xueyongtu / ML-AC

Related projects: ⓘ

• ACEACEjasonhuang / gplearnplus
  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
  ☆50Updated 7 months ago
• dkl0707 / factor_backtest
  因子回测框架
  ☆85Updated last year
• lc-sysbs / alpha101
  基于万矿平台，对alpha101因子进行测试并构造多因子策略
  ☆82Updated 5 years ago
• wjsbjl / use-gplearn-to-generate-CTA-factor
  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。
  ☆99Updated 8 months ago
• Constantineople / Assignment1
  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
  ☆15Updated last year
• fangshi1991 / gplearn_stock
  改进gplearn,主要使用在股票公式挖掘
  ☆89Updated 4 years ago
• UePG-21 / gpquant
  Mining technical factors based on symbolic regression via genetic algorithm
  ☆149Updated last year
• AlfredCYL / gplearn_cross_factor
  Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …
  ☆26Updated 3 weeks ago
• ryanluoli1 / AlphaNet
  An end-to-end stock factors mining neural network framework.
  ☆17Updated last year
• Jensenberg / multi-factor
  因子构建、单因子测试
  ☆66Updated 3 years ago
• changshun / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆62Updated 6 years ago
• sqc-cser / HTSC_Stock_RL
  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
  ☆26Updated last year
• jeremy-feng / high-frequency-factors
  High frequency factors based on order and trade data.
  ☆30Updated 9 months ago
• coamo2 / Barra
  Barra Multifactor Model
  ☆132Updated 4 years ago
• rosie068 / BARRA_risk
  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…
  ☆54Updated 3 years ago
• QuantNi / Quant-Report
  ☆122Updated last year
• htdai / Campisi-Fixed-Income-Performance-Attribution-Model
  Campisi纯债型基金业绩归因模型程序，适用于中国市场，需要有Wind的API接口权限
  ☆38Updated last year
• QuantNi / Quant_Strategy
  Quant_Strategy
  ☆24Updated last year
• lc-sysbs / alpha101-new
  基于华泰研报对原alpha101代码进行简化和拓展
  ☆39Updated 4 years ago
• WHUFT / ML-Quantamental
  Machine Learning-Driven Quantamental Investing
  ☆114Updated 4 years ago
• Quant132 / BackTrader_Multifactors
  BackTrader多因子回测框架 （Multi-factors backtesting framework for BackTrader）
  ☆85Updated 2 years ago
• dayzorro / GPLearnFinance3D
  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。
  ☆106Updated last year
• UePG-21 / Barra-risk-model
  Implemented some mathematical processings used in the Barra risk model
  ☆20Updated last year
• ShiliangZhang-nku / Barra_CNE6
  Barra CNE6 因子构建
  ☆242Updated 4 years ago
• Morgansy / Genetic-Alpha
  A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy
  ☆54Updated 3 years ago
• YuminQuant / YuminQuant
  Backtest Framework designed by YuminQuant&Yumin.
  ☆9Updated last month
• jrothschild33 / Black-Litterman-Model
  使用Python复现Black-Litterman模型。Black-Litterman模型创造性地采用贝叶斯方法将投资者对预期收益的主观看法与资产的市场均衡收益相结合，有效地解决了Markowitz均值-方差模型中投资者难以准确估计各个投资品种预期收益率、以及其权重对预期收…
  ☆127Updated 4 years ago
• AutoAlpha2022 / AutoAlpha
  通过遗传算法、强化学习来自动选择高频因子
  ☆23Updated last year
• UePG-21 / facvae
  ☆20Updated this week
• teal0range / FF5
  一个基于中国市场的Fama-French五因子实证研究
  ☆31Updated 2 years ago