quant2008 / alphasLinks
alpha101, alpha191, alphalens, backtrader, 量化研究
☆39Updated 2 years ago
Alternatives and similar repositories for alphas
Users that are interested in alphas are comparing it to the libraries listed below
Sorting:
- BackTrader多因子回测框架 (Multi-factors backtesting framework for BackTrader)☆114Updated 3 years ago
- 本文通过gplearn模型,结合遗传算法中的遗传规划方法生成因子。这里因子生成基于simple-backtest中的简单回测系统,主要针对股指期货操作。☆125Updated last year
- 因子回测框架☆112Updated last year
- 升级后的gplearn, 支持包含时序和截面参数的自定义函数,例如均线☆60Updated last year
- 因子构建、单因子测试☆71Updated 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 5 years ago
- codegen from expression to others, such as polars, pandas☆124Updated this week
- ☆177Updated last year
- 中国版技术指标☆170Updated last year
- ☆158Updated last year
- alpha101, alpha191, alphalens, backtrader, 量化研究☆307Updated 2 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☆46Updated 3 years ago
- 基于streamlit的因子分析app☆68Updated last month
- 改进gplearn,主要使用在股票公式挖掘☆95Updated 5 years ago
- 多因子指数增强策略/多因子全流程实现☆315Updated last year
- Mining technical factors based on symbolic regression via genetic algorithm☆181Updated 2 years ago
- Barra Multifactor Model☆144Updated 5 years ago
- ☆78Updated 4 years ago
- Provide risk forecasts by Barra China Equity Model☆164Updated 6 years ago
- Barra CNE6 因子构建☆295Updated 5 years ago
- ☆194Updated 4 years ago
- 沪深300指数增强模型☆82Updated 5 years ago
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆33Updated 9 months ago
- 分享量化投资相关的论文,代码和代码复现。☆80Updated 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…☆64Updated 4 years ago
- ☆143Updated last month
- Stock factor mining with CNN and GRU.☆57Updated 2 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆45Updated 5 years ago
- ☆58Updated last year
- Python Data Analysis and Financial Calculation☆65Updated 5 years ago