#Multi-factor-model

Showing 1 of 1 repositories tagged #multi-factor-model, ranked by stars

ml-quant-trading

PyTorch research stack for ML multi-factor trading: 213 factors, bias correction, portfolio optimization, and vectorized backtesting.

★ 31 ⑂ 14 +1/day

Related Topics

#a-shares #algorithmic-trading #alpha-factors #backtesting #china-stock-market #cross-sectional #data-augmentation #deep-learning #factor-investing #gpu-computing #machine-learning #portfolio-optimization