Zzzzero

DataCore

HMM

该文档是对隐马尔科夫模型在商品期货择时中的一种尝试。

implied-volatility-smirk-trading

The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return

mictools

A practical tool for Maximal Information Coefficient (MIC) analysis

MultiFactor-Portfolio-Trading-Strategy

OpenSource_BSD

My Open Source Projects

OptionPricing

Research on OTC options pricing models

alphaquant

AlphaQuant: 股票实盘交易SDK，支持华泰，广发等70多个券商

Barra-Multiple-factor-risk-model

Barra-Multiple-factor-risk-model

bitpredict

Machine learning for high frequency bitcoin price prediction

Combination-of-multiple-alpha-factors

CryptoBot

High(ish) frequency trading bot for cryptocurrencies, using Machine Learning for future price predictions

DataApi

ivix

**波指的计算

IVtws

台灣期貨交易所報價爬蟲即時波動率計算與視覺化(taifex qoute python wrapper, calculate implied volatility and visualization )

JAQS

movie-compare

豆瓣电影的评分靠谱吗？——一点数据分析的视角

MultiFactorStockSelection

OpenData

开源的金融投资数据提取工具，专注在各类网站上爬取数据，并通过简单易用的API方式使用

option_calculator

OrderBook

Matching Engine for Limit Order Book

PyAlgoTrade-Huobi

test and learn

pybacktest

Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier — compact, simple and fast

sample-market-maker

Sample BitMEX Market Making Bot

sina-stock-crawler

Sina stock options crawler with CSV output 新浪上证ETF期权数据爬虫

smartcondor

Option strategies analysis

TradeApi

TradeSim

vnpy

基于python的开源量化交易平台开发框架

zhao

【编程随想】整理的《太子党关系网络》，专门揭露赵国的权贵