Frontal Xiang's repositories
iVix-Real-Time-Calculator
Get China option market data in real time and calculate ivix index.
Tushare.jl
SDK for Tushare in Julia
OptionPayOffer
This is a program to draw the payoff and some greeks to help anlayze option portfolios
CAFEM
Source code for "Cross-data Automatic Feature Engineering via Meta-learning and Reinforcement Learning"
cx_pyfolio
Portfolio and risk analytics in Python
cx_vnpy
基于Python的开源量化交易平台开发框架
Get-Bond-Data
a script to get bond rent data in China bond market
Get_ETF_Yahoo
get etfs from yahoo
Project.O-ETF-Course-Sample
Project.Alphabet.O
Impact-of-Sampling-Errors
Portfolio optimization. Assessment of the impact of sampling errors on mean-variance portfolios.
OpenQuant-CTP
OpenQuant的CTP期货/证券插件
pixiv-to-weibo
自动转P站图片到微博
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. An increasing number of SOTA Quant research works/papers are released in Qlib.
Strategy-Developer
A quantitative development platform in C#
trading-momentum-transformer
This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.org/pdf/2112.08534.pdf).
Wind-C-Sample
A Sample for wind api in C#