wukan1986 / alpha_examplesLinks
alpha投研示例
☆85Updated 2 months 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☆137Updated last week
- 沪深300指数增强模型☆88Updated 6 years ago
- factor performance visualization☆43Updated 3 weeks ago
- 基于streamlit的因子分析app☆83Updated 7 months ago
- stock☆95Updated 4 years ago
- ☆150Updated 6 months ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆111Updated last year
- lightweight backtester☆30Updated 5 months ago
- 基于万矿平台,对alpha101因子进行测试并构造多因子策略☆92Updated 6 years ago
- 改进gplearn,主要使用在股票公式挖掘☆98Updated 5 years ago
- High frequency factors based on order and trade data.☆66Updated last year
- Python Data Analysis and Financial Calculation☆66Updated 6 years ago
- 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
- Stock factor mining with CNN and GRU.☆66Updated 2 years ago
- ☆38Updated 3 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。☆138Updated last year
- 众人的因子回测框架 stock factor test☆29Updated last month
- 沪深300指数纯因子组合构建☆54Updated 6 years ago
- 非平衡订单流高频交易模型☆112Updated 7 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆65Updated 7 years ago
- 中国版技术指标☆182Updated last year
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆35Updated last year
- 多因子模型相关☆22Updated 4 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☆62Updated last year
- 基于华泰研报对原alpha101代码进行简化和拓展☆46Updated 5 years ago
- Backtrader量化策略研报复现☆30Updated 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…☆69Updated 4 years ago
- ☆112Updated 6 years ago
- 分享量化投资相关的论文,代码和代码复现。☆83Updated 2 years ago
- 一个简单的量化研究框架,具备基本的数据获取、因子分析、机器学习、回测及结果分析功能☆51Updated 3 years ago