duggar's repositories
ai-alpha
AI based alpha research for trading
awesome-ai-in-finance
🔬 A curated list of awesome machine learning strategies & tools in financial market.
BearAlpha
Quant finance Portal based on project BearAlpha. This project contains strategy back test framework with backtrader, database construct with BearAlpha, factor analyze based on BearAlpha, and financial researches on paper or report with research
cookstock
Mark Minervini's volatility contraction pattern detection, stage 2 template searching
dcf
A Python library for generating discounted cashflows.
Detzel-Novy-Marx-Velikov
Replication code for Detzel, Novy-Marx, and Velikov (2022), Model Comparison with Transaction Costs.
Fastback.jl
Blazing fast Julia backtester.
gridtrading
high-frequency grid trading strategy backtesting for binance futures
Intelligent-Quantitative-Trading
Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio management and optimization.
math-as-code
a cheat-sheet for mathematical notation in code form
mSSA
Multivariate Singular Spectrum Analysis (mSSA): Forecasting and Imputation algorithm for multivariate time series
MultiFactor-Backtesting-Framework
Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial engineering report. Steps include factor data collection and preprocessing, factor combination, portfolio optimization and risk return analysis.
neurontrading
NeuronTrading
pairs_trading
experiments with pair trading
pinescript
Tradingview pinescript scripts.
pytrendseries
Detect trend in time series, drawdown, drawdown within a constant look-back window , maximum drawdown, time underwater.
Quant
This is a quantum finance project containing from data collection, platform introduction and factor digging & strategies sharing
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).
Stock_Analysis_For_Quant
Different Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau
ta.py
Financial Technical Analysis in Python
trading-momentum-transformer
This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.org/pdf/2112.08534.pdf).
Trading-strategy-
Here I test a simple ML trading strategy
tuneta
Intelligently optimizes technical indicators and optionally selects the least intercorrelated for use in machine learning models