x35f / alpha2Links
pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"
☆158Updated 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☆288Updated last year
- Mining technical factors based on symbolic regression via genetic algorithm☆196Updated 2 years ago
- ☆131Updated last year
- ☆112Updated 9 months ago
- A deep reinforcement learning framework for generating formulaic alpha factors for quantitative investment, powered by GFlowNet, implemen…☆80Updated 3 weeks ago
- Benchmark Dataset of Limit Order Book in China Markets☆213Updated 4 years ago
- This forked repo additionally includes our DoubleAdapt (KDD'23) and MASTER (AAAI'24) for re-experiment.☆138Updated 10 months ago
- ☆112Updated 6 years ago
- ☆32Updated 2 years ago
- ☆66Updated 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。☆136Updated 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☆62Updated last year
- JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading☆130Updated this week
- An end-to-end stock factors mining neural network framework.☆44Updated 2 years ago
- Recurrent Neural Network for predicting Stock Returns☆123Updated 4 years ago
- The implementation of AlphaEval: A Comprehensive and Efficient Evaluation Framework for Formula Alpha Mining(https://www.arxiv.org/abs/25…☆122Updated 2 weeks ago
- Fintech literature, including journal, conference, book and useful links☆98Updated 3 years ago
- High frequency factors based on order and trade data.☆65Updated 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
- 改进gplearn,主要使用在股票公式挖掘☆98Updated 5 years ago
- Papers for AI + quantitative investment☆127Updated 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☆108Updated 3 months ago
- 对GPLearn完成了三维改造,并且增加了IC,IR,RankIC等指标,增加了样本内样本外的数据保存,增加了基于IC追踪所有generation中符合要求的因子并保存的功能。☆149Updated 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
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆64Updated last month
- alpha投研示例☆85Updated last month
- ☆105Updated last year
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆89Updated 5 months ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆112Updated last year
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆110Updated last year