Alpha mining with DEAP-based genetic programming.
☆11Jul 7, 2023Updated 2 years ago
Alternatives and similar repositories for DEAP-alpha-learner
Users that are interested in DEAP-alpha-learner are comparing it to the libraries listed below
Sorting:
- 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 last year
- My first high-frequency trading strategy using machine learning☆18Sep 16, 2022Updated 3 years ago
- High Frequency Trading Strategy☆12Dec 20, 2018Updated 7 years ago
- 一个开源的量化交易项目。使用python（jupyter）☆10Dec 16, 2024Updated last year
- Intraday trading strategy for futures calendar spreads. Uses crude oil futures and 1-minute bid/ask bars from Interactive Brokers with a …☆15Apr 23, 2024Updated last year
- ☆13Nov 7, 2024Updated last year
- Stock Price Prediction with PCA and LSTM☆14Mar 3, 2021Updated 5 years ago
- Apply machine learning algorithms in the financial market. Ensemble Model, including XGBoost, LightGBM, CNN, ResNet and LSTM.☆10Jun 5, 2022Updated 3 years ago
- Collection of numerical methods for high frequency data, in Python notebooks☆13Mar 10, 2021Updated 4 years ago
- Backtest and run stock trading CFD strategies tick by tick☆13Mar 29, 2021Updated 4 years ago
- ☆15Aug 21, 2021Updated 4 years ago
- Transformers for limit order books☆13Jul 25, 2021Updated 4 years ago
- Code for paper "Inductive Representation Learning on Dynamic Stock Co-Movement Graphs for Stock Predictions"☆17Jan 13, 2022Updated 4 years ago
- 【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …☆17Dec 17, 2022Updated 3 years ago
- 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☆39Oct 4, 2022Updated 3 years ago
- Official Implementation of Stop-loss adjusted labels for machine learning-based trading of risky assets☆20Sep 29, 2023Updated 2 years ago
- High frequency prediction of Chinese stock returns. Orderbook data generation. High frequency factors construction.☆18Mar 10, 2023Updated 2 years ago
- ☆15May 28, 2022Updated 3 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆72Mar 27, 2023Updated 2 years ago
- event-driven trading and backtesting engine☆20Nov 25, 2024Updated last year
- 基于 TheNextQuant 的量化交易框架☆21Aug 14, 2022Updated 3 years ago
- 高性能并行、事件驱动量化回测框架 high performance backtest，factor investing, portfiolio analysis☆23Nov 12, 2025Updated 3 months ago
- my first factor-stock-selecting backtest function☆22Aug 15, 2020Updated 5 years ago
- ☆20Mar 28, 2023Updated 2 years ago
- An end-to-end stock factors mining neural network framework.☆54Jun 27, 2023Updated 2 years ago
- Risk Management via Anomaly Circumvent: Mnemonic Deep Learning for Midterm Stock Prediction. KDD 2019.☆23Aug 26, 2020Updated 5 years ago
- Quantative Trading, building a trading strategy by generating alpha, optimizing a portfolio.☆20Jul 6, 2023Updated 2 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆15Jul 20, 2021Updated 4 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆28Mar 10, 2018Updated 7 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Dec 12, 2021Updated 4 years ago
- Jiahao Li, Yong Zhang, Xingyu Yang, and Liangwei Chen. "Online portfolio management via deep reinforcement learning with high-frequency d…☆25Jul 8, 2023Updated 2 years ago
- 一个完整的多因子选股量化策略项目（Python+Tushare+Backtrader）☆39Mar 8, 2025Updated 11 months ago
- 雪球结构产品定价☆29Sep 25, 2023Updated 2 years ago
- ☆23Jun 21, 2024Updated last year
- ☆20Feb 17, 2021Updated 5 years ago
- ☆30Mar 13, 2024Updated last year
- ☆23Dec 21, 2019Updated 6 years ago
- This is a simulator to help with backtesting your alphas offline for platform WorldQuant BRAIN☆25Dec 2, 2024Updated last year
- Intraday momentum strategy that buys (sells) leveraged ETFs late in the trading session following a significant intraday gain (loss) and …☆26Apr 23, 2024Updated last year