This implementation contains the application of GPlearn's symbolic transformer on a commodity futures sector of the financial market. More specifically, this is an implementation that uses the GPlearn's symbolic transformer to find the alpha factors of the PTA futures contract listed in the Zhengzhou Commodity exchange located in China. Although this implementation has successfully found some alpha factors that have some ability to predict, there is always risk involved in any kind of financial trading.
The definiation and related resources surrounding GPlearn and alpha factors are also included in the notebook.
Be cautious while trading.
Be cautious while trading.
Be cautious while trading.
Be cautious while trading.