qta2019 / QtaTraining2020Links
QTA2020内培 github存档
☆45Updated 4 years ago
Alternatives and similar repositories for QtaTraining2020
Users that are interested in QtaTraining2020 are comparing it to the libraries listed below
Sorting:
- 获取经典的量化多因子模型数据☆86Updated 3 years ago
- 沪深300指数纯因子组合构建☆53Updated 6 years ago
- 沪深300指数增强模型☆86Updated 5 years ago
- 北京大学量化交易协会2019级培训课件及代码☆161Updated 5 years ago
- 分享量化投资相关的论文,代码和代码复现。☆83Updated 2 years ago
- High frequency factors based on order and trade data.☆60Updated last year
- Backtrader量化策略研报复现☆31Updated 3 years ago
- 金融量化数据库构建☆88Updated last year
- 基于聚宽平台,探索分钟级的高频交易☆34Updated 5 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆65Updated 7 years ago
- Quantlib是一个个人维护、使用的量化模块,主要用于金融数据的获取、清洗、变换和分析等功能。☆23Updated 7 years ago
- 期权行情数据获取,包括实时tick数据,分钟数据,k线数据☆45Updated 2 years ago
- stock☆91Updated 4 years ago
- 基于万矿平台,对alpha101因子进行测试并构造多因子策略☆92Updated 6 years ago
- 上证50成分股、马科维茨有效前沿、CML、资本市场线、最高夏普比率、最低风险☆27Updated 6 years ago
- 改进gplearn,主要使用在股票公式挖掘☆97Updated 5 years ago
- 多因子模型相关☆22Updated 4 years ago
- It is suitable for beginners☆48Updated 5 years ago
- 以wind为数据源的基金单期brinson业绩归因☆82Updated 5 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆46Updated 5 years ago
- Recurrent Neural Network for predicting Stock Returns☆123Updated 4 years ago
- ☆36Updated 3 years ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆65Updated 2 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…☆67Updated 4 years ago
- ☆15Updated 4 years ago
- 机器学习交易策略搭建研究的全套解决方案 / Building Trading Strategies with Machine Learning in Closed-Loop☆57Updated 3 weeks ago
- 利用Wind API更新周频与月频因子☆12Updated 5 years ago
- alpha101 的 quantaxis 适配版本☆48Updated 4 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☆49Updated 3 years ago
- 我自己的单因子研究框架☆28Updated last year