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

• changshun / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆65Updated 7 years ago
• hansihuang2016 / Barra-Multiple-factor-risk-model
  Barra-Multiple-factor-risk-model
  ☆143Updated 8 years ago
• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆22Updated 4 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…
  ☆68Updated 4 years ago
• Barramodel / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆122Updated 5 years ago
• lc-sysbs / alpha101-new
  基于华泰研报对原alpha101代码进行简化和拓展
  ☆46Updated 5 years ago
• xiaotfeng / SecuritySelect
  多因子选股框架
  ☆26Updated 4 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 …
  ☆67Updated 2 years ago
• Bradleydi / Risk-Models
  Risk estimation algorithms
  ☆30Updated 7 years ago
• 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
  ☆65Updated 4 years ago
• YTZzzzz / Barra_CNE5
  Provide risk forecasts by Barra China Equity Model
  ☆167Updated 7 years ago
• eiahb3838ya / AlphaSignalFromMachineLearning
  ☆15Updated 4 years ago
• Jensenberg / volatility-and-option
  计算波动率的六种方法，计算隐含波动率，凤凰期权的定价，编制基于50ETF期权的VIX指数
  ☆126Updated 5 years ago
• coamo2 / Barra
  Barra Multifactor Model
  ☆147Updated 5 years ago
• fangshi1991 / gplearn_stock
  改进gplearn,主要使用在股票公式挖掘
  ☆98Updated 5 years ago
• eiahb3838ya / PHBS_ML_for_quant_project
  ☆20Updated 4 years ago
• UePG-21 / Barra-risk-model
  Implemented some mathematical processings used in the Barra risk model
  ☆30Updated 2 years ago
• BryceMeng / mlfinlab_research_bryce
  ☆23Updated 5 years ago
• tryggviy / barra_model
  This is an internship project aiming to make Attribution Analysis for general equity funds in China market
  ☆14Updated 7 years ago
• WIFAQuant / HS300
  沪深300指数纯因子组合构建
  ☆53Updated 6 years ago
• PierreNowi / cs230-project
  Deep Reinforcement Learning Framework for Factor Investing
  ☆28Updated 2 years ago
• ChannelCMT / OFO
  Python Data Analysis and Financial Calculation
  ☆66Updated 6 years ago
• wuboyuan / multi-factor-model
  量化研究-多因子模型
  ☆21Updated 2 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…
  ☆73Updated 7 years ago
• lc-sysbs / High-Frequency-Trading
  基于聚宽平台，探索分钟级的高频交易
  ☆34Updated 5 years ago
• creacentblue / industry_rotation
  一些研报的复现
  ☆12Updated 7 years ago
• clf110510 / stochastic-volatility
  three stochastic volatility model: Heston, SABR, SVI
  ☆90Updated 6 years ago
• ShiliangZhang-nku / HS300_index_enhance
  沪深300指数增强模型
  ☆86Updated 6 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 …
  ☆16Updated 2 years ago