lingyily's repositories
SpiderBook
<<python爬虫开发与项目实战>>书籍配套源码和说明
torch-rnn
Efficient, reusable RNNs and LSTMs for torch
word2vec
Automatically exported from code.google.com/p/word2vec
topbox
Python 2 & 3 wrapper around the Stanford Topic Modeling Toolbox. Intended to be used for hassle-free supervised topic classification with Labeled Latent Dirichlet Allocation (L-LDA, LLDA, sLDA).
efficient_frontier
Markowitz portfolio optimisation (efficient frontier) in Python
Listed-company-news-crawl-and-text-analysis
从新浪财经、每经网、金融界、**证券网、证券时报网上，爬取上市公司（个股）的历史新闻文本数据进行文本分析、提取特征集，然后利用SVM、随机森林等分类器进行训练，最后对实施抓取的新闻数据进行分类预测
pyflux
Open source time series library for Python
Black-Litterman-Model
Black-Litterman Model in python
Textclassification
several methods for text classification
BDCI2017-MingLue
BDCI2017-让AI当法官，决赛第四（4/415）https://www.datafountain.cn/competitions/277/details
Portfolio_Construction
Portfolio Construction Functions under the Basic Mean_Variance Model, the Factor Model and the Black_Litterman Model.
Quantitative-Contest
It's an experience in a quantitative contest. We are a team of three members and got first in the Round 3 period in both PnL and Sharpe Ratio. First, the virtual trading system uses Google's gRPC framework. So we wrote scripts to send commands such as orders to this system. Second, we conducted scripts to request virtual market data from this system. Third, we built a data processing class to deal with raw data and make it feasible and standard. Fourth, we wrote separately three high frequency models: RBreaker, Timeselecting( cf my first internship), Dual Thrust strategy. Fifth, we wrote a python file to help control the risk in our tradings.
markowitz-portfolio-optimization
Markowitz portfolio optimization on synthetic and real stocks
xuefu
my first test
TA-Lib-in-chinese
中文版TA-Lib库使用教程
python-translate
command line dictionary（命令行词典）
Analysis-of-Public-Opinion-Based-on-Microblogging-Reptile
这是我参加招商银行fintech精英选拔时，做的一个课题。用Python对新浪微博进行爬虫，然后进行舆情分析。爬虫之前，需要模拟登陆，这里采用RSA加密模块模拟登陆。舆情分析的时候，我直接调用腾讯文智的感情分析API。
stock
雪球股票讨论度与价格走势的关系
communityalg
Algorithms and functions in Matlab for community detection in networks. Expands BrainConnectivity toolbox
email_reply_parser
Small library to parse plain text email content
VaR
Simple VaR calculation in Python, both for single value and VaR series in time. Supported formulas at the moment include: Parametric Normal, Parametric EWMA, Historical Simulation and Filtered Historical Simulation with EWMA.
all-weather-for-noobs
Semi-automated investing strategy (risk parity)
LLDA
Scikit-learn like Labeled-LDA
winton-stock-market
My participation scripts in the Kaggle Winton Stock Market competition.
winton
Kaggle Winton Stock Market Challenge: https://www.kaggle.com/c/the-winton-stock-market-challenge/data
OLPS
Online Portfolio Selection toolbox
machine_learning_techniques
code in the course of machine learning techniques/机器学习技法课程的代码
Markowitz
First Attempt at Markowitz portfolio optimization