hmn21's repositories
stockMarketPrediction
Comparison of stock market efficiency and predicting accuracy in China and US
algobroker
Algo execution engine
Language:Python000
AlphaTrading
An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implement APT model, BARRA's risk model and dynamic multi-factor model in this project.
Language:Jupyter Notebook000
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.
Language:PythonNOASSERTION000
research-1
Answers to the questions at the back of the chapters of Advances in Financial Machine Learning.
Language:Jupyter NotebookNOASSERTION000