Fred-LHH's starred repositories
worldquant-brain-simulator
This is a simulator to help with backtesting your alphas offline for platform WorldQuant Brain
feature-engineering-tutorials
Data Science Feature Engineering and Selection Tutorials
feature-selection-for-machine-learning
Code repository for the online course Feature Selection for Machine Learning
FeatureSelectionGA
Feature Selection using Genetic Algorithm (DEAP Framework)
scikit-feature
open-source feature selection repository in python
Feature-Selection
Features selector based on the self selected-algorithm, loss function and validation method
feature-engineering-and-feature-selection
A Guide for Feature Engineering and Feature Selection, with implementations and examples in Python.
Feature_Selection
SFS, RFE, RandomForest, Lasso regression
-Star2-Multi-Factor-Selection-Mode
Apply machine learning algorithms in the financial market. Ensemble Model, including XGBoost, LightGBM, CNN, ResNet and LSTM.
equity-risk-model
Attribution and optimisation using a multi-factor equity risk model.
Multitask-Stockformer
A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network
QuantiveTrading
一个开源的量化交易项目。使用python（jupyter）
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。
gplearnplus
升级后的gplearn， 支持包含时序和截面参数的自定义函数，例如均线
GPLearnFinance3D
对GPLearn完成了三维改造，并且增加了IC,IR,RankIC等指标，增加了样本内样本外的数据保存，增加了基于IC追踪所有generation中符合要求的因子并保存的功能。
DEAP-alpha-learner
Alpha mining with DEAP-based genetic programming.
Houfang-Cup
首届厚方杯二等奖方案重制版
cvxportfolio
Portfolio optimization and back-testing.
cnn-lstm-bilstm-deepcnn-clstm-in-pytorch
In PyTorch Learing Neural Networks Likes CNN、BiLSTM
Machine-Learning-Tutorials
machine learning and deep learning tutorials, articles and other resources