yutiansut / QAFactor_Alpha101Links
alpha101 的 quantaxis 适配版本
☆48Updated 4 years ago
Alternatives and similar repositories for QAFactor_Alpha101
Users that are interested in QAFactor_Alpha101 are comparing it to the libraries listed below
Sorting:
- QIFI协议下的Account实现☆27Updated 3 years ago
- 沪深300指数增强模型☆82Updated 5 years ago
- backtrader接入国内期货实盘交易☆72Updated 3 years ago
- 沪深300指数纯因子组合构建☆51Updated 6 years ago
- stock☆89Updated 3 years ago
- 基于万矿平台,对alpha101因子进行测试并构造多因子策略☆92Updated 5 years ago
- codegen from expression to others, such as polars, pandas☆124Updated this week
- alpha投研示例☆74Updated last week
- 基于streamlit的因子分析app☆68Updated last month
- CTA_Strategies☆41Updated 7 years ago
- lightweight backtester☆29Updated last week
- 获取经典的量化多因子模型数据☆79Updated 3 years ago
- 期权行情数据获取,包括实时tick数据,分钟数据,k线数据☆44Updated 2 years ago
- ☆37Updated 2 years ago
- Just another backtester☆20Updated 5 months ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆45Updated 5 years ago
- 因子构建、单因子测试☆71Updated 4 years ago
- 计算波动率的六种方法,计算隐含波动率,凤凰期权的定价,编制基于50ETF期权的VIX指数☆123Updated 4 years ago
- Performance analysis of predictive (alpha) stock factors☆30Updated 3 years ago
- ☆194Updated 4 years ago
- factorset: 提供中国A股市场因子集合,包含各类常用及特异因子计算方法,持续更新中。提供轻量级因子计算框架,高可扩展。持续更新中。☆39Updated 7 years ago
- 中国波指的计算☆139Updated 6 years ago
- 改进gplearn,主要使用在股票公式挖掘☆95Updated 5 years ago
- Backtrader量化策略研报复现☆28Updated 3 years ago
- 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
- Demonstrative examples for developing quantitative and systematic strategies☆38Updated last year
- ☆51Updated last year
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆63Updated 7 years ago
- backtrader教程,包括数据、框架、策略及评估☆57Updated 3 years ago
- 基于vnpy的ctp接口,保存资金、持仓、委托、未成交信息到本地☆38Updated 6 years ago