alpha101, alpha191, alphalens, backtrader, 量化研究
-
Updated
Apr 14, 2023 - Jupyter Notebook
#
alphalens
Here are 4 public repositories matching this topic...
Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial engineering report. Steps include factor data collection and preprocessing, factor combination, portfolio optimization and risk return analysis.
-
Updated
Oct 11, 2022 - Jupyter Notebook
📈This repo describes a framework that leverages sentiment stability of a financial 10-K report as the trading signal (alpha factor)
portfolio
sharpe-ratio
cosine-similarity
factor-returns
alpha-factors
nlp-analysis
factor-data
alphalens
turnover-analysis
factor-rank-autocorrelation
-
Updated
Dec 4, 2020 - Jupyter Notebook
📈This repo describes a framework that leverages sentiment stability of a financial 10-K report as the trading signal (alpha factor)
sharpe-ratio
cosine-similarity
factor-returns
alpha-factors
portfolo
nlp-analysis
factor-data
alphalens
turnover-analysis
factor-rank-autocorrelation
-
Updated
Jun 22, 2022 - Jupyter Notebook
Improve this page
Add a description, image, and links to the alphalens topic page so that developers can more easily learn about it.
Add this topic to your repo
To associate your repository with the alphalens topic, visit your repo's landing page and select "manage topics."