szy1900 / autoAlpha
The source code for the paper
☆21Updated last year
Alternatives and similar repositories for autoAlpha:
Users that are interested in autoAlpha are comparing it to the libraries listed below
- my first factor-stock-selecting backtest function☆21Updated 4 years ago
- 基于基因表达式规划算法的因子挖掘☆29Updated 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。☆18Updated last year
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆33Updated 8 months ago
- 多因子模型相关☆21Updated 3 years 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
- 通过遗传算法、强化学习来自动选择高频因子☆23Updated 2 years ago
- A Higher-order HMM with EM algo.☆15Updated 2 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆62Updated 4 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆44Updated 5 years ago
- 众人的因子回测框架 stock factor test☆26Updated last month
- 一些研报的复现☆12Updated 6 years ago
- factor performance visualization☆31Updated last week
- 改进gplearn,主要使用在股票公式挖掘☆93Updated 4 years ago
- ☆27Updated last year
- Quant Studio Document☆24Updated 4 years ago
- High frequency factors based on order and trade data.☆48Updated last year
- 多因子选股框架☆20Updated 4 years ago
- Backtest Framework designed by YuminQuant&Yumin.☆17Updated 8 months ago
- Just another backtester☆20Updated 4 months ago
- 利用Wind API更新周频与月频因子☆11Updated 5 years ago
- qlib数据层backend支持pgsql数据库☆12Updated last year
- 基于streamlit的因子分析app☆63Updated 2 weeks ago
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆29Updated last year
- Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value …☆16Updated 4 months ago
- 量化研究-多因子模型☆19Updated 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
- ☆50Updated 4 years ago
- An end-to-end stock factors mining neural network framework.☆34Updated last year
- Stock factor mining with CNN and GRU.☆52Updated 2 years ago