wangchengrong / Home_Credit_Default_Risk_my_notebook

Related projects: ⓘ

• Yanie1asdfg / Quant-Lectures
  ☆11Updated 2 years ago
• DracoMori / stock-select
  多因子打分选股
  ☆12Updated 2 years ago
• xiaotfeng / SecuritySelect
  多因子选股框架
  ☆19Updated 3 years ago
• creacentblue / industry_rotation
  一些研报的复现
  ☆11Updated 6 years ago
• fangshi1991 / gplearn_stock
  改进gplearn,主要使用在股票公式挖掘
  ☆89Updated 4 years ago
• eiahb3838ya / AlphaSignalFromMachineLearning
  ☆15Updated 3 years ago
• yuba316 / FactorBackTest
  my first factor-stock-selecting backtest function
  ☆18Updated 4 years ago
• Neural-Finance / XGboost_Index-Enhancement-Strategy
  【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …
  ☆15Updated last year
• jiangtiantu / FactorMining
  基于基因表达式规划算法的因子挖掘
  ☆24Updated 3 years ago
• huber-yaoer / BTC_LSTM
  比特币基于LSTM的多因子交易策略
  ☆9Updated 6 years ago
• ququcai / efficient_frontier
  上证50成分股、马科维茨有效前沿、CML、资本市场线、最高夏普比率、最低风险
  ☆25Updated 5 years ago
• tryggviy / barra_model
  This is an internship project aiming to make Attribution Analysis for general equity funds in China market
  ☆14Updated 6 years ago
• xiaoluffy / gplearn_test
  在Kaggle比赛 Home Credit Default Risk中测试gplearn进行特征工程的效果
  ☆10Updated 6 years ago
• rosie068 / BARRA_risk
  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…
  ☆54Updated 3 years ago
• FinHackCN / xlib
  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
  ☆38Updated 2 years ago
• lc-sysbs / alpha101-new
  基于华泰研报对原alpha101代码进行简化和拓展
  ☆39Updated 4 years ago
• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆22Updated 3 years ago
• YuminQuant / YuminQuant
  Backtest Framework designed by YuminQuant&Yumin.
  ☆9Updated last month
• ShenJimei / QTC2019
  This program focused on the core concepts and practice of quantitative investment (multi-factor combination analysis, technical analysis …
  ☆41Updated 4 years ago
• Gjl12321 / KG_GCN_Stock_price_trend_prediction_system
  ☆9Updated 2 years ago
• Haiyao-Nero / InvariantStock
  ☆14Updated 3 weeks ago
• jeremy-feng / AlphaNet
  Stock factor mining with CNN and GRU.
  ☆39Updated last year
• Brian378935268 / multi-factors-model
  ☆13Updated this week
• han14466 / gplearn_stock_dataframe
  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。
  ☆14Updated 6 months ago
• jeremy-feng / high-frequency-factors
  High frequency factors based on order and trade data.
  ☆30Updated 9 months ago
• quanttrade / gtja_windows
  ☆20Updated 7 years ago
• cheng-zi-ya / Firm-Characteristics-and-Chinese-Stock-Market
  It is a project that conducts a study on predicting the cross section of Chinese stock market returns with a large panel of 75 individual…
  ☆30Updated 3 years ago
• hongrubaiding / fundPortfolio
  资产配置方案项目
  ☆27Updated 3 years ago
• QuantNi / Quant_Strategy
  Quant_Strategy
  ☆24Updated last year
• hugo2046 / GetAstockFactors
  获取经典的量化多因子模型数据
  ☆59Updated 2 years ago