initial-d/ml-quant-trading

Pairing invitation: co-author a public-data validation or benchmark PR about 16 hours ago

help wanted good first issue community benchmark reproducibility public data pairing

30

Machine Learning Enhanced Multi-Factor Quantitative Trading: A Cross-Sectional Portfolio Optimization Approach with Bias Correction

Python

#a-shares#algorithmic-trading#alpha-factors#backtesting#china-stock-market#cross-sectional#data-augmentation#deep-learning#factor-investing#gpu-computing#machine-learning#markowitz#multi-factor-model#portfolio-optimization#pytorch#quant#quantitative-finance#quantitative-trading#stock-prediction#transformer

Collect community CPU/GPU benchmark results about 19 hours ago

good first issue community benchmark reproducibility performance

initial-d/ml-quant-trading

30

Machine Learning Enhanced Multi-Factor Quantitative Trading: A Cross-Sectional Portfolio Optimization Approach with Bias Correction

Python

#a-shares#algorithmic-trading#alpha-factors#backtesting#china-stock-market#cross-sectional#data-augmentation#deep-learning#factor-investing#gpu-computing#machine-learning#markowitz#multi-factor-model#portfolio-optimization#pytorch#quant#quantitative-finance#quantitative-trading#stock-prediction#transformer

Release artifacts (models, dataset) on Hugging Face 14 days ago

enhancement help wanted reproducibility

initial-d/ml-quant-trading

30

Machine Learning Enhanced Multi-Factor Quantitative Trading: A Cross-Sectional Portfolio Optimization Approach with Bias Correction

Python

#a-shares#algorithmic-trading#alpha-factors#backtesting#china-stock-market#cross-sectional#data-augmentation#deep-learning#factor-investing#gpu-computing#machine-learning#markowitz#multi-factor-model#portfolio-optimization#pytorch#quant#quantitative-finance#quantitative-trading#stock-prediction#transformer

Add an ETF or larger-universe public-data reproduction about 1 month ago

help wanted good first issue case study reproducibility public data

initial-d/ml-quant-trading

30

Machine Learning Enhanced Multi-Factor Quantitative Trading: A Cross-Sectional Portfolio Optimization Approach with Bias Correction

Python

#a-shares#algorithmic-trading#alpha-factors#backtesting#china-stock-market#cross-sectional#data-augmentation#deep-learning#factor-investing#gpu-computing#machine-learning#markowitz#multi-factor-model#portfolio-optimization#pytorch#quant#quantitative-finance#quantitative-trading#stock-prediction#transformer

Improve first-run onboarding from Start Here feedback about 1 month ago

documentation good first issue community

initial-d/ml-quant-trading

30

Machine Learning Enhanced Multi-Factor Quantitative Trading: A Cross-Sectional Portfolio Optimization Approach with Bias Correction

Python

#a-shares#algorithmic-trading#alpha-factors#backtesting#china-stock-market#cross-sectional#data-augmentation#deep-learning#factor-investing#gpu-computing#machine-learning#markowitz#multi-factor-model#portfolio-optimization#pytorch#quant#quantitative-finance#quantitative-trading#stock-prediction#transformer

Update benchmark board with first real machine result about 1 month ago

documentation good first issue benchmark

initial-d/ml-quant-trading

30

Machine Learning Enhanced Multi-Factor Quantitative Trading: A Cross-Sectional Portfolio Optimization Approach with Bias Correction

Python

#a-shares#algorithmic-trading#alpha-factors#backtesting#china-stock-market#cross-sectional#data-augmentation#deep-learning#factor-investing#gpu-computing#machine-learning#markowitz#multi-factor-model#portfolio-optimization#pytorch#quant#quantitative-finance#quantitative-trading#stock-prediction#transformer

Add a second public-data factor IC case study about 1 month ago

documentation good first issue case study

initial-d/ml-quant-trading

30

Machine Learning Enhanced Multi-Factor Quantitative Trading: A Cross-Sectional Portfolio Optimization Approach with Bias Correction

Python

#a-shares#algorithmic-trading#alpha-factors#backtesting#china-stock-market#cross-sectional#data-augmentation#deep-learning#factor-investing#gpu-computing#machine-learning#markowitz#multi-factor-model#portfolio-optimization#pytorch#quant#quantitative-finance#quantitative-trading#stock-prediction#transformer

Benchmark tensor factor computation on CPU and GPU about 1 month ago

enhancement help wanted

initial-d/ml-quant-trading

30

Machine Learning Enhanced Multi-Factor Quantitative Trading: A Cross-Sectional Portfolio Optimization Approach with Bias Correction

Python

#a-shares#algorithmic-trading#alpha-factors#backtesting#china-stock-market#cross-sectional#data-augmentation#deep-learning#factor-investing#gpu-computing#machine-learning#markowitz#multi-factor-model#portfolio-optimization#pytorch#quant#quantitative-finance#quantitative-trading#stock-prediction#transformer

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