bycCHENG

bycCHENG

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alphagen

Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.

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Kaggle-House-Price-Forecast

kaggle经典项目——房价预测,private榜top13%

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kaggle

Kaggle 项目实战(教程) = 文档 + 代码 + 视频

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DataAnalysisTermWork

🏘boston房价分析及预测

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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。

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GPlearn_finiance_stock_futures_extension

This implementation contains the application of GPlearn's symbolic transformer on a commodity futures sector of the financial market.

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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

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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。

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calculate_ivix

**波动率指数IVIX(CBOE volatility index)

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openctp

openctp提供CTP股票期权、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、易盛TAP、量投QDP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。

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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.

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volvisualizer

Extract and visualize implied volatility from option chain data

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alphasickle

多因子指数增强策略/多因子全流程实现

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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

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Stochastic-Volatility-Inspired-Model

This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.

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QuantLib

The QuantLib C++ library

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option_tools

期权隐含波动率/历史波动率

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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。

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Share-SSR-V2ray

机场推荐/SSR V2ray节点订阅机场/镜像直连/工具推荐

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shadowsocks-windows

A C# port of shadowsocks

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pyOptionPricing

Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging

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optionPricing

Option pricing code, mostly in python

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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。

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mastering-python-for-finance-second-edition

Sources codes for: Mastering Python for Finance, Second Edition

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Finance_Numerics_Jupyter_Notebook_Chinese

量化金融计算,Jupyter notebook,中文。

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pyOptionPricing

Python implementation of Black Scholes and binomial tree option pricing

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Finance_Numerics_Jupyter_Notebook_Chinese

量化金融计算,Jupyter notebook,中文。

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pyfin

Basic options pricing in Python

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optlib

A library for financial options pricing written in Python.

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