Alternatives and similar repositories for FactorBackTest:

Users that are interested in FactorBackTest are comparing it to the libraries listed below

• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆21Updated 3 years ago
• creacentblue / industry_rotation
  一些研报的复现
  ☆12Updated 6 years ago
• eiahb3838ya / AlphaSignalFromMachineLearning
  ☆15Updated 3 years ago
• xiaotfeng / SecuritySelect
  多因子选股框架
  ☆22Updated 4 years ago
• wuboyuan / multi-factor-model
  量化研究-多因子模型
  ☆20Updated last year
• lc-sysbs / alpha101-new
  基于华泰研报对原alpha101代码进行简化和拓展
  ☆44Updated 5 years ago
• eiahb3838ya / PHBS_ML_for_quant_project
  ☆20Updated 4 years ago
• chichihua / Multi-Factor-Model
  Multi-Factor model with regression method
  ☆9Updated 6 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。
  ☆18Updated last year
• YuminQuant / YuminQuant
  Backtest Framework designed by YuminQuant&Yumin.
  ☆17Updated 8 months ago
• STHSF / MultiFactors
  基于机器学习的多因子研究框架
  ☆14Updated 4 years ago
• tryggviy / barra_model
  This is an internship project aiming to make Attribution Analysis for general equity funds in China market
  ☆14Updated 6 years ago
• szy1900 / autoAlpha
  The source code for the paper
  ☆21Updated last year
• jiangtiantu / FactorMining
  基于基因表达式规划算法的因子挖掘
  ☆29Updated 3 years ago
• jeremy-feng / high-frequency-factors
  High frequency factors based on order and trade data.
  ☆49Updated last year
• dkl0707 / SnowballPricing
  雪球结构产品定价
  ☆29Updated 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…
  ☆64Updated 4 years ago
• chen-001 / pure_ocean_breeze
  众人的因子回测框架 stock factor test
  ☆26Updated last week
• etccapital / MultiFactor
  Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …
  ☆63Updated 2 years ago
• NikoLee18 / silly_HOHMM
  A Higher-order HMM with EM algo.
  ☆16Updated 3 years ago
• AnsonCHOWcm / PairTrading_Copula_Backtrader
  This trading strategy deploy the copula model to define the divergence of two correlated asset. The backtesting system is built on backtr…
  ☆22Updated 2 years ago
• yuba316 / SABR_Volatility_Arbitrage
  A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model
  ☆24Updated 2 years ago
• linusqzdeng / backtesting
  Backtrader量化策略研报复现
  ☆28Updated 3 years ago
• ShiliangZhang-nku / factor_update
  利用Wind API更新周频与月频因子
  ☆11Updated 5 years ago
• lc-sysbs / High-Frequency-Trading
  基于聚宽平台，探索分钟级的高频交易
  ☆33Updated 4 years ago
• changshun / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆63Updated 7 years ago
• anthonyng2 / Time-Series-Momentum
  ☆18Updated 8 years ago
• Zhehao97 / RiskParityFactorModel
  Risk Parity and Factors Model on multi asseet management
  ☆22Updated 4 years ago
• ppoak / quool
  Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…
  ☆13Updated last week
• 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
  ☆33Updated 2 years ago