Quant finance Portal based on project BearAlpha. This project contains strategy back test framework with backtrader, database construct with BearAlpha, factor analyze based on BearAlpha, and financial researches on paper or report with research
☆17Aug 9, 2022Updated 3 years ago
Alternatives and similar repositories for BearAlpha
Users that are interested in BearAlpha are comparing it to the libraries listed below
Sorting:
- Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…☆14Feb 6, 2026Updated last month
- ☆15Jul 9, 2018Updated 7 years ago
- Docker image build for backtrader running on Jupyter Notebook / Anaconda 3 / Python 3☆13Oct 22, 2020Updated 5 years ago
- Based on paper Learning Embedded Representation of the Stock Correlation Matrix using Graph Machine Learning☆13Dec 24, 2022Updated 3 years ago
- Vectorized quantile backtesting library☆15May 25, 2023Updated 2 years ago
- 量化FOF框架☆13Mar 8, 2019Updated 7 years ago
- Documents of WonderTrader☆23Nov 7, 2023Updated 2 years ago
- 量化交易☆11Jan 3, 2023Updated 3 years ago
- The Adaptive Multi-Factor (AMF) asset pricing model with the Groupwise Interpretable Basis Selection (GIBS) algorithm.☆10Dec 12, 2021Updated 4 years ago
- ☆11Dec 8, 2022Updated 3 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12May 30, 2021Updated 4 years ago
- 《Analysis of Financial Time Series/金融时间序列分析》Python Code☆12Nov 27, 2021Updated 4 years ago
- 一些研报的复现☆13Sep 11, 2018Updated 7 years ago
- Backtrader量化策略研报复现☆34Feb 23, 2022Updated 4 years ago
- Channel break out strategy for High Frequency Trading.☆15Jun 26, 2018Updated 7 years ago
- World Quant University Capstone Project - Swing Trading☆13Jun 22, 2022Updated 3 years ago
- AutoQuant is an out-of-the-box quantitative investment platform.☆18Aug 1, 2023Updated 2 years ago
- Use graph-based analysis to re-classify stocks and to improve Markowitz portfolio optimization☆20Mar 8, 2022Updated 4 years ago
- My first high-frequency trading strategy using machine learning☆18Sep 16, 2022Updated 3 years ago
- tools for alpha research☆23Dec 20, 2017Updated 8 years ago
- 基金组合研究: 利用python,抓取天天基金网、晨星网数据,分析组合持仓、行业分布、基金参数特征,辅助基金组合投资策略制定☆60Dec 3, 2020Updated 5 years ago
- 多因子选股框架☆26Dec 9, 2020Updated 5 years ago
- 多因子模型相关☆23Jun 16, 2021Updated 4 years ago
- jaqs-fxdayu:股票多因子策略研究和分析框架jaqs拓展包☆126May 8, 2019Updated 6 years ago
- An Automated Trading System for managing and executing multiple trading strategies via Interactive Brokers.☆19Oct 14, 2024Updated last year
- Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.☆15Aug 28, 2022Updated 3 years ago
- risk_model☆27Jun 25, 2022Updated 3 years ago
- Backtest Framework designed by YuminQuant&Yumin.☆21Aug 18, 2024Updated last year
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆14Dec 11, 2022Updated 3 years ago
- Some Quant ideas in Backtrader☆12Jan 12, 2022Updated 4 years ago
- A small framework to benchmark forecasting models via backtesting☆13Nov 25, 2023Updated 2 years ago
- The toolbox for developing systematic trading strategies. It includes datasets and strategy ideas to assist in developing and backtesting…☆51Mar 6, 2026Updated 2 weeks ago
- A first experiment on how to use deep-value investing strategies to find valuable stocks☆13Apr 15, 2022Updated 3 years ago
- 基于机器学习的多因子研究框架☆14Jun 22, 2020Updated 5 years ago
- 沪深300指数增强模型☆90Sep 3, 2019Updated 6 years ago
- Codes for the paper Stock Trading Volume Prediction with Dual-Process Meta-Learning accepted by ECML PKDD 2022☆34Jun 28, 2022Updated 3 years ago
- Code for Undergraduate Dissertation; Exploration of Discrete Time Mean-Variance Hedging strategies 📈☆16Sep 25, 2021Updated 4 years ago
- 用python的金融系统,包括数据获取,数据挖掘,回测交易。☆19Feb 7, 2026Updated last month
- ☆28Aug 26, 2024Updated last year