light10year's repositories
AlgoPlus
最忠实于CTP官方API特性、最低延时、最易使用的Python版量化投资开源框架。
covshrink
Python implementation of a sample covariance matrix shrinkage experiment
cvxportfolio
Portfolio optimization and simulation in Python
doubi
一个逗比写的各种逗比脚本~
drl-portfolio-management
CSCI 599 deep learning and its applications final project
hffix
Financial Information Exchange Protocol C++ Library
ISAC
Optimal control of risk aversion in Avellaneda Stoikov high frequency market making model with Soft Actor Critic reinforcement learning
kungfu
Kungfu Master Trading System
OLPS
Online Portfolio Selection toolbox
PGPortfolio
PGPortfolio: Policy Gradient Portfolio, the source code of "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem"(https://arxiv.org/pdf/1706.10059.pdf).
PythonTrainingExercises
Code to exercise your Python knowledge.
QtaTraining2019
北京大学量化交易协会2019级培训课件及代码
reinforcement-learning
Implementation of Reinforcement Learning Algorithms. Python, OpenAI Gym, Tensorflow. Exercises and Solutions to accompany Sutton's Book and David Silver's course.
spinningup
An educational resource to help anyone learn deep reinforcement learning.
stock
30天掌握量化交易 (持续更新)
SubMicroTrading
Ultra Low Latency Trading Framework (Fix Engine, OMS, FastFix, ETI, Algo Container)
universal-portfolios
Collection of algorithms for online portfolio selection