Fried Li's starred repositories
fucking-algorithm
刷算法全靠套路，认准 labuladong 就够了！English version supported! Crack LeetCode, not only how, but also why.
machine-learning-for-trading
Code for Machine Learning for Algorithmic Trading, 2nd edition.
Stock-Prediction-Models
Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations
learn_backtrader
BackTrader中文教程笔记（by：量化投资与机器学习），系统性介绍Bactrader的特性、策略构建、数据结构、回测交易等，彻底掌握量化神器的使用方法。章节：介绍篇、数据篇、指标篇、交易篇、策略篇、可视化篇……（持续更新中）
deep-learning-for-finance
The Official Repository of Deep Learning for Finance
startquant
本仓库为公众号FinHack炼金术《从零开始卷量化》系列文章示例代码，带你零基础入门量化交易！
stock-prediction-with-DL
深度学习与股票分析预测
trading-rules-using-machine-learning
A financial trading method using machine learning.
lstm_stock_price_prediction
LSTM神经网络预测沪深300指数及其涨跌
Fudan-DataMining
2020 Spring Fudan University Data Mining Course HW by prof. Zhu Xuening. 复旦大学大数据学院2020年春季课程-数据挖掘（DATA620007）包含数据挖掘算法模型：Linear Regression Model、Logistic Regression Model、Linear Discriminant Analysis、K-Nearest Neighbour、Naive Bayes Classifier、Decision Tree Model、AdaBoost、Gradient Boosting Decision Tree(GBDT)、XGBoost、Random Forest Model、Support Vector Machine、Principal Component Analysis(PCA)
efficient_frontier
上证50成分股、马科维茨有效前沿、CML、资本市场线、最高夏普比率、最低风险
Fudan-MachineLearning
2020 Spring Fudan University Machine Learning Course HW by prof. Chen Qin. 复旦大学大数据学院2020年春季课程-人工智能与机器学习（DATA620006）
Empirical_asset_pricing_via_boosting
Stock risk premium prediction via FM/ EXT/ GBDT/ XGB/LBGM. Mengxuan Chen's graduation thesis at WHU.
Find-Alpha-Volatility-Factor
Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.
TCN-in-stock-prices-prediction
用TCN 进行股票预测
Asset-Allocation
大类资产配置
Machine_Learning_Application_in_Stock_Return_Prediction
sh300 index and components' return prediction by machine learning and deep learning.
Barra_Equity_Model
The Barra China Equity Model (CNE5) captures the short and long term dynamics of the Chinese local market and includes the latest advances in risk methodology, allowing institutional investors the ability to align the risk model with their investment process. The model provides significantly more explanatory power than its predecessor (CHE2).
Replica_Taming_the_Factor_Zoo
Replication of "Taming the Factor Zoo: A Test of New Factors (Feng, Giglio, and Xiu, 2020, JF)"
strategy-ML-DL
机器学习算法在策略上的应用
Various-Kinds-of-stock-factors
收录了一些在太平写的杂七杂八的因子
PKU-Quant-Competition
该项目是用于北京大学量化金融智能算法比赛的复赛
Anomalies-
Finding Anomalies in China 因子复现