Siyang Liu's repositories
WHU_FinTech_Workshop
武汉大学金融科技研讨班
AlphaNetV3
Recurrent Neural Network for predicting Stock Returns
deep-learning-for-image-processing
deep learning for image processing including classification and object-detection etc.
did_imputation
Event studies: robust and efficient estimation, testing, and plotting
dlsa-public
Deep Learning Statistical Arbitrage
EconometricsLabs
Collection of in-class labs in R for introductory econometrics class
EquityCharacteristics
Calculate U.S. equity (portfolio) characteristics
FactorMining
基于基因表达式规划算法的因子挖掘
hs300_stock_predict
该项目用于对沪深300股票的预测,包括股票下载,数据清洗,LSTM 模型的训练,测试,以及实时预测
inside-zipline
深入了解zipline回测框架
ipca
Instrumented Principal Components Analysis
KRLPapers
Must-read papers on knowledge representation learning (KRL) / knowledge embedding (KE)
kungfu
Kungfu Trader
Mercury-Tutorial
Tutorial on the Mercury Computing Cluster
OKex-API
Python,用OKex提供的官方API,进行二次开发,实现获取订单信息,持仓信息等,操作简单易懂,功能清晰明了
OpenNMT-py
Open Source Neural Machine Translation in PyTorch
paper-reading
深度学习经典、新论文逐段精读
Pillow
The friendly PIL fork (Python Imaging Library)
pytorch-handbook
pytorch handbook是一本开源的书籍,目标是帮助那些希望和使用PyTorch进行深度学习开发和研究的朋友快速入门,其中包含的Pytorch教程全部通过测试保证可以成功运行
QUANTAXIS
QUANTAXIS 支持任务调度 分布式部署的 股票/期货/期权/港股/虚拟货币 数据/回测/模拟/交易/可视化/多账户 纯本地量化解决方案
ReplicationCrisis
Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2021)
Superalgos
Free, open-source crypto trading bot, automated bitcoin / cryptocurrency trading software, algorithmic trading bots. Visually design your crypto trading bot, leveraging an integrated charting system, data-mining, backtesting, paper trading, and multi-server crypto bot deployments.
Swin-Transformer
This is an official implementation for "Swin Transformer: Hierarchical Vision Transformer using Shifted Windows".
templates
Templates of all kind
vars
Multivariate Time Series Models: VAR, SVAR and SVEC
xgboost
Scalable, Portable and Distributed Gradient Boosting (GBDT, GBRT or GBM) Library, for Python, R, Java, Scala, C++ and more. Runs on single machine, Hadoop, Spark, Dask, Flink and DataFlow
zipline
Zipline, a Pythonic Algorithmic Trading Library