samson-huang

PairsTrading

PairsTrading base on R or python

data_integration_celery

通过celery定期执行更相关任务，将万得wind，同花顺ifind，东方财富choice、Tushrae、JQDataSDK、pytdx、CMC等数据终端的数据进行整合，清洗，一致化，供其他系统数据分析使用

volatility_smile_arbitrage

ARIMA-and-GARCH

Applying the time series models of ARIMA and GARCH to model stock returns and volatility respectively

Assignment1

Assignment2

Awesome-CobaltStrike

CobaltStrike的相关资源汇总 / List of Awesome CobaltStrike Resources

Barra

Barra Multifactor Model

Barra_CNE6

Barra CNE6 因子构建

Brinson-Attribution

以wind为数据源的基金单期brinson业绩归因

factor_update

利用Wind API更新周频与月频因子

FinML

Financial Machine Learning

GARCH_Model

Generalized AutoRegressive Conditionally Heteroskedastic

GRJ-GARCH_Model

Estimating the Parameters of a GARCH Model

HS300_index_enhance

沪深300指数增强模型

investment_data

Scripts and doc for https://www.dolthub.com/repositories/chenditc/investment_data

jaqs-fxdayu

jaqs-fxdayu:股票多因子策略研究和分析框架jaqs拓展包

kalitools

Kali Linux工具清单

machine-learning-asset-management

Machine Learning in Asset Management

muarch

Multiple Univariate AR-GARCH Modelling with Copula marginals for simulation

multi-factor-gm-wind-joinquant

基于掘金+万得+聚宽的多因子策略开发框架

multi-factor_model

ofo-webshow

Pairs-Trading

QlibPlatform

quant_modeling

A repo to explore quantitative finance models, libraries and tooling.

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

Quantitative-analysis

量化研究-券商金工研报复现

RNN_GARCH

Estimating Value-at-Risk with a recurrent neural network (Jordan type) GARCH model

TIDIBEI

泰迪杯数据挖掘比赛协作仓库。——基于机器学习方法构建多因子选股模型。