pazzo00 / self_quantLinks
☆35Updated 3 weeks ago
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☆90Updated 4 months ago
- lightweight backtester☆31Updated 7 months ago
- factor performance visualization☆48Updated 2 months ago
- High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)☆114Updated last year
- High frequency factors based on order and trade data.☆70Updated 2 years ago
- 沪深300指数增强模型☆88Updated 6 years ago
- codegen from expression to others, such as polars, pandas☆144Updated last month
- 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☆38Updated 3 years ago
- Stock factor mining with CNN and GRU.☆71Updated 3 years ago
- 改进gplearn,主要使用在股票公式挖掘☆98Updated 5 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
- stock☆95Updated 4 years ago
- 多因子模型相关☆23Updated 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 …☆68Updated 3 years ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆97Updated 7 months ago
- StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks☆122Updated last year
- 基于streamlit的因子分析app☆89Updated 9 months ago
- Quant Studio Document☆24Updated 4 years ago
- Python Data Analysis and Financial Calculation☆67Updated 6 years ago
- The implementation of AlphaEval: A Comprehensive and Efficient Evaluation Framework for Formula Alpha Mining(https://www.arxiv.org/abs/25…☆140Updated 3 months ago
- 基于基因表达式规划算法的因子挖掘☆34Updated 4 years ago
- TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative fin…☆50Updated 2 years ago
- 众人的因子回测框架 stock factor test☆31Updated last month
- ☆39Updated 3 years ago
- An end-to-end stock factors mining neural network framework.☆50Updated 2 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆36Updated 6 years ago
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆35Updated last year
- VeighNa框架的期权波动率交易模块☆58Updated 3 weeks ago
- quantitative investment; genetic algorithm; data mining☆29Updated last year