gaojn's repositories
machine-learning-for-trading
Notebooks, resources and references accompanying the book Machine Learning for Algorithmic Trading
Advanced-Deep-Trading
Mostly experiments based on "Advances in financial machine learning" book
AlgoPlus
最忠实于CTP官方API特性、最低延时、最易使用的Python版量化投资开源框架。
alphaFM
Multi-thread implementation of Factorization Machines with FTRL for binary-class classification problem.
alphalens
Performance analysis of predictive (alpha) stock factors
Asset-Pricing-Model
PyTorch autoencoder implementation of asset pricing model using monthly returns/metrics
awesome-algorithmic-trading
A curated list of awesome algorithmic trading frameworks, libraries, software and resources
China_stock_announcement
该项目通过scrapy爬虫从巨潮网络的服务器获取中国股市的公告
CNNHAR
Deep convolutional neural network for human activity recognition
convert_matlab73_hdf5
Convert Matlab v7.3 '.mat' files (i.e. HDF5 file format) into Python's pickle or numpy format.
Deep_Learning_In_Limited_Order_Books
:moneybag:Deep learning models for high-frequency financial data (limited order book)
DeepLOB-Deep-Convolutional-Neural-Networks-for-Limit-Order-Books
This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", published in IEEE Transactions on Singal Processing. We use FI-2010 dataset and present how model architecture is constructed here. The FI-2010 is publicly avilable and interested readers can check out their paper.
fastFM
fastFM: A Library for Factorization Machines
FutureHolderRank
中金所、上期所、郑商所及大商所，四大期货交易所大户持仓排名爬虫
google-research
Google Research
hrp
Run hierarchical risk parity algorithms
Informer2020
The GitHub repository for the paper "Informer" accepted by AAAI 2021.
kungfu
Kungfu Trader
lppls
Library for fitting the LPPLS model to data.
mlfinlab
MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.
moderncv
A modern curriculum vitae class for LaTeX
pandas-profiling
Create HTML profiling reports from pandas DataFrame objects
pullword
A Python package for pullword.com
PyCTP
CTP for Python
pyFM
Factorization machines in python
SGC
official implementation for the paper "Simplifying Graph Convolutional Networks"
shap
A game theoretic approach to explain the output of any machine learning model.
tsai
Time series Timeseries Deep Learning Machine Learning Pytorch fastai | State-of-the-art Deep Learning library for Time Series and Sequences in Pytorch / fastai