yli188 / WorldQuant_alpha101_codeLinks
Code implementation of the Quantigic 101 Formulaic Alphas
☆543Updated 6 years ago
Alternatives and similar repositories for WorldQuant_alpha101_code
Users that are interested in WorldQuant_alpha101_code are comparing it to the libraries listed below
Sorting:
- Performance analysis of predictive (alpha) stock factors☆441Updated last month
- This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.o…☆543Updated last year
- GPU-accelerated Factors analysis library and Backtester☆703Updated 3 months ago
- alpha101, alpha191, alphalens, backtrader, 量化研究☆326Updated 2 years ago
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆364Updated 6 years ago
- All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.☆725Updated 10 months ago
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆478Updated 2 years ago
- Barra CNE6 因子构建☆303Updated 5 years ago
- This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", publis…☆478Updated 4 years ago
- experiments with pair trading☆307Updated 7 months ago
- 2 books and related source codes for algorithmic trading.☆545Updated last year
- Backtest and live trading in Python☆611Updated last year
- Mining technical factors based on symbolic regression via genetic algorithm☆185Updated 2 years ago
- World Quant 101 alphas的计算和策略化☆280Updated 8 years ago
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆230Updated 3 years ago
- btplotting provides plotting for backtests, optimization results and live data from backtrader.☆365Updated 2 months ago
- Benchmark Dataset of Limit Order Book in China Markets☆207Updated 4 years ago
- This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equ…☆448Updated last year
- 多因子指数增强策略/ 多因子全流程实现☆321Updated last year
- Supplemental Material for Algorithmic Trading and Quantitative Strategies☆291Updated 4 years ago
- Portfolio and risk analytics in Python☆500Updated last month
- ☆407Updated 4 years ago
- Plotting addon for backtrader to support Bokeh (and maybe more)☆494Updated 2 years ago
- ☆108Updated 5 years ago
- ☆313Updated 2 years ago
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆561Updated 5 months ago
- ☆165Updated last year
- ☆180Updated last year
- Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.☆767Updated 6 months ago
- 📈This repo contains detailed notes and multiple projects implemented in Python related to AI and Finance. Follow the blog here: https://…☆378Updated 4 years ago