worldquant alpha 101 python：Unified Stream and Batch Processing of WorldQuant 101 ...
Unified Stream and Batch Processing of WorldQuant 101 ...
2022年10月21日—PythonPandas.WecomparetheperformanceofalphacalculationimplementedbyDolphinDBmodulewq101alphaandPythonpandas.Thefollowingis ...。其他文章還包含有：「ASimplerWaytoCalculateWorldQuant101Alphas」、「Alpha101单因子测试」、「CodeimplementationoftheQuantigic101FormulaicAlphas」、「Harvey-SunWorld」、「Improvetheimplementationofworldquant101alpha...」、「WorldQuant101Alpha因子的流批一体...
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A Simpler Way to Calculate WorldQuant 101 Alphas
https://medium.com
This formula involves both cross-sectional data and time series data, and the calculation uses nested functions with up to 6 levels, which is extremely ...
Alpha101单因子测试
https://zhuanlan.zhihu.com
... python表达式，并回测计算相应的量化指标。 1 worldquant alpha 101. 101 Alpha因子出自于WorldQuant LLC发表的论文101 Formulaic Alphas，这些因子在美股都是较为有效的 ...
Code implementation of the Quantigic 101 Formulaic Alphas
https://github.com
Search code, repositories, users, issues, pull requests... · Provide feedback · Saved searches · yli188/WorldQuant_alpha101_code · Name already in use.
Harvey-SunWorld
https://github.com
World Quant 101 alphas的计算和策略化. Contribute to Harvey-Sun ... Languages. Python 100.0%. Footer. © 2023 GitHub, Inc. Footer navigation. Terms · Privacy ...
Improve the implementation of worldquant 101 alpha ...
https://stackoverflow.com
On a test dataset of random numbers, it agrees with your method 95% of the time, and only disagrees by 1 where it is different. By using argsort ...
WorldQuant 101 Alpha 因子的流批一体实现
https://zhuanlan.zhihu.com
实现简单：在DolphinDB 中基本可以实现原公式的一对一直接翻译。 性能优越：性能远优于传统的Python 实现方式，平均性能是Python的250倍，中位数是15.5倍。
WorldQuant 101 Alpha 因子的流批一体实现顶原
https://my.oschina.net
性能优越：性能远优于传统的Python 实现方式，平均性能是Python的250倍，中位数是15.5倍。 批流一体：模块中定义的因子函数，既可以用于历史计算，又可以 ...
WorldQuant 101 Alpha因子指标库
https://github.com
性能优越：性能远优于传统的Python 实现方式。DolphinDB的性能中位数为Python的15.5倍，其中，27.5%的因子超100倍。 批流一体：模块中定义 ...