago
- 改进gplearn,主要使用在股票公式挖掘☆99Updated 5 years ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆97Updated 8 months ago
- ☆40Updated 3 years ago
- Backtest Framework designed by YuminQuant&Yumin.☆19Updated last year
- High frequency factors based on order and trade data.☆70Updated 2 years ago
- 基于streamlit的因子分析app☆90Updated 9 months ago
- stock☆96Updated 4 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…☆76Updated 5 years ago
- TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative fin…☆51Updated 2 years ago
- Python Data Analysis and Financial Calculation☆67Updated 6 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☆39Updated 3 years ago
- Stock factor mining with CNN and GRU.☆71Updated 3 years ago
- The implementation of AlphaEval: A Comprehensive and Efficient Evaluation Framework for Formula Alpha Mining(https://www.arxiv.org/abs/25…☆145Updated 3 months ago
- StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks☆123Updated last year
- Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value …☆18Updated 5 months ago
- codegen from expression to others, such as polars, pandas☆146Updated last week
- Quant Studio Document☆24Updated 4 years ago
- An end-to-end stock factors mining neural network framework.☆50Updated 2 years ago
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆35Updated last year
- The source code for the paper☆27Updated 2 years ago
- Demonstrative examples for developing quantitative and systematic strategies☆38Updated 2 years ago