xiaotfeng / SecuritySelectLinks
多因子选股框架
☆24Updated 4 years ago
Alternatives and similar repositories for SecuritySelect
Users that are interested in SecuritySelect are comparing it to the libraries listed below
Sorting:
- 多因子模型相关☆22Updated 4 years ago
- 量化研究-多因子模型☆21Updated 2 years ago
- 众人的因子回测框架 stock factor test☆28Updated 2 weeks ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆62Updated 2 years ago
- 一些研报的复现☆13Updated 6 years ago
- 多因子打分选股☆13Updated 3 years ago
- my first factor-stock-selecting backtest function☆21Updated 4 years ago
- Multi-Factor model with regression method☆9Updated 6 years ago
- 改写了gplearn源码,原有的gplearn会把数据转为numpy,丢失了datetime和stockcode的原始信息。很难做截面的因子ic、ir分析,所以改动了相应的源码,使之可以做因子的截面ic分析。另外增加了时序函数和并行化框架ray的支持。☆18Updated last year
- 基于基因表达式规划算法的因子挖掘☆30Updated 3 years ago
- 利用Wind API更新周频与月频因子☆12Updated 5 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆45Updated 5 years ago
- Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…☆13Updated 3 weeks ago
- 【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …☆16Updated 2 years ago
- 基于聚宽平台,探索分钟级的高频交易☆34Updated 5 years ago
- 量化FOF框架☆13Updated 6 years ago
- The source code for the paper☆21Updated 2 years ago
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆33Updated 11 months ago
- A Higher-order HMM with EM algo.☆16Updated 3 years ago
- 沪深300指数纯因子组合构建☆52Updated 6 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 7 years ago
- 复现华泰证券《强化学习初探与DQN择时》研报中的DQN模型与效果☆34Updated 2 years ago
- ☆15Updated 3 years ago
- Backtest Framework designed by YuminQuant&Yumin.☆18Updated 11 months ago
- 沪深300指数增强模型☆85Updated 5 years ago
- 雪球 结构产品定价☆29Updated last year
- A risk evaluation program that follows BARRA's CNE6 and USE4 risk model to predict the risk and distribution of factors in a portfolio. C…☆66Updated 4 years ago
- 基于机器学习的多因子研究框架☆14Updated 5 years ago
- 改进gplearn,主要使用在股票公式挖掘☆97Updated 5 years ago
- ☆11Updated 5 years ago