wondertrader / docsLinks
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- 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☆33Updated 2 years ago
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- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆35Updated last year
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- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆115Updated last year
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆70Updated 3 years ago
- 改进gplearn,主要使用在股票公式挖掘☆100Updated 5 years ago
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- 基于华泰研报对原alpha101代码进行简化和拓展☆47Updated 6 years ago
- 升级后的gplearn, 支持包含时序和截面参数的自定义函数,例如均线☆66Updated 2 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆72Updated 8 years ago
- Stock factor mining with CNN and GRU.☆71Updated 3 years ago
- Barra Multifactor Model☆160Updated 5 years ago
- 获取经典的量化多因子模型数据☆92Updated 4 years ago
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