greysun

greysun

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Location:Beijing,China

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greysun's repositories

chanvis

基于TradingView本地SDK的可视化前后端代码,适用于缠论量化研究,和其他的基于几何交易的量化研究。 缠论量化 摩尔缠论 缠论可视化 TradingView TV-SDK

License:BSD-3-ClauseStargazers:0Issues:0Issues:0

Python_Portfolio__VaR_Tool

Python-based portfolio / stock widget , calculates different types of Value-at-Risk (VaR) metrics and many other (ex-post) risk/return characteristics both on an individual stock and portfolio-basis, stand-alone and vs. a benchmark of choice

Language:PythonStargazers:0Issues:0Issues:0

ZigZag

Python library for identifying the peaks and valleys of a time series.

License:BSD-3-ClauseStargazers:0Issues:0Issues:0

UnusualVolumeDetector

Gets the last 5 months of volume history for every ticker, and alerts you when a stock's volume exceeds 10 standard deviations from the mean within the last 3 days

License:MITStargazers:0Issues:0Issues:0

Riskfolio-Lib

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

License:BSD-3-ClauseStargazers:0Issues:0Issues:0

NitroFE

NitroFE is a Python feature engineering engine which provides a variety of modules designed to internally save past dependent values for providing continuous calculation.

License:Apache-2.0Stargazers:0Issues:0Issues:0

Kats

Kats, a kit to analyze time series data, a lightweight, easy-to-use, generalizable, and extendable framework to perform time series analysis, from understanding the key statistics and characteristics, detecting change points and anomalies, to forecasting future trends.

License:MITStargazers:0Issues:0Issues:0

ruptures

ruptures: change point detection in Python

License:BSD-2-ClauseStargazers:0Issues:0Issues:0

Time-Series-Analysis-Tutorial

时间序列分析教程

Language:Jupyter NotebookLicense:Apache-2.0Stargazers:0Issues:0Issues:0

rocket

ROCKET: Exceptionally fast and accurate time series classification using random convolutional kernels

License:GPL-3.0Stargazers:0Issues:0Issues:0

tsfel

An intuitive library to extract features from time series, statistical, temporal and spectral domains.

License:BSD-3-ClauseStargazers:0Issues:0Issues:0

datumaro

Dataset Management Framework, a Python library and a CLI tool to build, analyze and manage Computer Vision datasets.

License:MITStargazers:0Issues:0Issues:0

Stocks-Pattern-Analyzer

discover different patterns based on similarity measures in historical (financial) data

License:MITStargazers:0Issues:0Issues:0

pyts

A Python package for time series classification

License:BSD-3-ClauseStargazers:0Issues:0Issues:0

Quantitative-analysis

量化研究-券商金工研报复现

Stargazers:0Issues:0Issues:0

HIST

The source code and data of the paper "HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Information".

Stargazers:0Issues:0Issues:0

pyfbad

An open-source outlier detection package by Getcontact Data Team

License:MITStargazers:0Issues:0Issues:0

SimTSC

[SDM 2022] Towards Similarity-Aware Time-Series Classification

License:MITStargazers:0Issues:0Issues:0

ChainKnowledgeGraph

ChainKnowledgeGraph, 产业链知识图谱包括A股上市公司、行业和产品共3类实体,包括上市公司所属行业关系、行业上级关系、产品上游原材料关系、产品下游产品关系、公司主营产品、产品小类共6大类。 上市公司4,654家,行业511个,产品95,559条、上游材料56,824条,上级行业480条,下游产品390条,产品小类52,937条,所属行业3,946条。

Stargazers:0Issues:0Issues:0

Financial-Models-Numerical-Methods

Collection of notebooks about quantitative finance, with interactive python code.

License:AGPL-3.0Stargazers:0Issues:0Issues:0

bitcoin_volatility_forecasting

GARCH and Multivariate LSTM forecasting models for realized volatility with potential applications in options trading, hedging, portfolio management, and risk management

Stargazers:0Issues:0Issues:0

surpriver

Find big moving stocks before they move using machine learning and anomaly detection

License:GPL-3.0Stargazers:0Issues:0Issues:0

Stock-Prediction-Models

machine learning and deep learning models for Stock forecasting including trading bots and simulations

License:Apache-2.0Stargazers:0Issues:0Issues:0

douglas-quaid

Open source software for image correlation, distance and analysis

License:GPL-3.0Stargazers:0Issues:0Issues:0

sentence-transformers

Sentence Embeddings with BERT & XLNet

License:Apache-2.0Stargazers:0Issues:0Issues:0

Amazing-Feature-Engineering

Feature engineering is the process of using domain knowledge to extract features from raw data via data mining techniques. These features can be used to improve the performance of machine learning algorithms. Feature engineering can be considered as applied machine learning itself.

Stargazers:0Issues:0Issues:0

info_retrieve

Framework for a information retrieval engine (QnA, knowledge base query, etc)

License:Apache-2.0Stargazers:0Issues:0Issues:0

autoscraper

A Smart, Automatic, Fast and Lightweight Web Scraper for Python

License:MITStargazers:0Issues:0Issues:0
License:MITStargazers:0Issues:0Issues:0

SentEval

A python tool for evaluating the quality of sentence embeddings.

License:NOASSERTIONStargazers:0Issues:0Issues:0