https://github.com/nymath/torchqtm

TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative financial analysis.
https://github.com/nymath/torchqtm

alpha-model deep-learning function-approximation quantitative-finance

Last synced: about 2 months ago
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TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative financial analysis.

• Host: GitHub
• URL: https://github.com/nymath/torchqtm
• Owner: nymath
• License: mit
• Created: 2023-05-20T06:50:30.000Z (over 1 year ago)
• Default Branch: main
• Last Pushed: 2023-07-13T07:00:23.000Z (about 1 year ago)
• Last Synced: 2024-05-21T13:57:28.737Z (4 months ago)
• Topics: alpha-model, deep-learning, function-approximation, quantitative-finance
• Language: Cython
• Homepage: https://nymath.github.io/torchqtm/navigate/
• Size: 29.2 MB
• Stars: 27
• Watchers: 5
• Forks: 9
• Open Issues: 1
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

Awesome Lists containing this project

• awesome-systematic-trading - torchquantum - TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative financial analysis. (Alpha Collections / Expression based alpha)