Using Python and Tushare financial database
☆30May 17, 2024Updated 2 years ago
Alternatives and similar repositories for Stock-Quantamental-Investing-Analysis
Users that are interested in Stock-Quantamental-Investing-Analysis are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Machine Learning-Driven Quantamental Investing☆150Jun 25, 2020Updated 5 years ago
- ☆16Jan 27, 2022Updated 4 years ago
- Built a smart beta portfolio and compared it to a benchmark index by calculating the tracking error. Built a portfolio using quadratic pr…☆70Feb 7, 2019Updated 7 years ago
- Quantamental finance research with python☆154Jun 3, 2022Updated 4 years ago
- The Adaptive Multi-Factor (AMF) asset pricing model with the Groupwise Interpretable Basis Selection (GIBS) algorithm.☆10Dec 12, 2021Updated 4 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆13May 30, 2021Updated 5 years ago
- Wasserstein GAN with gradient penalty (WGAN-GP) applied to financial time series.☆17Oct 17, 2018Updated 7 years ago
- Build DDPG models and test on stock market☆22Nov 19, 2018Updated 7 years ago
- ☆10Aug 14, 2020Updated 5 years ago
- BaseWavenet/Wavenet+ResidualBlock☆16Jan 21, 2019Updated 7 years ago
- Example of CTA strategy backtesting.☆20Dec 17, 2022Updated 3 years ago
- Machine Learning for Quantitative Finance☆26Jun 8, 2018Updated 8 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆14Dec 11, 2022Updated 3 years ago
- Vpin caculation and backtesting☆14Aug 16, 2019Updated 6 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Deep Reinforcement Learning Framework for Factor Investing☆31Mar 25, 2023Updated 3 years ago
- Quantative Trading, building a trading strategy by generating alpha, optimizing a portfolio.☆22Jul 6, 2023Updated 2 years ago
- ☆33May 20, 2024Updated 2 years ago
- 基于机器学习的多因子研究框架☆14Jun 22, 2020Updated 5 years ago
- A multiple period Brinson Model written in Python☆20May 5, 2018Updated 8 years ago
- Q-quant和因子投资实证汇总☆24Jul 5, 2021Updated 4 years ago
- hephAIstos is a machine learning framework running on CPU, GPU and QPU☆12Nov 2, 2023Updated 2 years ago
- 本项目旨在利用BERT模型对金融新闻标题进行情感分析，识别新闻标题中的情感倾向（积极或消极）。通过构建一个基于BERT的情感分析系统，我们能够自动化和批量化地处理大量的金融新闻标题，从而大幅提高分析效率和准确性。这不仅有助于及时捕捉市场情绪变化，还能为投资决策提供数据支持，…☆20Jan 19, 2025Updated last year
- machine learning trading system using random decision tree to train the technical indicators☆10Apr 11, 2017Updated 9 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- ☆15Jul 9, 2018Updated 7 years ago
- ☆16Feb 25, 2020Updated 6 years ago
- This project is focus on stock prediction,our goal is implementing one trading framework using DRL with LSTM.☆11Jun 1, 2018Updated 8 years ago
- This repo is using imitating learning to optimize portfolio. The code was derived from https://github.com/vermouth1992/drl-portfolio-mana…☆11May 16, 2019Updated 7 years ago
- 【Framework】Let the neural network 'freely' learn the relationship between different stocks. An intuitive example in quantitative finance,…☆25Dec 24, 2021Updated 4 years ago
- This is a simple experiment designed to uncover which technical indicators are the most important.☆13Jan 11, 2019Updated 7 years ago
- 使用pytorch搭建的循环神经网络在股票数据时间序列上的应用☆109Mar 1, 2018Updated 8 years ago
- An attempt to implement the idea behind this paper: https://journals.plos.org/plosone/article?id=10.1371/journal.pone.0212320☆21Sep 12, 2021Updated 4 years ago
- A Project to Forecast Gold Price with Deep Forest && Text Mining☆10Dec 20, 2017Updated 8 years ago
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- 2 algorithms of optimal trade execution: 1) Dynamic Programming 2) Frank-Wolfe Algorithm (Python & C++)☆19Dec 11, 2019Updated 6 years ago
- ML pipeline for SmartBeta momentum factor on equity portfolio☆12Jan 25, 2016Updated 10 years ago
- Survey of neural network methods for derivatives pricing and risks☆14Jul 5, 2022Updated 3 years ago
- Portfolio Optimisation is a fundamental problem in Financial Mathematics.The objective of this project is to explore the applicability of…☆13Nov 10, 2020Updated 5 years ago
- Quant finance Portal based on project BearAlpha. This project contains strategy back test framework with backtrader, database construct w…☆17Aug 9, 2022Updated 3 years ago
- Model-free policy gradient algorithm for LQR☆10Apr 8, 2020Updated 6 years ago
- 基于PyQt5开发的PyInstaller图形化打包工具☆29Jun 24, 2025Updated 11 months ago