AlphaUncommon
nuglifeleoji/Factor-Research
Advanced Quantitative Factor Research: ML-powered stock return prediction with 72% performance improvement. Features comprehensive alpha factor library, systematic feature selection, and deep learning models (LSTM+ResNet achieving IC=0.06476).
- Owner
- nuglifeleoji (personal account)
- Stars
- Stars: 422
- Forks
- Forks: 62
- Language
- Jupyter Notebook
- License
- None
- Created
- 2025
- Topics
- alpha-factorsbacktestingdeep-learningfactor-modelingfeature-selectionlstmmachine-learningpytorchtransformer
- Tier
- Alpha (250 to 699 ★) What this tier means
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