ruanjz6235 / LargeScaleMultifactor Public

Use vector to generate large scale factors, and vectorize backtesting. Build a set of factor mining models. Use gpu later.

Name		Name	Last commit message	Last commit date
Latest commit History 27 Commits
.idea		.idea
apis		apis
backtest		backtest
celery_task		celery_task
common		common
data		data
engine		engine
evaluate		evaluate
framework		framework
model		model
query		query
resources		resources
src		src
template		template
test		test
utils		utils
views		views
README.md		README.md
base.py		base.py
const.py		const.py
data_transform.py		data_transform.py
extensions.py		extensions.py
main.py		main.py
pip.conf		pip.conf
util.py		util.py

ruanjz6235/LargeScaleMultifactor

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