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).
This project helps quantitative analysts and portfolio managers predict stock returns by taking raw market data and producing a curated set of predictive 'alpha factors' and a high-performing deep learning model for forecasts. It outlines a complete workflow to go from initial data to a model capable of outperforming traditional methods by a significant margin. The primary users are quants, hedge fund researchers, and quantitative traders looking for advanced stock prediction capabilities.
388 stars. No commits in the last 6 months.
Use this if you are a quantitative researcher or fund manager aiming to develop or enhance an automated system for predicting stock movements using advanced machine learning.
Not ideal if you are a novice investor looking for simple stock picks or if your primary interest is in fundamental analysis rather than quantitative factor modeling.
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Last pushed
Aug 22, 2025
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