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Dr.李
alpha-mind
Commits
bd3c56b00f2b3ada9db01e3d6cbd123d3b6d3acb
Switch branch/tag
alpha-mind
25 Aug, 2017
5 commits
replace column names
· bd3c56b0
Dr.李
authored
Aug 25, 2017
bd3c56b0
update models
· 9e66adbd
Dr.李
authored
Aug 25, 2017
9e66adbd
fixed typo
· c2e4ea6c
Dr.李
authored
Aug 25, 2017
c2e4ea6c
update models
· 494936ba
Dr.李
authored
Aug 25, 2017
494936ba
update script
· 6cc78e2c
Dr.李
authored
Aug 25, 2017
6cc78e2c
24 Aug, 2017
8 commits
fixed bug for risk styles and update example
· a0912c91
Dr.李
authored
Aug 24, 2017
a0912c91
simplified model training example
· 8c31e011
Dr.李
authored
Aug 24, 2017
8c31e011
added model training example
· a5260eba
Dr.李
authored
Aug 24, 2017
a5260eba
added more
· db8c05c3
Dr.李
authored
Aug 24, 2017
db8c05c3
added data preparing for model training stuff
· 0c249a27
Dr.李
authored
Aug 24, 2017
0c249a27
added one more table in factors
· e087207b
Dr.李
authored
Aug 24, 2017
e087207b
made factor calculation based on minimum time interval
· f45e145e
Dr.李
authored
Aug 24, 2017
f45e145e
fixed bug when risk factor is in factors
· 304766f4
Dr.李
authored
Aug 24, 2017
304766f4
23 Aug, 2017
6 commits
added model
· d49fb0c7
Dr.李
authored
Aug 23, 2017
d49fb0c7
update script
· a47c93a0
Dr.李
authored
Aug 23, 2017
a47c93a0
remove dependency on cvxpy and cvxopt
· e0fe7c31
Dr.李
authored
Aug 23, 2017
e0fe7c31
added more api
· 11908f2e
Dr.李
authored
Aug 23, 2017
11908f2e
update example
· d6bb6e38
Dr.李
authored
Aug 23, 2017
d6bb6e38
added interface for alpha formula definition
· 459abdd1
Dr.李
authored
Aug 23, 2017
459abdd1
22 Aug, 2017
2 commits
update factor analysis
· 171f1d75
Dr.李
authored
Aug 22, 2017
171f1d75
added dependency to finance-python
· d96ccbbc
Dr.李
authored
Aug 22, 2017
d96ccbbc
21 Aug, 2017
8 commits
fixed when dates is none
· 7c6a4314
Dr.李
authored
Aug 21, 2017
7c6a4314
update analysis api
· 344ddcd4
Dr.李
authored
Aug 21, 2017
344ddcd4
update quantile analysis example
· 33f4135c
Dr.李
authored
Aug 21, 2017
33f4135c
update quantile analysis
· 6b4563e7
Dr.李
authored
Aug 21, 2017
6b4563e7
split the factor processing out of factor analysis
· 5c4dce96
Dr.李
authored
Aug 21, 2017
5c4dce96
fixed typo
· ef6b3b66
Dr.李
authored
Aug 21, 2017
ef6b3b66
update factor_analysis implementation
· 9256a8be
Dr.李
authored
Aug 21, 2017
9256a8be
added one more example
· 108d2d78
Dr.李
authored
Aug 21, 2017
108d2d78
20 Aug, 2017
4 commits
update example
· ca79db7e
Dr.李
authored
Aug 20, 2017
ca79db7e
fixed sql server bug
· cc5ffcc0
Dr.李
authored
Aug 20, 2017
cc5ffcc0
remove unnecessary codes
· 97fd1291
Dr.李
authored
Aug 20, 2017
97fd1291
added fetch daily return range
· 2daf5bbd
Dr.李
authored
Aug 20, 2017
2daf5bbd
19 Aug, 2017
5 commits
made data range work for a list of dates
· e623409d
Dr.李
authored
Aug 19, 2017
e623409d
added date range api
· 339dabd6
Dr.李
authored
Aug 19, 2017
339dabd6
restructure fetch data
· 1acf5b7a
Dr.李
authored
Aug 19, 2017
1acf5b7a
added missing cols
· c0cdfcde
Dr.李
authored
Aug 19, 2017
c0cdfcde
update table
· 367a5ced
Dr.李
authored
Aug 19, 2017
367a5ced
18 Aug, 2017
2 commits
remove filter conditions on universe
· 9e632546
Dr.李
authored
Aug 18, 2017
9e632546
modified
· 4440b488
Dr.李
authored
Aug 18, 2017
4440b488
