jenny-yang20

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.

finmarketpy

Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)

Awesome-Quant-Machine-Learning-Trading

Quant/Algorithm trading resources with an emphasis on Machine Learning

bt

bt - flexible backtesting for Python

QuantResearch

Quantitative analysis, strategies and backtests

Deep-Trading

Algorithmic trading with deep learning experiments

open-reid

Open source person re-identification library in python

Empyrial

An Open Source Portfolio Backtesting Engine for Everyone | 面向所有人的开源投资组合回测引擎

Advanced-Deep-Trading

Mostly experiments based on "Advances in financial machine learning" book

Machine-Learning-for-Asset-Managers

Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitative Finance) written by Prof. Marcos López de Prado.

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.

Introduction-to-quantitative-trading

for_quant_study

mlfactor.github.io

Website dedicated to a book on machine learning for factor investing

pairs-trading-with-ML

multi-factor-gm-wind-joinquant

基于掘金+万得+聚宽的多因子策略开发框架

Quantitative-Investment-Trading-system

**人民大学财政金融学院“金融计量与量化策略分析”课程与“量化投资交易策略分析与系统设计”课程。

nelson_siegel_svensson

Implementation of the Nelson-Siegel-Svensson interest rate curve model.

HFT-Pairs-Trading

High Frequency Pairs Trading Based on Statistical Arbitrage (Python) :moneybag:

blog

Code and data for my blogs

Public_Research_and_Backtests

Research and Backtests I have been working on...enjoy

dlmmc

Dynamical linear modeling (DLM) regression code for analysis of atmospheric time-series data.

pa

Performance Attribution for Equity Portfolios

yield-curve-forecasting

This repository provides the implementation of a handful of forecasting methods in yield curve modelling.

Leo_Krippner_SSR

Contains Python code and files used to estimate shadow rate using Krippner's K-ANSM(2) with an estimated lower bound term structure model

Term_structure_modeling

Yield curve Interpolation using cubic spline and nelson Seigel model

FDLM

ZJU_FIS_Group_Project

浙江大学2020秋冬学期固定收益证券分析和模型课程，小组作业，XGBoost对美国国债的预测

Performance_Attribution

BSc-Thesis-

Yield Spread Curve as Recession Indicator in the framework of Machine Learning "On the trails of Dragon Kings"

Kaggle-Compettition---Benchmark-Bond-Trade-Prices-Prediction

https://www.kaggle.com/c/benchmark-bond-trade-price-challenge