GitPlanet

Cheap and reliable Node.js hosting starts at $3/month, and $1/month static HTML hosting

Created with love in Canada, visit hostnodejs.com today

Feel like to post an Ad? Learn Details
All Projects → alpha-miner → Alpha Mind

alpha-miner / Alpha Mind

Licence: mit
quantitative security portfolio analysis. The analysis pipeline including data storage abstraction, alpha calculation, ML based alpha combining and portfolio calculation.

Labels

jupyter-notebooklinuxwindowsmathfinanceportfoliostockstock-marketquantitative-financealpha

Projects that are alternatives of or similar to Alpha Mind

AIPortfolio
Use AI to generate a optimized stock portfolio
Stars: ✭ 28 (-83.63%)
Mutual labels:  portfolio, finance, stock, stock-market
Beibo
🤖 Predict the stock market with AI 用AI预测股票市场
Stars: ✭ 46 (-73.1%)
Mutual labels:  finance, stock, stock-market, quantitative-finance
Pyportfolioopt
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
Stars: ✭ 2,502 (+1363.16%)
Mutual labels:  jupyter-notebook, finance, quantitative-finance
Algotrader
Simple algorithmic stock and option trading for Node.js.
Stars: ✭ 468 (+173.68%)
Mutual labels:  portfolio, stock, stock-market
Stock analysis for quant
Different Types of Stock Analysis in Python, R, Matlab, Excel, Power BI
Stars: ✭ 525 (+207.02%)
Mutual labels:  jupyter-notebook, stock-market, quantitative-finance
okama
Investment portfolio and stocks analyzing tools for Python with free historical data
Stars: ✭ 87 (-49.12%)
Mutual labels:  portfolio, finance, quantitative-finance
stocki
The CLI for fetching stock market data
Stars: ✭ 32 (-81.29%)
Mutual labels:  finance, stock, stock-market
Quantdom
Python-based framework for backtesting trading strategies & analyzing financial markets [GUI ]
Stars: ✭ 449 (+162.57%)
Mutual labels:  finance, stock-market, quantitative-finance
Stock2vec
Variational Reccurrent Autoencoder for Embedding stocks to vectors based on the price history
Stars: ✭ 30 (-82.46%)
Mutual labels:  jupyter-notebook, finance, stock
Portbalance
Determine optimal rebalancing of a passive stock portfolio.
Stars: ✭ 31 (-81.87%)
Mutual labels:  finance, stock, quantitative-finance
Pandas Ta
Technical Analysis Indicators - Pandas TA is an easy to use Python 3 Pandas Extension with 130+ Indicators
Stars: ✭ 962 (+462.57%)
Mutual labels:  jupyter-notebook, finance, stock-market
stock-market-scraper
Scraps historical stock market data from Yahoo Finance (https://finance.yahoo.com/)
Stars: ✭ 110 (-35.67%)
Mutual labels:  finance, stock, stock-market
Bulbea
🐗 🐻 Deep Learning based Python Library for Stock Market Prediction and Modelling
Stars: ✭ 1,585 (+826.9%)
Mutual labels:  finance, stock-market, quantitative-finance
trading sim
📈📆 Backtest trading strategies concurrently using historical chart data from various financial exchanges.
Stars: ✭ 21 (-87.72%)
Mutual labels:  finance, stock, stock-market
open-climate-investing
Application and data for analyzing and structuring portfolios for climate investing.
Stars: ✭ 20 (-88.3%)
Mutual labels:  finance, stock, stock-market
web trader
📊 Python Flask game that consolidates data from Nasdaq, allowing the user to practice buying and selling stocks.
Stars: ✭ 21 (-87.72%)
Mutual labels:  finance, stock, stock-market
fhub
Python client for Finnhub API
Stars: ✭ 31 (-81.87%)
Mutual labels:  finance, stock-market, quantitative-finance
wallstreet
Stock Quotes and Charts for the Terminal
Stars: ✭ 75 (-56.14%)
Mutual labels:  finance, stock, stock-market
Research
Notebooks based on financial machine learning.
Stars: ✭ 714 (+317.54%)
Mutual labels:  jupyter-notebook, finance, quantitative-finance
Zvt
modular quant framework.
Stars: ✭ 1,801 (+953.22%)
Mutual labels:  stock, stock-market, quantitative-finance
View All Similar Projects ➔

Alpha - Mind

Python version
Build Status travis build status
Coverage coverage

Alpha - Mind 是基于 Python 开发的股票多因子研究框架。

TODO list

alpha-mind的开发经过长期的暂停之后，将重启。下面的列表会给出一组现在规划中的功能或者改进：

  • [x] 增加对于数据后端MySQL的支持；
  • [ ] 增加对于数据后端CSV文件的支持，并且提供一份样例文件供用户测试使用；
  • [x] 删除所有的c++相关代码，方便alpha-mind的安装；
  • [x] 在windows以及linux平台提供可以直接pip安装的安装包；
  • [ ] 完整的文档；
  • [ ] alpha模型增加超参数调优的功能；
  • [ ] alpha模型增加多期预测能力；
  • [ ] 优化器增加多期优化的能力。

依赖

该项目主要有两个主要的github外部依赖：

这两个库都可以直接使用pip进行安装。

功能

alpha - mind 提供了多因子研究中常用的工具链，包括：

  • 数据清洗
  • alpha 模型
  • 风险模型
  • 组合优化
  • 执行器

所有的模块都设计了完整的测试用例以尽可能保证正确性。同时，所有的数值模型开发中都对性能给予了足够高的关注，参考了优秀的第三方工具以保证性能：

  • numpy
  • numba
  • cvxopt
  • cvxpy
  • pandas
  • scipy

安装

安装需要直接clone或者下载源代码安装，具体流程为：

克隆项目到本地

$ git clone https://github.com/alpha-miner/alpha-mind.git

然后直接使用一下命令安装

$ python setup.py install

使用Docker运行

  1. docker build -t alpha-mind:latest -f Dockerfile .

  2. docker run -it -p 8080:8080 --name alpha-mind alpha-mind

提示

环境变量的配置在./entrypoint.sh中，包括：

  • DB_VENDOR: 如果使用mysql，请设置为rl;
  • DB_URI: 数据库的连接串。
  • FACTOR_TABLES: 使用的因子表
Note that the project description data, including the texts, logos, images, and/or trademarks, for each open source project belongs to its rightful owner. If you wish to add or remove any projects, please contact us at [email protected].