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Performance analysis of predictive (alpha) stock factors

Python 298 68 Updated Sep 26, 2024

Performance analysis of predictive (alpha) stock factors

Jupyter Notebook 29 12 Updated Nov 22, 2021

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

Jupyter Notebook 2 3 Updated Apr 9, 2020

Fluxion is a remake of linset by vk496 with less bugs and enhanced functionality.

Shell 1 Updated Feb 3, 2018