JohnnyPPPPan's repositories
qlib
Qlib is an AI-oriented quantitative investment platform that aims to realize the potential, empower research, and create value using AI technologies in quantitative investment, from exploring ideas to implementing productions. Qlib supports diverse machine learning modeling paradigms. including supervised learning, market dynamics modeling, and RL.
cvxportfolio
Portfolio optimization and back-testing.
QuantDatabase
金融量化数据库构建
tutake
Local data from tushare，将Tushare的数据同步保存到本地，同时支持Tushare接口查询本地数据,且支持qlib直接使用数据
gpt_academic
为ChatGPT/GLM提供实用化交互界面，特别优化论文阅读/润色/写作体验，模块化设计，支持自定义快捷按钮&函数插件，支持Python和C++等项目剖析&自译解功能，PDF/LaTex论文翻译&总结功能，支持并行问询多种LLM模型，支持chatglm2等本地模型。兼容文心一言, moss, llama2, rwkv, claude2, 通义千问, 书生, 讯飞星火等。
DI-engine
OpenDILab Decision AI Engine
gym-anytrading
The most simple, flexible, and comprehensive OpenAI Gym trading environment (Approved by OpenAI Gym)
trials
Our codebase trials provide an implementation of the Select and Trade paper, which proposes a new paradigm for pair trading using hierarchical reinforcement learning. It includes the code for the proposed method and experimental results on real-world stock data to demonstrate its effectiveness.
roq-strategy
Bare-minimum project to get you started writing your own strategies using Roq's API. [C++20] [Template]
HFT-strategies
High Frequency Trading strategies.
SGD-HFT-Intern
T0 intern at SGD Capital management
DRL-code-pytorch
Concise pytorch implements of DRL algorithms, including REINFORCE, A2C, DQN, PPO(discrete and continuous), DDPG, TD3, SAC.
lightgbm_BiLSTM
A Study on Stock Price Prediction and Quantitative Strategy - Based on Deep Learning 『深層学習に基づく株価予測とクオンツ戦略に関する研究』基于深度学习的股票价格预测和量化策略研究
MarketMakingMLAlgo
This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log
Blog
使用docsify搭建的个人博客✍ 托管于腾讯云
multi-factor
因子构建、单因子测试
AIAlpha
Use unsupervised and supervised learning to predict stocks
DataFrame
C++ DataFrame -- R's and Pandas DataFrame in modern C++ using native types, continuous memory storage, and no virtual functions
NanoLog
Nanolog is an extremely performant nanosecond scale logging system for C++ that exposes a simple printf-like API.
starquant
a light-weighted, integrated trading/backtesting system/platform（综合量化交易回测系统/平台）
tensorflow
An Open Source Machine Learning Framework for Everyone
TensorFlow-Examples
TensorFlow Tutorial and Examples for Beginners (support TF v1 & v2)
Data-Science-Notes
数据科学的笔记以及资料搜集
Python-100-Days
Python - 100天从新手到大师
Tensorflow-2.0-Symbols-Map
Tensorflow 2.0 Symbols Map - TF 2.0 Symbols Change - contact_ webpaige@google.com - thanks to https://tableconvert.com/ && http://pressbin.com/tools/excel_to_html_table/index.html
HS300_index_enhance
沪深300指数增强模型
git-recipes
🥡 Git recipes in Chinese by Zhongyi Tong. 高质量的Git中文教程.
SGX-Full-OrderBook-Tick-Data-Trading-Strategy
Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.