本项目目前包括:

MODEL ZOO 结果

FACTOR ZOO : TOTAL 1049 FACTORS NOW

量价因子

• 振幅
• 标准差
• 高阶矩
• 成交占比
• 流动性
• 量价相关系数
• 极值信息
• 券商因子复现

• QuantML-Qlib LLM | GPT-4o复现因子计算代码

• QuantML-QlibDB | Clickhouse 行情存储与读取方案

• QuantML-Qlib开发版 | AAAI最佳论文Informer用于金融市场预测【附代码】

• QuantML-Qlib开发版 | MoE混合专家系统用于提升Transformer表现【附代码】

• 券商研报因子复现及表现研究

• AAAI-2024 | MASTER 结合市场信息的自动特征选择的股票预测模型,25%年化收益,附代码

• AAAI-23 | PEN: 可解释的结合新闻及社交媒体文本数据的股票预测神经网络模型

• AAAI-24 | EarnHFT:针对高频交易的分层强化学习(RL)框架

MORE: 公众号QuantML

模型,因子相关论文及代码发布地址

• Awesome-quant awesome-quant

• Awesome-quant(Chinese) awesome-quant
  

• Time-Series Works and Conferences Time-Series-Works-Conferences

• Time Series Library TSlib

• DDG-DA: Data Distribution Generation for Predictable Concept Drift Adaptation DDG-DA

• Awesome Time Series Forecasting/Prediction Papers TSFpaper

• Temporal 2D-Variation Modeling for General Time Series Analysis TimesNet

• A Survey on Time-Series Pre-Trained Models time-series-ptms

• Pytorch Transformer based Time Series Models transformer-ts

• Generating Synergistic Formulaic Alpha Collections via Reinforcement Learning alphagen

• Awesome-GNN4TS awesome-gnn4ts

• MASTER: Market-Guided Stock Transformer for Stock Price Forecasting MASTER