The source code for the paper
☆28Jul 3, 2023Updated 2 years ago
Alternatives and similar repositories for autoAlpha
Users that are interested in autoAlpha are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- 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
- ☆12Apr 17, 2021Updated 4 years ago
- ☆59Feb 7, 2025Updated last year
- alpha投研示例☆92Feb 5, 2026Updated 2 months ago
- Accepted at AAAI 25 Workshop Long Research Paper☆27Jun 6, 2025Updated 10 months ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting with the flexibility to host WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Cloudways by DigitalOcean.
- 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
- High Frequency Jump Prediction Project☆38Jun 1, 2020Updated 5 years ago
- Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.☆1,065Dec 18, 2024Updated last year
- pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"☆175Jul 2, 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
- Recurrent Neural Network for predicting Stock Returns☆125Aug 27, 2021Updated 4 years ago
- High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)☆117May 20, 2024Updated last year
- Accepted at WWW 25 Industrial Track (oral)☆17Jun 6, 2025Updated 10 months ago
- Create a mid-price classifier for limit order books using a CNN and LSTM☆15Apr 24, 2020Updated 5 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting with the flexibility to host WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Cloudways by DigitalOcean.
- Financial Prior-Data Fitted Network (regression)☆21Dec 12, 2025Updated 3 months ago
- ☆12Jul 19, 2020Updated 5 years ago
- Tushare数据源，网格策略，年化轻松10%以上；Grid Trading with Tushare; Annual Percentage Rate >10% tested on Ping An Insurance（Group）Company of China sinc…☆13Apr 18, 2021Updated 4 years ago
- TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative fin…☆50Jul 13, 2023Updated 2 years ago
- Agentic AI-driven Quantitative Alpha Builder. Streamline alpha generation with autonomous research navigation and backtesting.☆48Feb 23, 2026Updated last month
- 基于聚宽平台，探索分钟级的高频交易☆35Jun 18, 2020Updated 5 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
- This project is to monitor the arbitrage opportunity of stocks, options and futures every second based on Put-Call parity in Chinese stoc…☆19Oct 20, 2018Updated 7 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
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting with the flexibility to host WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Cloudways by DigitalOcean.
- A compiler, optimizer and executor for financial expressions and factors☆268Dec 28, 2025Updated 3 months ago
- Implementing 'Deep Risk Model: A Deep Learning Solution for Mining Latent Risk Factors to Improve Covariance Matrix Estimation' based on …☆14Apr 8, 2023Updated 3 years ago
- Mining technical factors based on symbolic regression via genetic algorithm☆217Apr 26, 2023Updated 2 years ago
- 量化交易策略-多行业协整配对交易策略☆25Feb 27, 2018Updated 8 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12May 30, 2021Updated 4 years ago
- Cryptocurrency Trading with Reinforcement Learning based on Backtrader☆46Jan 9, 2025Updated last year
- my first factor-stock-selecting backtest function☆22Aug 15, 2020Updated 5 years ago
- StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks☆124May 17, 2024Updated last year
- 非平衡订单流高频交易模型☆113Nov 6, 2018Updated 7 years ago
- DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆102May 16, 2025Updated 10 months ago
- 量化研究-多因子模型☆23Jul 26, 2023Updated 2 years ago
- The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on t…☆114Dec 25, 2024Updated last year
- ☆19Mar 23, 2020Updated 6 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
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆69Dec 23, 2020Updated 5 years ago
- ☆19May 17, 2020Updated 5 years ago