An end-to-end stock factors mining neural network framework.
☆56Jun 27, 2023Updated 2 years ago
Alternatives and similar repositories for AlphaNet
Users that are interested in AlphaNet are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Stock factor mining with CNN and GRU.☆72Dec 23, 2022Updated 3 years ago
- 改写了gplearn源码,原有的gplearn会把数据转为numpy,丢失了datetime和stockcode的原始信息。很难做截面的因子ic、ir分析,所以改动了相应的源码,使之可以做因子的截面ic分析。另外增加了时序函数和并行化框架ray的支持。☆23Mar 20, 2024Updated 2 years ago
- ☆12Jul 19, 2020Updated 5 years ago
- Alpha mining with DEAP-based genetic programming.☆11Jul 7, 2023Updated 2 years ago
- Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network☆15Feb 25, 2025Updated last year
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- 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☆67Feb 8, 2024Updated 2 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。☆149Dec 29, 2023Updated 2 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☆40Oct 4, 2022Updated 3 years ago
- quantitative investment; genetic algorithm; data mining☆33Sep 3, 2024Updated last year
- alpha投研示例☆92Feb 5, 2026Updated 2 months ago
- 通过遗传算法、强化学习来自动选择高频因子☆26Jan 5, 2023Updated 3 years ago
- 收录一些数学书籍,便于查阅(工科生必须夯实数理基础啊!)☆12Oct 29, 2022Updated 3 years ago
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆36Aug 26, 2024Updated last year
- 量化研究-多因子模型☆23Jul 26, 2023Updated 2 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click and start building anything your business needs.
- [Likelihood Lab Project 2024] Official Repository for The Technical Report, Label Unbalance in High-frequency Trading☆30Mar 20, 2025Updated last year
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆102May 16, 2025Updated 10 months ago
- The source code for the paper☆28Jul 3, 2023Updated 2 years ago
- Mining technical factors based on symbolic regression via genetic algorithm☆217Apr 26, 2023Updated 2 years ago
- ☆59Feb 7, 2025Updated last year
- Code relating to the paper - Stock Embeddings: Learning Distributed Representations for Financial Assets☆81Dec 6, 2024Updated last year
- Replication of "Taming the Factor Zoo: A Test of New Factors (Feng, Giglio, and Xiu, 2020, JF)"☆10Mar 4, 2024Updated 2 years ago
- This is a simulator to help with backtesting your alphas offline for platform WorldQuant BRAIN☆25Dec 2, 2024Updated last year
- Recurrent Neural Network for predicting Stock Returns☆125Aug 27, 2021Updated 4 years ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- Code and data for Distributional Correlation–Aware Knowledge Distillation for Stock Trading Volume Prediction (ECML-PKDD 22)☆15Sep 6, 2022Updated 3 years ago
- ☆11Sep 5, 2024Updated last year
- Apply machine learning algorithms in the financial market. Ensemble Model, including XGBoost, LightGBM, CNN, ResNet and LSTM.☆10Jun 5, 2022Updated 3 years ago
- 利用Wind API更新周频与月频因子☆12Sep 3, 2019Updated 6 years ago
- ☆15Aug 21, 2021Updated 4 years ago
- A paper replication project for Time-driven feature-aware jointly deep reinforcement learning☆11Mar 12, 2021Updated 5 years ago
- Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.☆1,065Dec 18, 2024Updated last year
- ☆15Jan 11, 2021Updated 5 years ago
- ☆18Feb 1, 2026Updated 2 months ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- codegen from expression to others, such as polars, pandas☆145Feb 25, 2026Updated last month
- Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors☆360Sep 1, 2024Updated last year
- A deep reinforcement learning framework for generating formulaic alpha factors for quantitative investment, powered by GFlowNet, implemen…☆106Jan 23, 2026Updated 2 months ago
- This repository implements a Diffusion Factor Model for financial data.☆46Nov 6, 2025Updated 5 months ago
- Code for paper "Inductive Representation Learning on Dynamic Stock Co-Movement Graphs for Stock Predictions"☆17Jan 13, 2022Updated 4 years ago
- High frequency factors based on order and trade data.☆72Dec 16, 2023Updated 2 years ago
- 多因子选股量化交易策略, 基于中证500指数股票2017至2022年年分钟交易数据构建.☆42Jun 25, 2024Updated last year