elulue

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Shanghai， China

elulue's starred repositories

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, with real-world crypto market-making examples for Binance Futures

Language:RustMIT172700

clash-verge-rev

Continuation of Clash Verge - A Clash Meta GUI based on Tauri (Windows, MacOS, Linux)

Language:TypeScriptGPL-3.03143400

vnpy_deribit

VeighNa框架的Deribit交易接口

Language:PythonMIT1600

vnpy_websocket

VeighNa框架的Websocket API客户端

MIT200

vnpy_novastrategy

The strategy module for using VeighNa (vnpy) quant trading platform on the crypto market.

Language:PythonMIT400

vnpy_evo

The core module for using VeighNa (vnpy) quant trading platform on the crypto market.

Language:PythonMIT14700

alphagen

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

Language:Python47400

gplearnplus

升级后的gplearn，支持包含时序和截面参数的自定义函数，例如均线

Language:Python5000

gplearn

Genetic Programming in Python, with a scikit-learn inspired API

Language:PythonBSD-3-Clause158300

gs-quant

Python toolkit for quantitative finance

Language:Jupyter NotebookApache-2.0752300

QuantLib

The QuantLib C++ library

Language:C++NOASSERTION518300

v2rayNG

A V2Ray client for Android, support Xray core and v2fly core

Language:KotlinGPL-3.03414900

Microsoft-Activation-Scripts

A Windows and Office activator using HWID / Ohook / KMS38 / Online KMS activation methods, with a focus on open-source code and fewer antivirus detections.

Language:BatchfileGPL-3.09296900

HFT-Orderbook

Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C

Language:CMIT98300

machine-learning-for-trading

Code for Machine Learning for Algorithmic Trading, 2nd edition.

Language:Jupyter Notebook1281300

meta-labeling

Code base for the meta-labeling papers published with the Journal of Financial Data Science

Language:Jupyter Notebook7200

Advanced-Deep-Trading

Mostly experiments based on "Advances in financial machine learning" book

100

Advanced-Deep-Trading

Mostly experiments based on "Advances in financial machine learning" book

Language:Jupyter Notebook53800

finance_ml

Advances in Financial Machine Learning

Language:Jupyter NotebookMIT75300

AFML

All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.

Language:Jupyter NotebookBSD-3-Clause58800

Adv_Fin_ML_Exercises

Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]

Language:Jupyter NotebookMIT169100

secretflow

A unified framework for privacy-preserving data analysis and machine learning

Language:PythonApache-2.0229600

PySyft

Perform data science on data that remains in someone else's server

Language:PythonApache-2.0942100

FATE

An Industrial Grade Federated Learning Framework

Language:PythonApache-2.0563300

ptltrader

Trade your pair trading strategy portfolios automatically.

Language:JavaGPL-3.01800

czsc

缠中说禅技术分析工具；缠论；股票；期货；Quant；量化交易

Language:PythonNOASSERTION268700

canal

阿里巴巴 MySQL binlog 增量订阅&消费组件

Language:JavaApache-2.02830500

OpenPrompt

An Open-Source Framework for Prompt-Learning.

Language:PythonApache-2.0428800

awesome-pretrained-chinese-nlp-models

Awesome Pretrained Chinese NLP Models，高质量中文预训练模型&大模型&多模态模型&大语言模型集合

Language:PythonMIT468400

bert4pytorch

超轻量级bert的pytorch版本，大量中文注释，容易修改结构，持续更新

Language:Python40000