syesww / Single_Factor_Research
我自己的单因子研究框架
☆23Updated last year
Alternatives and similar repositories for Single_Factor_Research:
Users that are interested in Single_Factor_Research are comparing it to the libraries listed below
- Stock factor mining with CNN and GRU.☆50Updated 2 years ago
- 因子回测框架☆109Updated last year
- 因子构建、单因子测试☆69Updated 3 years ago
- Backtest Framework designed by YuminQuant&Yumin.☆17Updated 7 months ago
- 分享量化投资相关的论文,代码和代码复现。☆77Updated last year
- 沪深300指数增强模型☆78Updated 5 years ago
- 根据20170925-华泰期货-CTA量化策略因子系列(二):动量因子研报进行复现☆22Updated 2 years ago
- High frequency factors based on order and trade data.☆43Updated last year
- 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☆31Updated 2 years ago
- 量化投资回测框架,包含回测框架、投资组合优化器和单因子测试三个模块。通过该框架,用户仅需提供因子数据,即可完成完整的回测流程,并对策略进行深入分析。框架支持并行计算,能够在大数据量的情况下快速运行。框架粗糙,还有太多可改进之处,非常欢迎大家一起来体验使用,参与改进,量化学习…☆35Updated 4 months 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…☆62Updated 4 years ago
- BackTrader多因子回测框架 (Multi-factors backtesting framework for BackTrader)☆108Updated 3 years ago
- 基于万矿平台,对alpha101因子进行测试并构造多因子策略☆91Updated 5 years ago
- 获取经典的量化多因子模型数据☆71Updated 3 years ago
- 多因子模型相关☆21Updated 3 years ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆57Updated 2 years ago
- ☆57Updated last year
- 基于基因表达式规划算法的因子挖掘☆29Updated 3 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆63Updated 7 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。☆119Updated last year
- 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☆45Updated 2 years ago
- Campisi纯债型基金业绩归因模型程序,适用于中国市场,需要有Wind的API接口权限☆40Updated last year
- 沪深300指数纯因子组合构建☆51Updated 5 years ago
- 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☆59Updated last year
- ☆146Updated last year
- An end-to-end stock factors mining neural network framework.☆29Updated last year
- 基于华泰研报对原alpha101代码进行简化和拓展☆43Updated 5 years ago
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆56Updated 7 months ago
- 一个基于中国市场的Fama-French五因子实证研究☆35Updated 2 years ago
- 华泰金工研究报告☆163Updated 2 years ago