BigAndSweet's repositories
alphagen
Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.
AmazingQuant
AmazingQuant——为交易而生的智能投研Lab。包含策略组合研究服务、量化数据服务、指标计算服务、绩效分析服务四大功能模块。
AMFormer
The AMFormer algorithm, accepted at AAAI-2024, for deep tabular learning
binance-trading-bot
Automated Binance trading bot - Trade multiple cryptocurrencies. Buy low/sell high with Grid Trading. Integrated with TradingView technical analysis
ccapi
A header-only C++ library for interacting with crypto exchanges. Bindings for Python, Java, C#, Go, and Javascript are provided.
code
Source Code for Go In Action examples
ColossalAI
Making large AI models cheaper, faster and more accessible
ctp-python
Python版CTP期货接口，支持Linux/Mac/Windows
ctpbee
简单易用的期货实盘ctp交易框架 支持ctp和ctp_mini
DoubleAdapt
The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on the qlib package.
FactorVAE
PyTorch implementation of FactorVAE
goctp
上海期货交易所 ctp 接口 Golang版 (for linux64) 支持 testctp 回测
goproxy.cn
The most trusted Go module proxy in China.
gpt_academic
为ChatGPT/GLM提供实用化交互界面，特别优化论文阅读/润色/写作体验，模块化设计，支持自定义快捷按钮&函数插件，支持Python和C++等项目剖析&自译解功能，PDF/LaTex论文翻译&总结功能，支持并行问询多种LLM模型，支持chatglm2等本地模型。兼容文心一言, moss, llama2, rwkv, claude2, 通义千问, 书生, 讯飞星火等。
hftbacktest
A high-frequency trading and market-making backtesting tool in Python and Rust, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books.
KunQuant
A compiler, optimizer and executor for financial expressions and factors
LIFT
The official implementation of LIFT (ICLR'24). Rethinking Channel Dependence for Multivariate Time Series Forecasting: Learning from Leading Indicators.
MASTER
This is the official code and supplementary materials for our AAAI-2024 paper: MASTER: Market-Guided Stock Transformer for Stock Price Forecasting. MASTER is a stock transformer for stock price forecasting, which models the momentary and cross-time stock correlation and guide feature selection with market information.
ngboost
Natural Gradient Boosting for Probabilistic Prediction
openctp
openctp提供中泰证券XTP、华鑫证券奇点TORA、东方证券OST、东方财富证券EMT、盈透证券TWS等各通道的CTPAPI兼容接口，CTP程序可以无缝对接各股票柜台。openctp也提供了一套基于TTS交易系统的模拟环境，同样提供了CTPAPI兼容接口，不仅支持国内期货与期权全品种，也支持A股股票、基金、债券以及股票期权模拟交易，可以替代Simnow，为CTP量化交易开发者提供7x24可用的模拟环境。
Practical_RL
A course in reinforcement learning in the wild
Quant-Reading-List
Papers for AI + quantitative investment
QuantFabric
QuantFabric主项目
QuantLib
The QuantLib C++ library
StockMixer
Official code implementation of AAAI 2024 paper "StockMixer: A Simple yet Strong MLP-based Architecture for Stock Price Forecasting".
SUNNY-GNN
The official implementation of AAAI'24 paper: Self-Interpretable Graph Learning with Sufficient and Necessary Explanations.
vit-pytorch
Implementation of Vision Transformer, a simple way to achieve SOTA in vision classification with only a single transformer encoder, in Pytorch
vnpy
基于Python的开源量化交易平台开发框架