x35f / alpha2Links
pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"
☆154Updated 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☆269Updated 11 months ago
- ☆126Updated last year
- ☆106Updated 7 months ago
- ☆62Updated last year
- A deep reinforcement learning framework for generating formulaic alpha factors for quantitative investment, powered by GFlowNet, implemen…☆69Updated 3 months ago
- Mining technical factors based on symbolic regression via genetic algorithm☆188Updated 2 years ago
- Benchmark Dataset of Limit Order Book in China Markets☆210Updated 4 years ago
- This forked repo additionally includes our DoubleAdapt (KDD'23) and MASTER (AAAI'24) for re-experiment.☆131Updated 8 months ago
- ☆32Updated last year
- JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading☆129Updated 3 weeks ago
- 通过遗传算法、强化学习来自动选择高频因子☆23Updated 2 years ago
- The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on t…☆101Updated 8 months ago
- Recurrent Neural Network for predicting Stock Returns☆123Updated 3 years ago
- PyTorch implementation of FactorVAE☆78Updated 9 months ago
- Papers for AI + quantitative investment☆126Updated 11 months ago
- ☆110Updated 5 years ago
- Fintech literature, including journal, conference, book and useful links☆96Updated 2 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。☆130Updated last year
- 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☆69Updated last month
- AlphaAgent is an autonomous alpha mining framework.☆23Updated 2 months ago
- Stock factor mining with CNN and GRU.☆64Updated 2 years ago
- An end-to-end stock factors mining neural network framework.☆44Updated 2 years ago
- ☆103Updated last year
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆63Updated 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
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆105Updated last year
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆81Updated 3 months ago
- ☆42Updated 2 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 6 years ago
- High frequency factors based on order and trade data.☆59Updated last year