https://github.com/Morgansy/Genetic-Alpha

A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy
https://github.com/Morgansy/Genetic-Alpha

Last synced: 7 months ago
JSON representation

A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy

• Host: GitHub
• URL: https://github.com/Morgansy/Genetic-Alpha
• Owner: Morgansy
• Created: 2020-12-23T01:09:15.000Z (almost 5 years ago)
• Default Branch: main
• Last Pushed: 2020-12-23T07:19:17.000Z (almost 5 years ago)
• Last Synced: 2024-11-02T20:32:57.337Z (about 1 year ago)
• Language: Python
• Size: 61.5 KB
• Stars: 55
• Watchers: 1
• Forks: 19
• Open Issues: 1

Awesome Lists containing this project

• awesome-systematic-trading - Genetic-Alpha - A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy (Alpha Collections / Expression based alpha)