x35f / alpha2Links
pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"
☆152Updated last year
Alternatives and similar repositories for alpha2
Users that are interested in alpha2 are comparing it to the libraries listed below
Sorting:
- ☆122Updated 11 months ago
- Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors☆242Updated 10 months ago
- Fintech literature, including journal, conference, book and useful links☆96Updated 2 years ago
- ☆102Updated 6 months ago
- Mining technical factors based on symbolic regression via genetic algorithm☆185Updated 2 years ago
- This forked repo additionally includes our DoubleAdapt (KDD'23) and MASTER (AAAI'24) for re-experiment.☆130Updated 7 months ago
- Benchmark Dataset of Limit Order Book in China Markets☆207Updated 4 years ago
- ☆61Updated last year
- Papers for AI + quantitative investment☆121Updated 10 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☆38Updated 3 months ago
- Recurrent Neural Network for predicting Stock Returns☆121Updated 3 years ago
- JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading☆125Updated this week
- ☆31Updated last year
- A deep reinforcement learning framework for generating formulaic alpha factors for quantitative investment, powered by GFlowNet, implemen…☆60Updated last month
- ☆108Updated 5 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。☆127Updated last year
- ☆100Updated last year
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆230Updated 3 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☆61Updated last year
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆83Updated 4 years ago
- High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)☆106Updated last year
- This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"☆62Updated 2 years ago
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆60Updated 11 months ago
- Stock factor mining with CNN and GRU.☆62Updated 2 years ago
- High frequency factors based on order and trade data.☆53Updated last year
- An end-to-end stock factors mining neural network framework.☆41Updated 2 years ago
- 通过遗传算法、强化学习来自动选择高频因子☆23Updated 2 years ago
- PyTorch implementation of FactorVAE☆72Updated 7 months ago
- The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on t…☆98Updated 6 months ago
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆102Updated last year