Factor Investing Library
☆29Nov 12, 2022Updated 3 years ago
Alternatives and similar repositories for filib
Users that are interested in filib are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆11Dec 3, 2020Updated 5 years ago
- Deep Reinforcement Learning Framework for Factor Investing☆31Mar 25, 2023Updated 3 years ago
- FactorLab is a python library that enables the discovery and analysis of alpha and risk factors used in the investment algorithm developm…☆11May 17, 2026Updated 3 months ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆96Feb 9, 2021Updated 5 years ago
- Rebalancing a portfolio with optimal buy/sell decisions using Metaheuristics☆12Mar 11, 2021Updated 5 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.☆15Aug 28, 2022Updated 4 years ago
- Stock risk premium prediction via FM/ EXT/ GBDT/ XGB/LBGM. Mengxuan Chen's graduation thesis at WHU.☆15Dec 15, 2019Updated 6 years ago
- Website dedicated to a book on machine learning for factor investing☆255Jul 17, 2023Updated 3 years ago
- 多因子打分选股☆13Jan 12, 2022Updated 4 years ago
- ☆20Jun 14, 2014Updated 12 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆38Sep 19, 2023Updated 2 years ago
- Repo for code used to perform research for the WorldQuant University MScFE Capstone project on "Application of algorithmic trading strate…☆25Apr 29, 2020Updated 6 years ago
- Econometric Analysis of Explosive Time Series☆32Updated this week
- Implementation of the Nelson-Siegel-Svensson interest rate curve model.☆129Nov 2, 2023Updated 2 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- 知乎 Quant 问答集☆13Jul 13, 2023Updated 3 years ago
- An equity analysis on momentum factor investing.☆11Oct 30, 2018Updated 7 years ago
- AI based alpha research for trading☆52May 19, 2026Updated 3 months ago
- Opriver's Quant Quest☆13Aug 27, 2018Updated 8 years ago
- Key: time series analysis, forecasting of GDP growth, macroeconomic, Kalman-filtering techniques, and a dynamic factor model.☆19Aug 8, 2020Updated 6 years ago
- Covariance Matrix Estimation via Factor Models☆39Mar 25, 2019Updated 7 years ago
- A multi-factor stock selection model based on random forest with an average annualized yield of 33.74% from March 2014 to June 2017 when …☆17Feb 24, 2019Updated 7 years ago
- event-driven trading and backtesting engine☆20Nov 25, 2024Updated last year
- Quant Invest Lab is a project aimed to provide a set of basic tools for quantitative experiments. By quantitative experiment I mean tryin…☆30Jan 28, 2024Updated 2 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Risk_Budgeting is a Python project that uses the risk budgeting approach for portfolio asset allocation☆23Sep 3, 2017Updated 9 years ago
- R & Python Codes for Computational Finance☆16May 28, 2026Updated 3 months ago
- A very simple app that displays random inspirational quotations. Written in Python using the Kivy library for cross-platform support (And…☆13Nov 2, 2018Updated 7 years ago
- Example of CTA strategy backtesting.☆20Dec 17, 2022Updated 3 years ago
- We apply from rule-based approach to BERT for a sentiment analysis task on financial texts.☆17May 13, 2022Updated 4 years ago
- Quatitative trading framework and out-of-box toolset for assisting stock/fund investment☆16Oct 16, 2024Updated last year
- ☆10Jul 5, 2023Updated 3 years ago
- [iewoai]量化投资学习，多因子、三因子、五因子、索罗斯投资策略☆75May 7, 2020Updated 6 years ago
- 量化研究-多因子模型☆23Jul 26, 2023Updated 3 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Quant finance Portal based on project BearAlpha. This project contains strategy back test framework with backtrader, database construct w…☆17Aug 9, 2022Updated 4 years ago
- Repositório com exemplos de circuitos quânticos e uso de algoritmos de cirptografia pós-quântica para o minicurso do XXV Simpósio Brasile…☆13Sep 4, 2025Updated last year
- A machine learning toolkit for economists☆18Dec 4, 2015Updated 10 years ago
- ☆16May 28, 2022Updated 4 years ago
- This notebook is devoted to exploring some aspects of the Capital Asset Pricing Model (CAPM) using Python☆20Jul 7, 2019Updated 7 years ago
- Risk Management via Anomaly Circumvent: Mnemonic Deep Learning for Midterm Stock Prediction. KDD 2019.☆23Aug 26, 2020Updated 6 years ago
- This repository hosts my reading notes for academic papers.☆113Jul 26, 2021Updated 5 years ago