Alternatives and similar repositories for ML-AC

Users that are interested in ML-AC are comparing it to the libraries listed below

• ryanluoli1 / AlphaNet
  An end-to-end stock factors mining neural network framework.
  ☆44Updated 2 years ago
• dkl0707 / factor_backtest
  因子回测框架
  ☆127Updated 2 years ago
• jeremy-feng / high-frequency-factors
  High frequency factors based on order and trade data.
  ☆60Updated last year
• 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。
  ☆131Updated last year
• 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
  ☆61Updated last year
• jeremy-feng / AlphaNet
  Stock factor mining with CNN and GRU.
  ☆64Updated 2 years ago
• Jensenberg / multi-factor
  因子构建、单因子测试
  ☆71Updated 4 years ago
• UePG-21 / gpquant
  Mining technical factors based on symbolic regression via genetic algorithm
  ☆190Updated 2 years ago
• 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
  ☆92Updated 6 years 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
  ☆30Updated 2 years ago
• AlfredCYL / gplearn_cross_factor
  Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …
  ☆34Updated last year
• RichardS0268 / CNN-for-Trading
  Reimplementation of Paper: (Re-)Imag(in)ing Price Trends
  ☆63Updated last year
• coamo2 / Barra
  Barra Multifactor Model
  ☆146Updated 5 years ago
• xic18 / High-frequency-prediction-of-stock-returns
  High frequency prediction of Chinese stock returns. Orderbook data generation. High frequency factors construction.
  ☆17Updated 2 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
  ☆35Updated 2 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…
  ☆67Updated 4 years ago
• ShiliangZhang-nku / Barra_CNE6
  Barra CNE6 因子构建
  ☆312Updated 5 years ago
• jiangtiantu / FactorMining
  基于基因表达式规划算法的因子挖掘
  ☆31Updated 3 years ago
• WHUFT / ML-Quantamental
  Machine Learning-Driven Quantamental Investing
  ☆135Updated 5 years ago
• RichardS0268 / Autoencoder-Asset-Pricing-Models
  Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)
  ☆96Updated 2 weeks ago
• DulyHao / AlphaForge
  Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors
  ☆268Updated last year
• AutoAlpha2022 / AutoAlpha
  通过遗传算法、强化学习来自动选择高频因子
  ☆23Updated 2 years ago
• Tingqin-D / basic_codes_for_quant
  ☆60Updated last year
• lc-sysbs / alpha101-new
  基于华泰研报对原alpha101代码进行简化和拓展
  ☆46Updated 5 years ago
• han14466 / gplearn_stock_dataframe
  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。
  ☆19Updated last year
• YuminQuant / YuminQuant
  Backtest Framework designed by YuminQuant&Yumin.
  ☆18Updated last year
• Quant132 / BackTrader_Multifactors
  BackTrader多因子回测框架 （Multi-factors backtesting framework for BackTrader）
  ☆120Updated 3 years ago
• QuantNi / Quant-Report
  ☆174Updated 2 years ago
• etccapital / MultiFactor
  Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …
  ☆64Updated 2 years ago
• changshun / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆65Updated 7 years ago