本项目目前包括:
QUANT-RESOURCES:
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Awesome-quant awesome-quant
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Awesome-quant(Chinese) awesome-quant
PAPERS AND MODELS:
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Time-Series Works and Conferences Time-Series-Works-Conferences
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Time Series Library TSlib
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DDG-DA: Data Distribution Generation for Predictable Concept Drift Adaptation DDG-DA
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Awesome Time Series Forecasting/Prediction Papers TSFpaper
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Temporal 2D-Variation Modeling for General Time Series Analysis TimesNet
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A Survey on Time-Series Pre-Trained Models time-series-ptms
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Pytorch Transformer based Time Series Models transformer-ts
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Generating Synergistic Formulaic Alpha Collections via Reinforcement Learning alphagen
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Awesome-GNN4TS awesome-gnn4ts
FACTOR | 表达式 | IC均值 | ICIR | IC>0占比 | |IC|>0.03占比 | 多头组年化收益 | 多空年化收益 |
---|---|---|---|---|---|---|---|
Alpha0 |
UPDATING...
欢迎交流