wukan1986 / AlphaInspect
factor performance visualization
☆29Updated 3 months ago
Alternatives and similar repositories for AlphaInspect:
Users that are interested in AlphaInspect are comparing it to the libraries listed below
- alpha投研示例☆64Updated last week
- 基于streamlit的因子分析app☆58Updated last year
- lightweight backtester☆28Updated 2 months ago
- codegen from expression to others, such as polars, pandas☆115Updated last month
- Backtest Framework designed by YuminQuant&Yumin.☆17Updated 7 months ago
- Quant Studio Document☆24Updated 4 years ago
- Stock factor mining with CNN and GRU.☆50Updated 2 years ago
- ☆27Updated last year
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆34Updated 6 months ago
- 众人的因子回测框架 stock factor test☆26Updated this week
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆56Updated 2 years ago
- qlib数据层backend支持pgsql数据库☆12Updated last year
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆63Updated 7 years ago
- 基于基因表达式规划算法的因子挖掘☆29Updated 3 years ago
- Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value …☆16Updated 3 months ago
- High frequency factors based on order and trade data.☆43Updated last year
- 改进gplearn,主要使用在股票公式挖掘☆93Updated 4 years ago
- Demonstrative examples for developing quantitative and systematic strategies☆37Updated last year
- 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…☆62Updated 4 years ago
- ☆141Updated 3 months ago
- 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
- 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☆59Updated last year
- VeighNa框架的期权波动率交易模块☆37Updated last month
- 多因子模型相关☆21Updated 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☆31Updated 2 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆75Updated last year
- The source code for the paper☆20Updated last year
- 沪深300指数纯因子组合构建☆51Updated 5 years ago
- 沪深300指数增强模型☆78Updated 5 years ago
- ☆37Updated 2 years ago