ffRunKey's repositories
A-stock-prediction-algorithm-based-on-machine-learning
(陆续更新)重新整理过的基于机器学习的股票价格预测算法,里面包含了基本的回测系统以及各种不同的机器学习算法的股票价格预测,包含:LSTM算法、Prophet算法、AutoARIMA、朴素贝叶斯、SVM等
abu_ml
机器学习技术研究室——by阿布量化小组
alpha-1
因子构建、单因子测试
Barra_CNE6
Barra CNE6 因子构建
contact
Add user contact information for Flarum
DevilYuan
DevilYuan股票量化系统
Empirical_asset_pricing_via_boosting
Stock risk premium prediction via FM/ EXT/ GBDT/ XGB/LBGM. Mengxuan Chen's graduation thesis at WHU.
factor-test
some code
factorset
factorset: 提供**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。
funcat
Funcat 将同花顺、通达信、文华财经麦语言等的公式写法移植到了 Python 中。
gplearn_stock
改进gplearn,主要使用在股票公式挖掘
jaqs-fxdayu
jaqs-fxdayu:股票多因子策略研究和分析框架jaqs拓展包
LightGBM-Quant-Model
LightGBM Baseline Model for Quantitative Trading using Stock Market Data
LookingForQuantStar
机器学习量化交易
OptionBackTest
from for/if/else to my first option back-test function
pyLinearRegression
Linear Regression (OLS) in python
QFactorModel
基于QFactor模型的A股实证研究
Timing-Strategy-of-Stock-Trading
Stock trading using timing strategy (股票的择时交易): mainly use short & long moving average of stock price and also analyze the performance of this strategy.
TrendBreakerPL_PSO_backtrader
Particle swarm optimization (PSO) in algorithmic trading example using Backtrader backtesting framework.
Wind_Python
量化开发 多因子选股模型