paracats's repositories
-chanlun
缠论量化，人类历史上第一个数学上可以严格证明的技术分析策略，包含严格笔，线段作为最低级别，中枢的构成，级别的扩展，第一二三类买卖点，同级别分解的，背驰的判断，区间套，需要技术合作的加微信17866148858，备注"github"。实盘业绩，交易记录，见-chanlun/模拟交易/ 。走势分解例子在readme,因海外通达信无法方便接收实时行情，用大智慧制作的走势分解程序，减轻脑力工作量。因时间有限只和有缠论技术基础的人交流。可解决比如走势递归的划分，如何同级别分解，二买三买的低点到底当下如何判断在何处，小转大的程序判断等问题。用缠论主观交易就能稳定赚钱。只有用缠论主观交易能挣钱的人，才有可能量化交易也挣钱。何次交易，本人都可以明确在当下，不知道后续走势的情况下指出其错误所在，从而在当时避免错误。如果交易能亏损很多，用亏损的钱的十分之一学习到能避免重复的亏损的问题，大大的值得了。 缠论的难点在于，同级别分解如何分解，同级别分解的多义性，背驰力度的计算，小转大卖点的处理，跳空等极端走势对走势划分的影响，卖点比买点级别小的把握，中枢震荡的操作，如何规避T+1,等等。
adaptive-alerting
Anomaly detection for streaming time series, featuring automated model selection.
AlphaAI
Use unsupervised and supervised learning to predict stocks
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.
auto-sklearn
Automated Machine Learning with scikit-learn
BinomialTreeModel
By using Binomial Tree Model, I can make stock path and estimate European/American option price.
brentSolver_implied_volatility
Brent's method for calculating implied volatility adopted from Numerical Recipes in C
Cycle-indicators
Cycle indicators from “Cybernetic Analysis for Stocks and Futures” and “Cycle Analytics for Traders”
Delta-Gamma-Hedging-Simulation
Apply option pricing theory to run a daily delta gamma hedging simulation on European Call using VBA.
Dynamic-Derivatives-Portfolio-Hedging
Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage of Options contracts.
fs2
B+ Tree - List - File Structures 2 - Memory Mapped File Structures for Go
Fuck-XueXiQiangGuo
学习强国 懒人刷分工具 自动学习
Implied-Volatility-Modelling
With real market data using Black Scholes and Brentq
JXQuant
该库主要分享“匠芯量化”公众号内的策略源码，更多策略细节请关注微信公众号：“匠芯量化”（微信搜索公众号“jxquant”）。
kaggle-web-traffic
1st place solution
Kalman-and-Bayesian-Filters-in-Python
Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters, and more. All exercises include solutions.
LSMC
Pricing American Option with Least Square Monte Carlo
MyQuant
我的量化交易学习实践代码
QUANTAXIS
QUANTAXIS 量化金融框架 Quantitative Financial Framework 中小型策略团队解决方案
QuantLib
The QuantLib C++ library
ringbuffer
🚀🚀自动扩容的循环缓冲区实现
SparkExample
SparkExamples
tutorials
The "REST With Spring" Course:
vhr
微人事是一个前后端分离的人力资源管理系统，项目采用SpringBoot+Vue开发。
volatility-trading
A complete set of volatility estimators based on Euan Sinclair's Volatility Trading