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.
  ☆50Updated 2 years ago
• dkl0707 / factor_backtest
  因子回测框架
  ☆140Updated 2 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。
  ☆140Updated 2 years ago
• jeremy-feng / AlphaNet
  Stock factor mining with CNN and GRU.
  ☆71Updated 3 years ago
• RichardS0268 / CNN-for-Trading
  Reimplementation of Paper: (Re-)Imag(in)ing Price Trends
  ☆68Updated 3 months ago
• RichardS0268 / Autoencoder-Asset-Pricing-Models
  Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)
  ☆136Updated 4 months ago
• coamo2 / Barra
  Barra Multifactor Model
  ☆159Updated 5 years ago
• 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
  ☆65Updated 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
  ☆95Updated 6 years ago
• UePG-21 / gpquant
  Mining technical factors based on symbolic regression via genetic algorithm
  ☆208Updated 2 years ago
• Jensenberg / multi-factor
  因子构建、单因子测试
  ☆72Updated 4 years ago
• WHUFT / ML-Quantamental
  Machine Learning-Driven Quantamental Investing
  ☆141Updated 5 years ago
• mangoquant / Barra
  计算Barra因子及其收益率
  ☆13Updated 3 years ago
• jeremy-feng / high-frequency-factors
  High frequency factors based on order and trade data.
  ☆70Updated 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
  ☆38Updated 3 years ago
• UePG-21 / Barra-risk-model
  Implemented some mathematical processings used in the Barra risk model
  ☆35Updated 2 years ago
• ShiliangZhang-nku / Barra_CNE6
  Barra CNE6 因子构建
  ☆345Updated 5 years ago
• Tingqin-D / basic_codes_for_quant
  ☆60Updated 2 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
  ☆31Updated 2 years ago
• Jincheng-Gong / convertible_bond_pricing
  convertible bond pricing project based on Monte Carlo simulation
  ☆16Updated 2 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。
  ☆21Updated last year
• DulyHao / AlphaForge
  Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors
  ☆327Updated last year
• AlfredCYL / gplearn_cross_factor
  Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …
  ☆35Updated last year
• 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…
  ☆75Updated 5 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。
  ☆154Updated 2 years ago
• changshun / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆70Updated 8 years ago
• lc-sysbs / alpha101-new
  基于华泰研报对原alpha101代码进行简化和拓展
  ☆47Updated 5 years ago
• 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…
  ☆152Updated 5 years ago
• nutquant / QuantCode
  分享量化投资相关的论文，代码和代码复现。
  ☆85Updated 2 years ago
• x35f / alpha2
  pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"
  ☆165Updated last year