KunQuant is a optimizer, code generator and executor for financial expressions and factors. The initial aim of it is to generate efficient implementation code for Alpha101 of WorldQuant. Some existing implementations of Alpha101 is straightforward but too simple. Hence we are developing KunQuant to provide optimization on a batch of general factors.
-
Notifications
You must be signed in to change notification settings - Fork 30
A compiler, optimizer and executor for financial expressions and factors
License
Menooker/KunQuant
Folders and files
| Name | Name | Last commit message | Last commit date | |
|---|---|---|---|---|
Repository files navigation
About
A compiler, optimizer and executor for financial expressions and factors
Topics
Resources
License
Stars
Watchers
Forks
Packages 0
No packages published