bycCHENG's starred repositories
Kaggle-House-Price-Forecast
kaggle经典项目——房价预测,private榜top13%
DataAnalysisTermWork
🏘boston房价分析及预测
GPLearnFinance3D
对GPLearn完成了三维改造,并且增加了IC,IR,RankIC等指标,增加了样本内样本外的数据保存,增加了基于IC追踪所有generation中符合要求的因子并保存的功能。
GPlearn_finiance_stock_futures_extension
This implementation contains the application of GPlearn's symbolic transformer on a commodity futures sector of the financial market.
LSTM-Neural-Network-for-Time-Series-Prediction
LSTM built using Keras Python package to predict time series steps and sequences. Includes sin wave and stock market data
Dive-into-DL-PyTorch
本项目将《动手学深度学习》(Dive into Deep Learning)原书中的MXNet实现改为PyTorch实现。
calculate_ivix
**波动率指数IVIX(CBOE volatility index)
AlgorithmicTrading
This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in collaboration with Optiver and have been peer-reviewed by staff members of Optiver.
volvisualizer
Extract and visualize implied volatility from option chain data
alphasickle
多因子指数增强策略/多因子全流程实现
ai_quant_trade
股票AI操盘手:从学习、模拟到实盘,一站式平台。包含股票知识、策略实例、因子挖掘、传统策略、机器学习、深度学习、强化学习、图网络、高频交易、C++部署和聚宽实例代码等,可以方便学习、模拟及实盘交易
Stochastic-Volatility-Inspired-Model
This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.
option_tools
期权隐含波动率/历史波动率
Free-servers
🚀 免费订阅地址,🚀 免费节点,🚀 6小时更新一次,共享节点,节点质量高可用,完全免费。免费clash订阅地址,免费翻墙、免费科学上网、免费梯子、免费ss/v2ray/trojan节点、谷歌商店、翻墙梯子。注意:目前进入官网需开启代理。
Share-SSR-V2ray
机场推荐/SSR V2ray节点订阅机场/镜像直连/工具推荐
shadowsocks-windows
A C# port of shadowsocks
pyOptionPricing
Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging
optionPricing
Option pricing code, mostly in python
option_analyzer
基于BS模型、二叉树模型、傅里叶变换、蒙特卡洛模拟,实现期权定价、希腊字母计算、隐含波动率计算。
mastering-python-for-finance-second-edition
Sources codes for: Mastering Python for Finance, Second Edition
Finance_Numerics_Jupyter_Notebook_Chinese
量化金融计算,Jupyter notebook,中文。
pyOptionPricing
Python implementation of Black Scholes and binomial tree option pricing
Finance_Numerics_Jupyter_Notebook_Chinese
量化金融计算,Jupyter notebook,中文。