Alternatives and similar repositories for AlphaInspect

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

• wukan1986 / alpha_examples
  alpha投研示例
  ☆81Updated last month
• wukan1986 / LightBT
  lightweight backtester
  ☆30Updated 4 months ago
• wukan1986 / expr_codegen
  codegen from expression to others, such as polars, pandas
  ☆134Updated this week
• etccapital / MultiFactor
  Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …
  ☆66Updated 3 years ago
• hugo2046 / streamlit_alphalens
  基于streamlit的因子分析app
  ☆82Updated 6 months ago
• Scorpi000 / QuantStudio
  ☆148Updated 5 months ago
• fangshi1991 / gplearn_stock
  改进gplearn,主要使用在股票公式挖掘
  ☆98Updated 5 years ago
• chen-001 / pure_ocean_breeze
  众人的因子回测框架 stock factor test
  ☆29Updated last month
• Scorpi000 / QSDoc
  Quant Studio Document
  ☆23Updated 4 years ago
• AlfredCYL / gplearn_cross_factor
  Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …
  ☆35Updated last year
• rosie068 / BARRA_risk
  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…
  ☆69Updated 4 years ago
• jeremy-feng / high-frequency-factors
  High frequency factors based on order and trade data.
  ☆63Updated last year
• ChannelCMT / OFO
  Python Data Analysis and Financial Calculation
  ☆66Updated 6 years ago
• jeremy-feng / AlphaNet
  Stock factor mining with CNN and GRU.
  ☆66Updated 2 years ago
• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆22Updated 4 years ago
• Eric991005 / Multitask-Stockformer
  A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network
  ☆86Updated 4 months ago
• xcycharles / stock
  stock
  ☆95Updated 4 years ago
• changshun / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆65Updated 7 years ago
• lc-sysbs / alpha101-new
  基于华泰研报对原alpha101代码进行简化和拓展
  ☆46Updated 5 years ago
• ShiliangZhang-nku / HS300_index_enhance
  沪深300指数增强模型
  ☆86Updated 6 years ago
• jiangtiantu / FactorMining
  基于基因表达式规划算法的因子挖掘
  ☆33Updated 4 years ago
• nymath / torchqtm
  TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative fin…
  ☆49Updated 2 years ago
• QUANTAXIS / qadataswap
  一个vibe coding的突发奇想 实现内存zerocopy的跨语言多进程交换
  ☆21Updated last week
• YuminQuant / YuminQuant
  Backtest Framework designed by YuminQuant&Yumin.
  ☆18Updated last year
• wuboyuan / multi-factor-model
  量化研究-多因子模型
  ☆21Updated 2 years ago
• yudai-il / High-Frequency
  High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)
  ☆110Updated last year
• xiaotfeng / SecuritySelect
  多因子选股框架
  ☆27Updated 4 years ago
• jiangtiantu / quanthub
  ☆36Updated 3 years ago
• wukan1986 / polars_ta
  Technical Analysis Indicators for polars
  ☆199Updated this week
• thekioskman / mean_reversion_strategies
  Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.
  ☆65Updated 3 years ago