Mike's repositories
active-strategy-framework
A flexible framework for active LP strategy simulations that use the full Uniswap v3 swap history
100-Days-Of-ML-Code
100-Days-Of-ML-Code中文版
AiLearning
AiLearning: 机器学习 - MachineLearning - ML、深度学习 - DeepLearning - DL、自然语言处理 NLP
algotrading-example
algorithm trading backtest and optimization examples
Awesome-Chinese-NLP
A curated list of resources for Chinese NLP 中文自然语言处理相关资料
awesome-deep-reinforcement-learning-in-finance
🔬 A collection for those AI (RL / DL / SL / Evoluation / Genetic Algorithm) used in financial market. otherwise, we add Technology Analysis / Alpha Research / Arbitrage and other useful strategies tools & docs in quantitative finance market.
awesome-quant
**的Quant相关资源索引
Awesome-Quant-Machine-Learning-Trading
Quant/Algorithm trading resources with an emphasis on Machine Learning
Contrarian
Contrarian & Small Market Capital Quantitative Trading Strategy Research on Chinese A-Shares.
Evolutionary-Trading-Strategies
This code illustrates the use of genetic programming to evolve financial trading strategies for a single equity stock. Individuals (strategies) are considered as functions of historical price data, outputting a position allocation. Strategy fitness evaluation is computed by simulating the strategy over historical financial data. Because financial investment requires a fundamental tradeoff between risk and return, strategies are evaluated on multi-objective fitness functions depending on profit and maximum drawdown of the strategy and ranging from very risk-prone to very risk-averse. The population of individual strategies is evolved using tournament selection, single-point crossover, and random mutation as evolutionary operators. Strategies with the best fitness at any stage in the evolutionary process are recorded in a ‘hall-of-fame’. At the end of the evolutionary process, strategies in the ‘hall-of-fame’ are evaluated over a set of test data and selected based on a train-test criterion which penalizes strategies that do not generalize well.
example-hftish
Example Order Book Imbalance Algorithm
jqfactor_analyzer
聚宽单因子分析工具
multi-factor-gm-wind-joinquant
基于掘金+万得+聚宽的多因子策略开发框架
practicalAI-cn
AI实战-practicalAI 中文版
quant-trading
Python quantitative trading strategies including MACD, Pair Trading, Heikin-Ashi, London Breakout, Awesome, Dual Thrust, Parabolic SAR, Bollinger Bands, RSI, Pattern Recognition, CTA, Monte Carlo
Quant.Strategy
I will upload and update my quant strategies here
quantstats
Portfolio analytics for quants, written in Python
Stock-Prediction-Models
Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations
strategies
quantitative trading with Javascript, Python, C++, Blockly, MyLanguage(麦语言)
style-rotation
利用机器学习算法预测沪深300与中证500的强弱
SVM-and-HS300
从沪深300指数的日行情数据构建特征，用SVM预测指数的涨跌方向
TreasuryFutureTrading
A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
Tutorials
Ipython notebooks for math and finance tutorials
volatility-and-option
计算波动率的六种方法，计算隐含波动率，凤凰期权的定价，编制基于50ETF期权的VIX指数