xiaoxiaoxiaoxuan1028 / Alpha191Links
Alpha191
☆11Updated 3 years ago
Alternatives and similar repositories for Alpha191
Users that are interested in Alpha191 are comparing it to the libraries listed below
Sorting:
- 多因子模型相关☆22Updated 4 years ago
- 众人的因子回测框架 stock factor test☆28Updated this week
- 利用Wind API更新周频与月频因子☆12Updated 5 years ago
- Simulator of a basic order book flow and order execution☆18Updated 2 years ago
- 多因子选股框架☆23Updated 4 years ago
- 基于基因表达式规划算法的因子挖掘☆30Updated 3 years ago
- 基于聚宽平台,探索分钟级的高频交易☆33Updated 5 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 6 years ago
- This repo contains my reimplementation and improvement of DeepLOB model.☆29Updated 4 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆34Updated 5 years ago
- 上证50成分股、马科维茨有效前沿、CML、资本市场线、最高夏普比率、最低风险☆27Updated 6 years ago
- Literature survey of order execution strategies implemented in python☆44Updated 4 years ago
- 基于QFactor模型的A股实证研究☆19Updated 5 years ago
- 量化研究-多因子模型☆21Updated last year
- Alpha研究平台☆20Updated 3 years ago
- High frequency factors based on order and trade data.☆51Updated last year
- factorset: 提供中国A股市场因子集合,包含各类常用及特异因子计算方法,持续更新中。提供轻量级因子计算框架,高可扩展。持续更新中。☆40Updated 7 years ago
- lightweight backtester☆30Updated last month
- 一些研报的复现☆12Updated 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
- 根据20170925-华泰期货-CTA量化策略因子系列(二):动量因子研报进行复现☆28Updated 2 years ago
- A multi-factor stock selection model based on random forest with an average annualized yield of 33.74% from March 2014 to June 2017 when …☆16Updated 6 years ago
- 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…☆65Updated 4 years ago
- 沪深300指数纯因子组合构建☆51Updated 6 years ago
- 沪深300指数增强模型☆82Updated 5 years ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆105Updated last year
- Python Data Analysis and Financial Calculation☆65Updated 5 years ago
- qlib数据层backend支持pgsql数据库☆12Updated last year
- 资产配置方案项目☆31Updated 4 years ago