wpwpwpwpwpwpwpwpwp / Alpha-101-GTJA-191Links
☆108Updated 5 years ago
Alternatives and similar repositories for Alpha-101-GTJA-191
Users that are interested in Alpha-101-GTJA-191 are comparing it to the libraries listed below
Sorting:
- Mining technical factors based on symbolic regression via genetic algorithm☆185Updated 2 years ago
- Benchmark Dataset of Limit Order Book in China Markets☆207Updated 4 years ago
- 基于万矿平台,对alpha101因子进行测试并构造多因子策略☆92Updated 5 years ago
- 101 alpha factors calculate based on Alpha101☆123Updated 6 years ago
- 本文通过gplearn模型,结合遗传算法中的遗传规划方法生成因子。这里因子生成基于simple-backtest中的简单回测系统,主要针对股指期货操作。☆127Updated last year
- 改进gplearn,主要使用在股票公式挖掘☆97Updated 5 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆64Updated 4 years ago
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆230Updated 3 years ago
- ☆195Updated 4 years ago
- ☆144Updated 2 months ago
- stock☆89Updated 3 years ago
- Recurrent Neural Network for predicting Stock Returns☆121Updated 3 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☆61Updated last year
- Barra Multifactor Model☆143Updated 5 years ago
- Provide risk forecasts by Barra China Equity Model☆166Updated 6 years ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆106Updated last year
- Barra-Multiple-factor-risk-model☆141Updated 8 years ago
- 沪深300指数增强模型☆84Updated 5 years ago
- codegen from expression to others, such as polars, pandas☆129Updated last week
- 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
- 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
- High frequency factors based on order and trade data.☆53Updated last year
- A well-tuned algorithm to generate & draw support/resistance line on time series. 根据时间序列自动生成支撑线压力线☆140Updated 4 years ago
- 因子回测框架☆115Updated 2 years ago
- Stock factor mining with CNN and GRU.☆62Updated 2 years ago
- BackTrader多因子回测框架 (Multi-factors backtesting framework for BackTrader)☆118Updated 3 years ago
- It is suitable for beginners☆48Updated 4 years ago
- alpha投研示例☆76Updated last week
- Barra CNE6 因子构建☆300Updated 5 years ago
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆33Updated 10 months ago