Alternatives and similar repositories for RL-Stock

Users that are interested in RL-Stock are comparing it to the libraries listed below

• xiaotfeng / SecuritySelect
  多因子选股框架
  ☆23Updated 4 years ago
• TruthHun / multi-factor-stock-selection
  多因子选股(股票) ,基于Fama三因子构成的多因子策略
  ☆78Updated 7 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
  ☆46Updated 3 years ago
• sqc-cser / HTSC_Stock_RL
  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
  ☆34Updated 2 years ago
• lc-sysbs / High-Frequency-Trading
  基于聚宽平台，探索分钟级的高频交易
  ☆33Updated 5 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…
  ☆65Updated 4 years ago
• lc-sysbs / alpha101-new
  基于华泰研报对原alpha101代码进行简化和拓展
  ☆45Updated 5 years ago
• AxiomOfChoice-sys / FactorAnalysis
  多因子策略回测框架
  ☆33Updated 5 years ago
• wbbhcb / futures_strategy
  ☆52Updated last year
• longfly04 / A-Stock-Prediction-System-with-Deep-Learning
  Try to predict stock price with LSTM、GAN and DRL, exploring the features of news and technical indicators，which help improving perfomance…
  ☆100Updated 5 years ago
• creacentblue / industry_rotation
  一些研报的复现
  ☆12Updated 6 years ago
• etccapital / MultiFactor
  Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …
  ☆62Updated 2 years ago
• B1ueDrops / quant_strategy
  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.
  ☆27Updated last year
• jeremy-feng / AlphaNet
  Stock factor mining with CNN and GRU.
  ☆62Updated 2 years ago
• Ckend / alphalens
  Performance analysis of predictive (alpha) stock factors
  ☆30Updated 3 years ago
• fangshi1991 / gplearn_stock
  改进gplearn,主要使用在股票公式挖掘
  ☆96Updated 5 years ago
• jiangtiantu / FactorMining
  基于基因表达式规划算法的因子挖掘
  ☆30Updated 3 years ago
• ShiliangZhang-nku / HS300_index_enhance
  沪深300指数增强模型
  ☆84Updated 5 years ago
• namm2008 / DRL_stock_trading
  Deep Reinforcement Learning for Stock trading task
  ☆20Updated 4 years ago
• linusqzdeng / backtesting
  Backtrader量化策略研报复现
  ☆30Updated 3 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 2 years ago
• Jensenberg / volatility-and-option
  计算波动率的六种方法，计算隐含波动率，凤凰期权的定价，编制基于50ETF期权的VIX指数
  ☆124Updated 4 years ago
• zhangjinzhi / Wind_Python
  量化开发 多因子选股模型
  ☆136Updated 6 years ago
• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆22Updated 4 years ago
• xcycharles / stock
  stock
  ☆89Updated 3 years ago
• Constantineople / Assignment1
  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
  ☆28Updated 2 years ago
• DracoMori / stock-select
  多因子打分选股
  ☆13Updated 3 years ago
• 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。
  ☆18Updated last year
• ShiliangZhang-nku / factor_update
  利用Wind API更新周频与月频因子
  ☆12Updated 5 years ago
• ShenJimei / QTC2019
  This program focused on the core concepts and practice of quantitative investment (multi-factor combination analysis, technical analysis …
  ☆42Updated 5 years ago