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Fried Li's Projects

ai_quant_trade icon ai_quant_trade

股票AI操盘手:从学习、模拟到实盘,一站式平台。包含股票知识、策略实例、因子挖掘、传统策略、机器学习、深度学习、强化学习、图网络、高频交易、C++部署和聚宽实例代码等,可以方便学习、模拟及实盘交易

alphasickle icon alphasickle

多因子指数增强策略/多因子全流程实现

barra_risk icon barra_risk

A risk evaluation program that follows BARRA's CNE6 and USE4 risk model to predict the risk and distribution of factors in a portfolio. Created by Rosemary He Sept. 2019, under Zhiqiang Zhang.

jaqs-fxdayu icon jaqs-fxdayu

jaqs-fxdayu:股票多因子策略研究和分析框架jaqs拓展包

machine-learning-algorithm icon machine-learning-algorithm

:star2:【Numpy 手写实现】SVM 支持向量机 | KNN K近邻 | Kmeans | Logistic Regression 逻辑回归 | Maximum Entropy 最大熵 | Naive Bayes 朴素贝叶斯 | Perception 感知机 | Decision Tree 决策树 | Random Forest 随机森林 | DBDT | GDA 高斯判别分析 | PCA 主成分分析 | LDA 线性判别分析

pandoratrader icon pandoratrader

高频量化交易平台 C++ Trade Platform for quant developer

purevolatility icon purevolatility

复刻东吴证券《“波动率选股因子”系列研究(一):寻找特质波动率中的纯真信息——剔除跨期截面相关性的纯真波动率因子》

tidibei icon tidibei

基于机器学习方法构建多因子选股模型:RandomForest, GBDT, Adaboots, xgboost,MLP, Linear Model, LSTM

use-gplearn-to-generate-cta-factor icon use-gplearn-to-generate-cta-factor

本文通过gplearn模型,结合遗传算法中的遗传规划方法生成因子。这里因子生成基于simple-backtest中的简单回测系统,主要针对股指期货操作。

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