This repository hosts my reading notes for academic papers.
☆113Jul 26, 2021Updated 5 years ago
Alternatives and similar repositories for awesome-quant-papers
Users that are interested in awesome-quant-papers are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆177May 21, 2023Updated 3 years ago
- an R interface to Refinitv Eikon and Refinitiv DataStream☆12Jul 13, 2026Updated 2 months ago
- Papers for AI + quantitative investment☆144Sep 12, 2024Updated 2 years ago
- 致力于多因子，AI策略，可盈利模型的研究☆12Apr 14, 2023Updated 3 years ago
- Python codes to create firm characteristics and returns pulling from Compustat, CRSP, and IBES through WRDS☆14Mar 1, 2020Updated 6 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- ☆158Updated this week
- Imputing missing stock anomalies data with EM implementation☆15Feb 19, 2024Updated 2 years ago
- 利用Wind API更新周频与月频因子☆12Sep 3, 2019Updated 7 years ago
- Functions to convert (WRDS) SAS data to PostgreSQL, parquet, and CSV☆22Feb 11, 2026Updated 7 months ago
- Financial Prior-Data Fitted Network (regression)☆25Jul 1, 2026Updated 2 months ago
- ☆12Jul 19, 2020Updated 6 years ago
- TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative fin…☆55Jul 13, 2023Updated 3 years ago
- 量化FOF框架☆13Mar 8, 2019Updated 7 years ago
- Python Data Analysis and Financial Calculation☆66Aug 19, 2019Updated 7 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- A repository for machine learning based investment strategies☆28Nov 11, 2019Updated 6 years ago
- repository for accepted paper in BigData 2022 conference☆12Jul 17, 2023Updated 3 years ago
- Replication of "Taming the Factor Zoo: A Test of New Factors (Feng, Giglio, and Xiu, 2020, JF)"☆10Mar 4, 2024Updated 2 years ago
- Stochastic volatility models and their application to Deribit crypro-options exchange☆13Nov 10, 2024Updated last year
- MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)☆51Jan 26, 2023Updated 3 years ago
- https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350138☆153Jul 17, 2021Updated 5 years ago
- Factor Investing Library☆29Nov 12, 2022Updated 3 years ago
- High frequency factors based on order and trade data.☆76Dec 16, 2023Updated 2 years ago
- My codework for my economics undergraduate thesis titled "Empirical Asset Pricing via Deep Learning"☆50Apr 21, 2020Updated 6 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Alpha研究平台☆21Sep 6, 2021Updated 5 years ago
- A python script to create a mapping table between I/B/E/S and Compustat☆18Oct 24, 2019Updated 6 years ago
- https://arxiv.org/abs/1805.01104☆125Dec 2, 2020Updated 5 years ago
- Recurrent Neural Network for predicting Stock Returns☆126Aug 27, 2021Updated 5 years ago
- Enhanced Portfolio Optimization (EPO)☆18Aug 14, 2026Updated last month
- Code release for "Diffusion Variational Autoencoder for Tackling Stochasticity in Multi-Step Regression Stock Price Prediction" https://a…☆107Jul 3, 2024Updated 2 years ago
- alpha投研示例☆96Feb 5, 2026Updated 7 months ago
- ☆40Jun 13, 2023Updated 3 years ago
- Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.☆1,236Jun 4, 2026Updated 3 months ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Python Implementation of the Paper "Attention based dynamic graph neural network for asset pricing" -Published in Global Finance Journal☆14Oct 11, 2023Updated 2 years ago
- Literature survey of order execution strategies implemented in python☆46Jul 24, 2020Updated 6 years ago
- Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"☆1,045Oct 22, 2025Updated 10 months ago
- Unofficial PyTorch implementation of FactorVAE☆21Jun 1, 2023Updated 3 years ago
- ☆76Nov 16, 2022Updated 3 years ago
- 量化机器学习/深度学习模型（Model Zoo）；Alpha 因子（Factor Zoo）； 量化资源以及相关论文代码☆244Jul 24, 2025Updated last year
- Calculate U.S. equity (portfolio) characteristics☆114Aug 9, 2024Updated 2 years ago