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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: about 2 months ago
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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 (over 3 years ago)
- Default Branch: main
- Last Pushed: 2020-12-23T07:19:17.000Z (over 3 years ago)
- Last Synced: 2024-05-22T13:57:57.701Z (4 months ago)
- Language: Python
- Size: 61.5 KB
- Stars: 47
- Watchers: 1
- Forks: 17
- 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)