Code Monkey home page Code Monkey logo

gplearn_finiance_stock_futures_extension's Introduction

GPlearn_finiance_stock_futures_extension

This is the application of GPlearn's symbolic transformer on a commodity futures sector of the financial market. More specifically, this is an implementation that uses the GPlearn's symbolic transformer to find the alpha factors of the PTA futures contract listed in the Zhengzhou Commodity exchange located in China. Although this implementation has successfully found some alpha factors that have some ability to predict, there is always risk involved in any kind of financial trading.

The definiation and related resources surrounding GPlearn and alpha factors are also included in the notebook.

Be cautious while trading.
Be cautious while trading.
Be cautious while trading.
Be cautious while trading.

gplearn_finiance_stock_futures_extension's People

Contributors

chengwei-wang-ucsc avatar

Recommend Projects

  • React photo React

    A declarative, efficient, and flexible JavaScript library for building user interfaces.

  • Vue.js photo Vue.js

    ๐Ÿ–– Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.

  • Typescript photo Typescript

    TypeScript is a superset of JavaScript that compiles to clean JavaScript output.

  • TensorFlow photo TensorFlow

    An Open Source Machine Learning Framework for Everyone

  • Django photo Django

    The Web framework for perfectionists with deadlines.

  • D3 photo D3

    Bring data to life with SVG, Canvas and HTML. ๐Ÿ“Š๐Ÿ“ˆ๐ŸŽ‰

Recommend Topics

  • javascript

    JavaScript (JS) is a lightweight interpreted programming language with first-class functions.

  • web

    Some thing interesting about web. New door for the world.

  • server

    A server is a program made to process requests and deliver data to clients.

  • Machine learning

    Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.

  • Game

    Some thing interesting about game, make everyone happy.

Recommend Org

  • Facebook photo Facebook

    We are working to build community through open source technology. NB: members must have two-factor auth.

  • Microsoft photo Microsoft

    Open source projects and samples from Microsoft.

  • Google photo Google

    Google โค๏ธ Open Source for everyone.

  • D3 photo D3

    Data-Driven Documents codes.