Factor investing involves using factor models like CAPM and APT to predict individual security returns based on macroeconomic or other factors. Factor investing is a formulaic method for forecasting ...

Abstract: Alpha factor mining aims to discover investment signals from the historical financial market data, which can be used to predict asset returns and gain excess profits. Powerful deep learning ...

Welcome to TrendMap, your guide to the performance of different investment segments. In this edition, we present a 10-year performance tracker of factor-based investment strategies. The annual returns ...

Welcome to TrendMap, your guide to the performance of different investment segments. In this edition, we present a 10-year performance tracker of various factor-based investment strategies. The annual ...

AlphaDiverse 是一个面向 Alpha 因子挖掘的多智能体研究框架。它将经济机制规划、特征与算子检索、结构化因子实现和评估反馈组织为闭环，让每一轮研究基于已有证据探索新的因子方向。 本仓库 ...