wukan1986 / alpha_examples
alpha投研示例
☆72Updated 3 weeks ago
Alternatives and similar repositories for alpha_examples
Users that are interested in alpha_examples are comparing it to the libraries listed below
Sorting:
- codegen from expression to others, such as polars, pandas☆119Updated last week
- 基于streamlit的因子分析app☆66Updated last month
- lightweight backtester☆29Updated 4 months ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆103Updated 11 months ago
- factor performance visualization☆31Updated 3 weeks ago
- The book <Advanced Algorithmic Trading> and its source code☆59Updated 7 years ago
- ☆27Updated last year
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆63Updated 2 years ago
- High frequency factors based on order and trade data.☆49Updated last year
- 沪深300指数增强模型☆81Updated 5 years ago
- Literature survey of order execution strategies implemented in python☆44Updated 4 years ago
- 非平衡订单流高频交易模型☆108Updated 6 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
- Implementation of HFT backtesting simulator and Stoikov strategy☆117Updated 2 years ago
- Python Data Analysis and Financial Calculation☆65Updated 5 years ago
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆33Updated 8 months ago
- 改进gplearn,主要使用在股票公式 挖掘☆94Updated 4 years ago
- ☆143Updated 2 weeks ago
- ☆37Updated 2 years ago
- Demonstrative examples for developing quantitative and systematic strategies☆38Updated last year
- ☆108Updated 5 years ago
- stock☆87Updated 3 years ago
- 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…☆64Updated 4 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆62Updated 4 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆44Updated 5 years ago
- Quant Studio Document☆24Updated 4 years ago
- Stock factor mining with CNN and GRU.☆54Updated 2 years ago
- 获取经典的量化多因子模型数据☆76Updated 3 years ago
- High Frequency Trading Strategies☆44Updated 7 years ago
- 众人的因子回测框架 stock factor test☆26Updated last week