Alternatives and similar repositories for multi-factor-model:

Users that are interested in multi-factor-model are comparing it to the libraries listed below

• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆21Updated 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
• YuminQuant / YuminQuant
  Backtest Framework designed by YuminQuant&Yumin.
  ☆16Updated 6 months ago
• WIFAQuant / HS300
  沪深300指数纯因子组合构建
  ☆49Updated 5 years 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
• creacentblue / industry_rotation
  一些研报的复现
  ☆12Updated 6 years ago
• yuba316 / FactorBackTest
  my first factor-stock-selecting backtest function
  ☆21Updated 4 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
  ☆31Updated 2 years ago
• mangoquant / Barra
  计算Barra因子及其收益率
  ☆11Updated 2 years ago
• STHSF / MultiFactors
  基于机器学习的多因子研究框架
  ☆14Updated 4 years ago
• xiaotfeng / SecuritySelect
  多因子选股框架
  ☆21Updated 4 years ago
• ShiliangZhang-nku / factor_update
  利用Wind API更新周频与月频因子
  ☆10Updated 5 years ago
• eiahb3838ya / AlphaSignalFromMachineLearning
  ☆15Updated 3 years ago
• Scorpi000 / QSDoc
  Quant Studio Document
  ☆24Updated 3 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
• jiangtiantu / FactorMining
  基于基因表达式规划算法的因子挖掘
  ☆29Updated 3 years ago
• 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
• Zhehao97 / RiskParityFactorModel
  Risk Parity and Factors Model on multi asseet management
  ☆21Updated 3 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 …
  ☆55Updated 2 years ago
• DracoMori / stock-select
  多因子打分选股
  ☆13Updated 3 years ago
• Quantactix / ChinaAShareEquityCharacteristics
  Equity return and characteristics of China A-Share market
  ☆14Updated last year
• hugo2046 / streamlit_alphalens
  基于streamlit的因子分析app
  ☆56Updated 11 months ago
• QuantNi / Quant_Strategy
  Quant_Strategy
  ☆24Updated 2 years ago
• hugo2046 / GetAstockFactors
  获取经典的量化多因子模型数据
  ☆66Updated 3 years ago
• Dengyi-CN / Quantitative_FOF_Multi_Factors_Framework
  量化FOF框架
  ☆12Updated 5 years ago
• dkl0707 / SnowballPricing
  雪球结构产品定价
  ☆28Updated last year
• 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
• changshun / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆63Updated 7 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
• linusqzdeng / backtesting
  Backtrader量化策略研报复现
  ☆27Updated 2 years ago