#Cross-sectional
Showing 2 of 2 repositories tagged #cross-sectional, ranked by stars
initial-d
ml-quant-trading
PyTorch research stack for ML multi-factor trading: 213 factors, bias correction, portfolio optimization, and vectorized backtesting.
Score
100
★ 31
⑂ 14
+1/day
Python
Neural-Finance
Financial_Feature_Engineering_cross_sample
【Framework】Let the neural network 'freely' learn the relationship between different stocks. An intuitive example in quantitative finance, tensorflow 1.3.0.
Score
0
★ 25
⑂ 4
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Python