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ailabx

AI量化投资实验室,专注将前沿人工智能技术(机器学习、深度学习、强化学习、遗传算法、图计算、知识图谱等)应用于金融量化投资。

金融投资领域是高度信息密集型,而且信息相对结构化,照理讲是最适合机器计算的领域。可是,当前投资仍然处于“刀耕火种”的年代,有人忙于调研,读报表;有人忙于盯盘,画线条。 alphago master登顶围棋之巅都过去五年之久了,算法、算力日新月异的发展,不应该是当前这个样子。

尽管金融数据低“信噪比”,也不要指望打造一台永动机。

但请相信一句话就是:

No man is better than a machine, but no machine is better than a man with a machine!

让机器辅助我们投资,将无往而不利。

按照个人积极参与主动决策的程度,把投资分成三个层次:

  • 一、全天候大类资产配置。 被动管理,很少参与。在坐好资产后长期持续,只做一些被动再平衡的操作;
  • 二、战术资产配置。 关注宏观层面大的周期,在周期偏好的资产上持有更多的仓位。
  • 三、择时 积极判断市场方向,期望做到“低买高卖”。

这三个层次,从上到下,越来越不确定,越来越难,风险也越来越高。当然如果做好,收益也是越来越大。

建议普通人都从第一层次做起,比较容易做到从理财往投资过渡。

但是很遗憾,大部分人一上手就是冲着第三层次来的,“追涨杀跌”却常常做错方向,最终成为韭菜。

图片

项目说明

传统的量化投资,使用技术指标比如均值,MACD,RSI,KDJ等以及它们的线性变种来产生信号。 有几个缺点:

一则这是线性的,

二是参数全凭经验,没有调优的过程,

三是规则是静态的,无法根据市场变化自主进化。

我们的目标,是把前沿人工智能技术,包括机器学习,深度学习,深度强化学习,知识图谱,时间序列分析等技术应用于金融大数据挖掘, 更好的赋能量化投资。

金融数据的低信噪比,让这件事情变更很难,

难,才有意思。

“积木式”回测引擎

algo_list_rolling = [

    SelectFix(instruments=['sh000300', 'sh000905', 'sz399006']),

    SelectBySignal(signal_buy='to_buy', signal_sell='to_sell'),

    SelectTopK(K=1,col='五日动量'),

    WeightEqually()
]

开发环境与安装部署

python3.7

直接git或者下载源码包,安装相关依赖,然后运行main.py即可。

git clone https://github.com/ailabx/ailabx.git

cd ailabx

pip install -r requirements.txt

python main.py

联系我们

也可以关注微信公众号:七年实现财富自由(ailabx)。 持续分享我的 七年实现财务自由 实盘及逻辑。 投资理财前沿观察与思考。

WAI

有任何问题,可以到知识星球——AI量化投资实验室 找我,每天都在。

持续分享前沿人工智能技术如何赋能金融投资,并找到一帮志同道合的朋友!

WAI

ailabx's Projects

ailabx icon ailabx

AI量化实验室,专注将前沿人工智能技术(深度学习/强化学习/知识图谱)应用于金融量化投资。

backtrader icon backtrader

Python Backtesting library for trading strategies

chinese-annotator icon chinese-annotator

Annotator for Chinese Text Corpus (UNDER DEVELOPMENT) 中文文本标注工具

dagster icon dagster

An orchestration platform for the development, production, and observation of data assets.

deepnlp icon deepnlp

Deep Learning NLP Pipeline implemented on Tensorflow

elasticsearch-rtf icon elasticsearch-rtf

elasticsearch中文发行版,针对中文集成了相关插件,方便新手学习测试.

gym-trading icon gym-trading

Environment for reinforcement-learning algorithmic trading models

intro_ds icon intro_ds

Code to accompany Mastering Data Science from PT press

pytorch icon pytorch

Tensors and Dynamic neural networks in Python with strong GPU acceleration

pytorch-nlp icon pytorch-nlp

Supporting Rapid Prototyping with a Toolkit (incl. Datasets and Neural Network Layers)

qlib icon qlib

Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment. With Qlib, you can easily try your ideas to create better Quant investment strategies.

snorkel icon snorkel

A system for quickly generating training data with weak supervision

wolfquant icon wolfquant

重新造轮子构建投资组合框架,当前先对接期货的交易接口。

zipline icon zipline

Zipline, a Pythonic Algorithmic Trading Library

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