Jianhang Lv's repositories
alphalens
Performance analysis of predictive (alpha) stock factors
AlphaNetV3
Recurrent Neural Network for predicting Stock Returns
Barra
Barra Multifactor Model
Daily-Frequency-Quant
Automatic factor mining and constructing
eradicate
Removes commented-out code from Python files
FactorMining
基于基因表达式规划算法的因子挖掘
jd_maotai_seckill
优化版本的京东茅台抢购神器
Option_Hedge
这是一个包含Zakamouline和WW两种期权对冲策略的项目
PHBS_MLF_2021
Repo for MLF in PHBS
qlib
Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment. With Qlib, you can easily try your ideas to create better Quant investment strategies.
quant-factors
Mining alternative quant factors
QUANTAXIS
QUANTAXIS 支持任务调度 分布式部署的 股票/期货/期权/港股/虚拟货币 数据/回测/模拟/交易/可视化/多账户 纯本地量化解决方案
QuantsPlaybook
量化研究-券商金工研报复现
Stats-Maths-with-Python
General statistics, mathematical programming, and numerical/scientific computing scripts and notebooks in Python
stock-embeddings
Code relating to the paper - Stock Embeddings: Learning Distributed Representations for Financial Assets
VIX
波动率指数的计算，修改自https://github.com/Alexdachen/ivix