yli188 / WorldQuant_alpha101_code
Code implementation of the Quantigic 101 Formulaic Alphas
☆485Updated 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
- Performance analysis of predictive (alpha) stock factors☆381Updated 6 months ago
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆356Updated 6 years ago
- GPU-accelerated Factors analysis library and Backtester☆680Updated last year
- This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.o…☆512Updated last year
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆930Updated last year
- alpha101, alpha191, alphalens, backtrader, 量化研究☆272Updated last year
- All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.☆692Updated 6 months ago
- ☆387Updated 4 years ago
- experiments with pair trading☆284Updated 3 months ago
- This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equ…☆374Updated last year
- Portfolio and risk analytics in Python☆443Updated 6 months ago
- Barra CNE6 因子构建☆283Updated 5 years ago
- Quantitative finance research tools in Python☆417Updated 2 years ago
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆564Updated 2 weeks ago
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆415Updated 2 years ago
- 2 books and related source codes for algorithmic trading.☆489Updated 9 months ago
- World Quant 101 alphas的计算和策略化☆257Updated 8 years ago
- ☆287Updated last year
- Benchmark Dataset of Limit Order Book in China Markets☆200Updated 4 years ago
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆527Updated 2 months ago
- Avellaneda-Stoikov HFT market making algorithm implementation☆504Updated last year
- Backtest and live trading in Python☆583Updated 9 months ago
- Mining technical factors based on symbolic regression via genetic algorithm☆174Updated last year
- 📈This repo contains detailed notes and multiple projects implemented in Python related to AI and Finance. Follow the blog here: https://…☆363Updated 4 years ago
- High Frequency Market Making☆526Updated last year
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆294Updated this week
- Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.☆658Updated 3 months ago
- 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。☆120Updated last year
- PyTrendFollow - systematic futures trading using trend following☆396Updated 6 years ago
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆208Updated 2 years ago