ram-ki / 101_formulaic_alphasLinks
Implemention of 101 formulaic alphas using qstrader
☆35Updated 3 years ago
Alternatives and similar repositories for 101_formulaic_alphas
Users that are interested in 101_formulaic_alphas are comparing it to the libraries listed below
Sorting:
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆82Updated last year
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆89Updated 2 years ago
- ☆42Updated 2 years ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆123Updated 5 years ago
- The legacy version of QuantCoder, containing core workflows for transforming finance research into trading strategies and generating code…☆75Updated 5 months ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆67Updated 2 years ago
- ☆19Updated 5 years ago
- This repository hosts my reading notes for academic papers.☆88Updated 4 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆70Updated last year
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆62Updated 3 years ago
- factor performance visualization☆41Updated last month
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆86Updated 4 years ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆66Updated 2 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆133Updated 6 years ago
- CS7641 Team project☆96Updated 5 years ago
- Notes on Advances in Financial Machine Learning☆80Updated 6 years ago
- ☆53Updated 4 years ago
- Backtest result archive for Momentum Trading Strategies☆63Updated 6 years ago
- ☆59Updated 8 months ago
- Attribution and optimisation using a multi-factor equity risk model.☆32Updated last year
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆169Updated 5 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆47Updated 3 years ago
- ☆22Updated last year
- Mean Reversion Trading Strategy☆27Updated 4 years ago
- Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensiona…☆35Updated 2 years ago
- TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative fin…☆47Updated 2 years ago
- An expansion of the Triple-Barrier Method by Marcos López de Prado☆45Updated last year
- Literature survey of order execution strategies implemented in python☆44Updated 5 years ago
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆63Updated last year
- AI based alpha research for trading☆49Updated 3 years ago