x35f / alpha2Links
pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"
☆155Updated 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☆283Updated last year
- ☆128Updated last year
- ☆108Updated 8 months ago
- Mining technical factors based on symbolic regression via genetic algorithm☆194Updated 2 years ago
- ☆64Updated last year
- A deep reinforcement learning framework for generating formulaic alpha factors for quantitative investment, powered by GFlowNet, implemen…☆75Updated 4 months ago
- Benchmark Dataset of Limit Order Book in China Markets☆213Updated 4 years ago
- JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading☆130Updated 2 weeks ago
- This forked repo additionally includes our DoubleAdapt (KDD'23) and MASTER (AAAI'24) for re-experiment.☆134Updated 9 months ago
- Fintech literature, including journal, conference, book and useful links☆97Updated 3 years ago
- Stock factor mining with CNN and GRU.☆65Updated 2 years ago
- ☆31Updated last year
- 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。☆134Updated last year
- AlphaAgent is an autonomous alpha mining framework.☆78Updated 3 months ago
- High frequency factors based on order and trade data.☆60Updated last year
- Papers for AI + quantitative investment☆126Updated last year
- ☆105Updated last year
- An end-to-end stock factors mining neural network framework.☆44Updated 2 years ago
- ☆112Updated 5 years ago
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆107Updated last year
- 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☆61Updated last year
- Recurrent Neural Network for predicting Stock Returns☆123Updated 4 years ago
- The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on t…☆106Updated 9 months ago
- 量化机器学习/深度学习模型（Model Zoo）；Alpha 因子（Factor Zoo）； 量化资源以及相关论文代码☆100Updated 2 months ago
- The implementation of AlphaEval: A Comprehensive and Efficient Evaluation Framework for Formula Alpha Mining(https://www.arxiv.org/abs/25…☆107Updated last month
- 通过遗传算法、强化学习来自动选择高频因子☆23Updated 2 years ago
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆63Updated 2 weeks ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆85Updated 4 months ago
- ☆89Updated last year
- ☆50Updated 7 months ago