Alternatives and similar repositories for Deep-Learning-Applications-on-multifactor-stocks-selection:

Users that are interested in Deep-Learning-Applications-on-multifactor-stocks-selection are comparing it to the libraries listed below

• tryggviy / barra_model
  This is an internship project aiming to make Attribution Analysis for general equity funds in China market
  ☆14Updated 6 years ago
• creacentblue / industry_rotation
  一些研报的复现
  ☆12Updated 6 years ago
• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆21Updated 3 years ago
• Bradleydi / Risk-Models
  Risk estimation algorithms
  ☆30Updated 6 years ago
• lc-sysbs / alpha101-new
  基于华泰研报对原alpha101代码进行简化和拓展
  ☆42Updated 5 years ago
• xiaotfeng / SecuritySelect
  多因子选股框架
  ☆21Updated 4 years ago
• eiahb3838ya / AlphaSignalFromMachineLearning
  ☆15Updated 3 years ago
• rosie068 / BARRA_risk
  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…
  ☆60Updated 4 years ago
• Neural-Finance / XGboost_Index-Enhancement-Strategy
  【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …
  ☆15Updated 2 years ago
• PierreNowi / cs230-project
  Deep Reinforcement Learning Framework for Factor Investing
  ☆25Updated last year
• eiahb3838ya / PHBS_ML_for_quant_project
  ☆20Updated 4 years ago
• namm2008 / DRL_stock_trading
  Deep Reinforcement Learning for Stock trading task
  ☆20Updated 4 years ago
• changshun / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆63Updated 7 years ago
• ChannelCMT / OFO
  Python Data Analysis and Financial Calculation
  ☆63Updated 5 years ago
• Constantineople / Assignment1
  根据20170925-华泰期货-CTA量化策略因子系列（二）：动量因子研报进行复现
  ☆20Updated last year
• iLampard / alphaware
  tools for alpha research
  ☆23Updated 7 years ago
• Morgansy / Genetic-Alpha
  A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy
  ☆58Updated 4 years ago
• teal0range / FF5
  一个基于中国市场的Fama-French五因子实证研究
  ☆34Updated 2 years ago
• WIFAQuant / HS300
  沪深300指数纯因子组合构建
  ☆49Updated 5 years ago
• jiangtiantu / FactorMining
  基于基因表达式规划算法的因子挖掘
  ☆29Updated 3 years ago
• ChaosQuant / stockindex500
  Trend Prediction for High Frequency Trading
  ☆38Updated 2 years ago
• sqc-cser / HTSC_Stock_RL
  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
  ☆31Updated 2 years ago
• etccapital / MultiFactor
  Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …
  ☆55Updated 2 years ago
• STHSF / MultiFactors
  基于机器学习的多因子研究框架
  ☆14Updated 4 years ago
• icezerowjj / MultipleFactorRiskModel
  This project explores the way to construct the multiple factor risk model to calculate the risk contribution of each factor and the total…
  ☆72Updated 7 years ago
• yuba316 / FactorBackTest
  my first factor-stock-selecting backtest function
  ☆21Updated 4 years ago
• ShiliangZhang-nku / factor_update
  利用Wind API更新周频与月频因子
  ☆10Updated 5 years ago
• hansihuang2016 / Barra-Multiple-factor-risk-model
  Barra-Multiple-factor-risk-model
  ☆132Updated 7 years ago
• JennyCCDD / Empirical_asset_pricing_via_boosting
  Stock risk premium prediction via FM/ EXT/ GBDT/ XGB/LBGM. Mengxuan Chen's graduation thesis at WHU.
  ☆14Updated 5 years ago
• lc-sysbs / High-Frequency-Trading
  基于聚宽平台，探索分钟级的高频交易
  ☆33Updated 4 years ago