xiaoxiaoxiaoxuan1028 / Alpha191
Alpha191
☆11Updated 2 years ago
Alternatives and similar repositories for Alpha191:
Users that are interested in Alpha191 are comparing it to the libraries listed below
- 众人的因子回测框架 stock factor test☆25Updated 4 months ago
- 基于基因表达式规划算法的因子挖掘☆29Updated 3 years ago
- 多因子模型相关☆21Updated 3 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆32Updated 5 years ago
- 一些研报的复现☆12Updated 6 years ago
- 利用Wind API更新周频与月频因子☆10Updated 5 years ago
- my first factor-stock-selecting backtest function☆21Updated 4 years ago
- This repo contains my reimplementation and improvement of DeepLOB model.☆28Updated 3 years ago
- ☆46Updated 11 months ago
- ☆60Updated 3 months 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☆20Updated last year
- High frequency factors based on order and trade data.☆40Updated last year
- qlib数据层backend支持pgsql数据库☆12Updated last year
- Literature survey of order execution strategies implemented in python☆41Updated 4 years ago
- Stock factor mining with CNN and GRU.☆48Updated 2 years ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆65Updated 7 months ago
- 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。☆39Updated 6 years ago
- ☆28Updated last month
- For Chinese comments, the Finbert model was used to conduct polarity analysis and predict stock price rise☆23Updated 4 years ago
- 一个简单的量化研究框架,具备基本的数据获取、因子分析、机器学习、回测及结果分析功能☆44Updated 2 years ago
- 多因子选股框架☆21Updated 4 years ago
- Simulator of a basic order book flow and order execution☆17Updated last year
- Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors☆131Updated 5 months ago
- 量化研究-多因子模型☆19Updated last year
- 分享量化投资相关的论文,代码和代码复现。☆75Updated last year
- 基于聚宽平台,探索分钟级的高频交易☆33Updated 4 years ago
- 改进gplearn,主要使用在股票公式挖掘☆92Updated 4 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…☆60Updated 4 years ago
- An end-to-end stock factors mining neural network framework.☆28Updated last year
- 沪深300指数纯因子组合构建☆49Updated 5 years ago