x35f / alpha2Links
pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"
☆159Updated last year
Alternatives and similar repositories for alpha2
Users that are interested in alpha2 are comparing it to the libraries listed below
Sorting:
- Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors☆303Updated last year
- ☆120Updated 10 months ago
- ☆135Updated last year
- Mining technical factors based on symbolic regression via genetic algorithm☆205Updated 2 years ago
- Benchmark Dataset of Limit Order Book in China Markets☆214Updated 4 years ago
- Fintech literature, including journal, conference, book and useful links☆99Updated 3 years ago
- The implementation of AlphaEval: A Comprehensive and Efficient Evaluation Framework for Formula Alpha Mining(https://www.arxiv.org/abs/25…☆136Updated last month
- A deep reinforcement learning framework for generating formulaic alpha factors for quantitative investment, powered by GFlowNet, implemen…☆88Updated 2 months ago
- This forked repo additionally includes our DoubleAdapt (KDD'23) and MASTER (AAAI'24) for re-experiment.☆140Updated 11 months ago
- JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading☆130Updated this week
- ☆70Updated last year
- ☆32Updated 2 years ago
- Recurrent Neural Network for predicting Stock Returns☆124Updated 4 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。☆140Updated last year
- ☆115Updated 6 years ago
- High frequency factors based on order and trade data.☆67Updated last year
- Stock factor mining with CNN and GRU.☆69Updated 2 years ago
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆67Updated 2 months ago
- AlphaAgent is an autonomous alpha mining framework.☆109Updated 5 months ago
- ☆110Updated 2 years ago
- The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on t…☆109Updated 11 months ago
- Papers for AI + quantitative investment☆129Updated last year
- 通过遗传算法、强化学习来自动选择高频因子☆23Updated 2 years ago
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆243Updated 3 years ago
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆114Updated last year
- Implementation of "AlphaQCM: Alpha Discovery in Finance with Distributional Reinforcement Learning"☆85Updated 4 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☆64Updated last year
- An end-to-end stock factors mining neural network framework.☆47Updated 2 years ago
- ☆58Updated 8 months ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆95Updated 6 months ago