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Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio management and optimization.
Created
2020-11-13
356 commits to master branch, last one 4 years ago
A deep reinforcement learning framework for generating formulaic alpha factors for quantitative investment, powered by GFlowNet, implemented in Python&PyTorch.
Created
2024-05-08
21 commits to main branch, last one 5 months ago