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
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
ZigZag
Python library for identifying the peaks and valleys of a time series.
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
Riskfolio-Lib
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
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.
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.
ruptures
ruptures: change point detection in Python
Time-Series-Analysis-Tutorial
时间序列分析教程
rocket
ROCKET: Exceptionally fast and accurate time series classification using random convolutional kernels
tsfel
An intuitive library to extract features from time series, statistical, temporal and spectral domains.
datumaro
Dataset Management Framework, a Python library and a CLI tool to build, analyze and manage Computer Vision datasets.
Stocks-Pattern-Analyzer
discover different patterns based on similarity measures in historical (financial) data
pyts
A Python package for time series classification
Quantitative-analysis
量化研究-券商金工研报复现
HIST
The source code and data of the paper "HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Information".
pyfbad
An open-source outlier detection package by Getcontact Data Team
SimTSC
[SDM 2022] Towards Similarity-Aware Time-Series Classification
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。
Financial-Models-Numerical-Methods
Collection of notebooks about quantitative finance, with interactive python code.
bitcoin_volatility_forecasting
GARCH and Multivariate LSTM forecasting models for realized volatility with potential applications in options trading, hedging, portfolio management, and risk management
surpriver
Find big moving stocks before they move using machine learning and anomaly detection
Stock-Prediction-Models
machine learning and deep learning models for Stock forecasting including trading bots and simulations
douglas-quaid
Open source software for image correlation, distance and analysis
sentence-transformers
Sentence Embeddings with BERT & XLNet
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.
info_retrieve
Framework for a information retrieval engine (QnA, knowledge base query, etc)
autoscraper
A Smart, Automatic, Fast and Lightweight Web Scraper for Python
SentEval
A python tool for evaluating the quality of sentence embeddings.