pegasusTrader's repositories
PandoraTrader
高频量化交易平台 C++ Trade Platform for quant developer
PandoraTraderUI
带界面的PandoraTrader
asio
Asio C++ Library
Autoformer
About Code release for "Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting" (NeurIPS 2021), https://arxiv.org/abs/2106.13008
bayesian_changepoint_detection
Methods to get the probability of a changepoint in a time series.
CI-STHPAN
Implementation of AAAI-24 CI-STHPAN: Pre-Trained Attention Network for Stock Selection with Channel-Independent Spatio-Temporal Hypergraph
csv-parser
A modern C++ library for reading, writing, and analyzing CSV (and similar) files.
Deep-Inception-Networks
This code is a version of implement of the essay named Deep Inception Networks: A General End-to-End Framework for Multi-asset Quantitative Strategies
easy-rl
强化学习中文教程(蘑菇书🍄),在线阅读地址:https://datawhalechina.github.io/easy-rl/
rustdesk
Yet another remote desktop software
spdlog
Fast C++ logging library.
STL
MSVC's implementation of the C++ Standard Library.
dva
Code release for "Diffusion Variational Autoencoder for Tackling Stochasticity in Multi-Step Regression Stock Price Prediction" https://arxiv.org/abs/2309.00073
google-research
Google Research
HTV_Trans
Time series forecasting
LTSF-Linear
[AAAI-23 Oral] Official implementation of the paper "Are Transformers Effective for Time Series Forecasting?"
MICN
Code release of paper "MICN: Multi-scale Local and Global Context Modeling for Long-term Series Forecasting" (ICLR 2023)
pytorch-forecasting
Time series forecasting with PyTorch
RL
强化学习的数学原理代码练习
slow-momentum-fast-reversion
This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (https://arxiv.org/pdf/2105.13727.pdf).
StockFormer
PyTorch implementation for Paper "StockFormer: Learning Hybrid Trading Machines with Predictive Coding".
tft-torch
A Python library that implements ״Temporal Fusion Transformers for Interpretable Multi-horizon Time Series Forecasting״
ThreadPool
A simple C++11 Thread Pool implementation
Time-Series-Library
A Library for Advanced Deep Time Series Models.
TimeMixer
[ICLR 2024] Official implementation of "TimeMixer: Decomposable Multiscale Mixing for Time Series Forecasting"
TimesNet
About Code release for "TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis" (ICLR 2023), https://openreview.net/pdf?id=ju_Uqw384Oq
TSFpaper
This repository contains a reading list of papers on Time Series Forecasting/Prediction (TSF) and Spatio-Temporal Forecasting/Prediction (STF). These papers are mainly categorized according to the type of model.