Alternatives and similar repositories for docs:

Users that are interested in docs are comparing it to the libraries listed below

• 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
  ☆20Updated last year
• jiangtiantu / FactorMining
  基于基因表达式规划算法的因子挖掘
  ☆29Updated 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 11 months ago
• wuboyuan / multi-factor-model
  量化研究-多因子模型
  ☆19Updated last year
• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆21Updated 3 years ago
• jifengthu / awesome_hft_factors
  ☆23Updated 2 years ago
• shaojintian / multifactor_quant_learning
  multifactor_quant_learning
  ☆10Updated last month
• AlfredCYL / gplearn_cross_factor
  Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …
  ☆34Updated 5 months ago
• 2001guanhao / backtest_frame_single_factor
  量化投资回测框架，包含回测框架、投资组合优化器和单因子测试三个模块。通过该框架，用户仅需提供因子数据，即可完成完整的回测流程，并对策略进行深入分析。框架支持并行计算，能够在大数据量的情况下快速运行。框架粗糙，还有太多可改进之处，非常欢迎大家一起来体验使用，参与改进，量化学习…
  ☆27Updated 3 months ago
• Ktry1991 / quant
  量化交易策略-多行业协整配对交易策略
  ☆26Updated 6 years ago
• YuminQuant / YuminQuant
  Backtest Framework designed by YuminQuant&Yumin.
  ☆16Updated 6 months ago
• ppoak / quool
  Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…
  ☆12Updated this week
• jeremy-feng / high-frequency-factors
  High frequency factors based on order and trade data.
  ☆40Updated last year
• chen-001 / pure_ocean_breeze
  众人的因子回测框架 stock factor test
  ☆25Updated 4 months ago
• vnpy / vnpy_optionmaster
  VeighNa框架的期权波动率交易模块
  ☆36Updated last week
• josephchenhk / qtrader_strategies
  Demonstrative examples for developing quantitative and systematic strategies
  ☆37Updated last year
• ryanluoli1 / AlphaNet
  An end-to-end stock factors mining neural network framework.
  ☆28Updated last year
• 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
  ☆31Updated 2 years ago
• mangoquant / Barra
  计算Barra因子及其收益率
  ☆11Updated 2 years ago
• creacentblue / industry_rotation
  一些研报的复现
  ☆12Updated 6 years ago
• jeremy-feng / AlphaNet
  Stock factor mining with CNN and GRU.
  ☆48Updated 2 years ago
• vnpy / code_demo
  源码解析小班课
  ☆13Updated 2 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
• lc-sysbs / High-Frequency-Trading
  基于聚宽平台，探索分钟级的高频交易
  ☆33Updated 4 years ago
• ShiliangZhang-nku / HS300_index_enhance
  沪深300指数增强模型
  ☆77Updated 5 years ago
• lc-sysbs / alpha101-new
  基于华泰研报对原alpha101代码进行简化和拓展
  ☆42Updated 5 years ago
• hugo2046 / streamlit_alphalens
  基于streamlit的因子分析app
  ☆56Updated last year
• quant2008 / alphas
  alpha101, alpha191, alphalens, backtrader, 量化研究
  ☆34Updated last year
• 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
  ☆44Updated 2 years ago
• lc-sysbs / alpha101
  基于万矿平台，对alpha101因子进行测试并构造多因子策略
  ☆88Updated 5 years ago