RQYM

cvxportfolio

Portfolio optimization and back-testing.

QuantsPlaybook

量化研究-券商金工研报复现

Taiwan-Stock-Knowledge-Graph

A knowledge graph about Taiwan stock

EventsParser

金融财经类新闻文本主题事件提取

stockindex500

Trend Prediction for High Frequency Trading

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.

ADGAT

Modeling the Momentum Spillover Effect for Stock Prediction via Attribute-Driven Graph Attention Networks

EmbeddingPortfolio

A repository for portfolio allocation based on embedding data representation

universal-portfolios

Collection of algorithms for online portfolio selection

slow-momentum-fast-reversion

This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (https://arxiv.org/pdf/2105.13727.pdf).

GPLVMsInFinance

Applications of Gaussian Process Latent Variable Models in Finance

ML-Fall-2021-Project

New non-Gatech GitHub

HIST

The source code and data of the paper "HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Information".

examples

A set of examples around pytorch in Vision, Text, Reinforcement Learning, etc.

TradeTheEvent

Implementation of "Trade the Event: Corporate Events Detection for News-Based Event-Driven Trading." In Findings of ACL2021

cs231n.github.io

Public facing notes page

Stock-market-forecasting

Forecasting directional movements of stock prices for intraday trading using LSTM and random forest

Financial-GraphAttention

FinGAT: A Financial Graph Attention Networkto Recommend Top-K Profitable Stocks

Deep-temporal-clustering

A non-official pytorch implementation of the DTC model for time series classification.

portfolio-optimization

Measuring-Corporate-Culture-Using-Machine-Learning

Code Repository for MS20190155

Learn-Algorithmic-Trading

Learn Algorithmic Trading, Published by Packt

DeepTemporalClustering

:chart_with_upwards_trend: Keras implementation of the Deep Temporal Clustering (DTC) model

GoogleCloud-ML-for-Trading

Notes and exercises for Machine Learning for Trading Specialization Offered by Google Cloud and New York Institute of Finance on Coursera

Risk_Parity

Risk_Parity strategy 风险平价

hats

HATS: A Hierarchical Graph Attention Network for Stock Movement Prediction

finBERT

Financial Sentiment Analysis with BERT

coling2018

data and code for coling2018 paper

alpha101

101 alpha factors calculate based on Alpha101

HighFrequencyTradingSVMs

This project implements a high frequency trading strategy that utilizes Support Vector Machines to capture statistical arbitrage in the pricing of Class A and Class C Google stocks.