lucifervenus83's repositories
alpha2
pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"
gplearnplus
升级后的gplearn， 支持包含时序和截面参数的自定义函数，例如均线
AmazingQuant
AmazingQuant——为交易而生的智能投研Lab。包含策略组合研究服务、量化数据服务、指标计算服务、绩效分析服务四大功能模块。
SnowballPricing
雪球结构产品定价
Qbot
[updating ...] 自动量化交易机器人 Qbot is an AI-oriented quantitative investment platform, which aims to realize the potential, empower AI technologies in quantitative investment. https://ufund-me.github.io/Qbot :news: qbot-mini: https://github.com/Charmve/iQuant
MiniGPT-4
MiniGPT-4: Enhancing Vision-language Understanding with Advanced Large Language Models
ccapi
A header-only C++ library for interacting with crypto exchanges. Binding for Python is provided. A spot market making application is also provided as an end-to-end solution for liquidity providers.
EvolutionaryForest
An open source python library for automated feature engineering based on Genetic Programming
quant-trading
Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Straddle, Shooting Star, London Breakout, Heikin-Ashi, Pair Trading, RSI, Bollinger Bands, Parabolic SAR, Dual Thrust, Awesome, MACD
data-science-ipython-notebooks
Data science Python notebooks: Deep learning (TensorFlow, Theano, Caffe, Keras), scikit-learn, Kaggle, big data (Spark, Hadoop MapReduce, HDFS), matplotlib, pandas, NumPy, SciPy, Python essentials, AWS, and various command lines.
avellaneda-stoikov
Avellaneda-Stoikov HFT market making algorithm implementation
stochastic-models
Python code of commonly used stochastic models for Monte-Carlo simulations
100-Days-Of-ML-Code
100-Days-Of-ML-Code中文版
Online-News-Clustering
Breaking news clustering using incremental algorithms and NLP techniques.
Awesome-Quant-Machine-Learning-Trading
Quant/Algorithm trading resources with an emphasis on Machine Learning
deep-hedging
Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.
Genetic-Alpha
A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy
Steal-ML
Model extraction attacks on Machine-Learning-as-a-Service platforms.
ML-Quantamental
Machine Learning-Driven Quantamental Investing
Stock-Quantamental-Investing-Analysis
Using Python and Tushare financial database
autoAlpha
Automatically generates alphas across a parameter set given an alpha and fetches the results.
OrderImbalance
Order Imbalance Strategy in High Frequency Trading