quangan1221 / Deep-Learning-Applications-on-multifactor-stocks-selection
☆14Updated 7 years ago
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
Sorting:
- 多因子模型相关☆21Updated 3 years ago
- Multi-Factor model with regression method☆9Updated 6 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 6 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆63Updated 7 years ago
- Risk estimation algorithms☆30Updated 6 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…☆64Updated 4 years ago
- ☆20Updated 4 years ago
- ☆15Updated 3 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆62Updated 4 years ago
- 量化研究-多因子模型☆20Updated last year
- tools for alpha research☆23Updated 7 years ago
- 多因子选股框架☆22Updated 4 years ago
- 【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …☆15Updated 2 years ago
- Deep Reinforcement Learning Framework for Factor Investing☆26Updated 2 years ago
- 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☆25Updated 2 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆44Updated 5 years ago
- Black-Litterman Model in python☆17Updated 7 years ago
- Implemented some mathematical processings used in the Barra risk model☆28Updated 2 years ago
- my first factor-stock-selecting backtest function☆21Updated 4 years ago
- 一些研报的复现☆12Updated 6 years ago
- Barra-Multiple-factor-risk-model☆139Updated 8 years ago
- 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☆34Updated 2 years ago
- This is a program for strategic asset allocation research for negative investment FOF.☆14Updated 4 years ago
- ☆50Updated 7 years ago
- This is a VaR and AVaR calculator for portfolio only with stocks using Monte Carlo Method.☆18Updated 7 years ago
- 基于基因表达式规划算法的因子挖掘☆29Updated 3 years ago
- PHBS Research Methodology (for Quant Finance and Fintech) Course Website☆31Updated last year
- 沪深300指数纯因子组合构建☆51Updated 6 years ago
- The source code for the paper☆21Updated last year
- 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