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
Sorting:
- 众人的因子回测框架 stock factor test☆26Updated 2 weeks ago
- 基于聚宽平台,探索分钟级的高频交易☆33Updated 4 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆44Updated 5 years ago
- 多因子模型相关☆21Updated 3 years ago
- qlib数据层backend支持pgsql数据库☆12Updated 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。☆39Updated 6 years ago
- 基于基因表达式规划算法的因子挖 掘☆29Updated 3 years ago
- Literature survey of order execution strategies implemented in python☆44Updated 4 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆33Updated 5 years ago
- High frequency factors based on order and trade data.☆50Updated last year
- ☆82Updated 5 months ago
- ☆44Updated 3 months ago
- 多因子选股框架☆22Updated 4 years ago
- ☆31Updated 4 months ago
- Simulator of a basic order book flow and order execution☆18Updated 2 years ago
- Alpha研究平台☆19Updated 3 years ago
- 利用Wind API更新周频与月频因子☆11Updated 5 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 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…☆64Updated 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☆25Updated 2 years ago
- 一些研报的复现☆12Updated 6 years ago
- For Chinese comments, the Finbert model was used to conduct polarity analysis and predict stock price rise☆24Updated 4 years ago
- This repo contains my reimplementation and improvement of DeepLOB model.☆29Updated 4 years ago
- 改进gplearn,主要使用在股票公式挖掘☆94Updated 5 years ago
- lightweight backtester☆29Updated 4 months ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆104Updated 11 months ago
- 沪深300指数增强模型☆82Updated 5 years ago
- implement worldquant 101 alpha for stock alpha strategy☆14Updated 4 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 …☆15Updated 6 years ago
- Stock risk premium prediction via FM/ EXT/ GBDT/ XGB/LBGM. Mengxuan Chen's graduation thesis at WHU.☆14Updated 5 years ago