stoictraveler's repositories
201804_Barrafactors
Factor model referred by the Barra Model (USE4/CNE5) and decomposition of China mutual/private funds.
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.
Barra-Model
An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
Barra-risk-model
Implemented some mathematical processings used in the Barra risk model
Barra_CNE5
Provide risk forecasts by Barra China Equity Model
barra_cne5-1
Self-built BARRA CNE5
Barra_CNE6
Barra CNE6 因子构建
BARRA_risk
A risk evaluation program that follows BARRA's CNE6 and USE4 risk model to predict the risk and distribution of factors in a portfolio. Created by Rosemary He Sept. 2019, under Zhiqiang Zhang.
Cornell-MOE
A Python library for the state-of-the-art Bayesian optimization algorithms, with the core implemented in C++.
hfai-models
HFAI deep learning models
iterm2-zmodem
Automatic ZModem support for iTerm 2
leetcode
LeetCode Solutions: A Record of My Problem Solving Journey.( leetcode题解，记录自己的leetcode解题之路。)
LeetCode-Go
✅ Solutions to LeetCode by Go, 100% test coverage, runtime beats 100% / LeetCode 题解
LightGBM
A fast, distributed, high performance gradient boosting (GBT, GBDT, GBRT, GBM or MART) framework based on decision tree algorithms, used for ranking, classification and many other machine learning tasks.
limit-order-book
A C++ and Python implementation of the limit order book.
LOB-feature-analysis
Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.
nachos-java
Nachos Operating System Projet
Optimal-Portfolio-Transactions
We consider the execution of portfolio transactions with the aim of minimizing a combination of risk and transaction costs arising from permanent and temporary market impact. As an example, assume that you have a certain number of stocks that you want to sell within a given time frame. If you place this sell order directly to the market as it is, t
q_Wind
kdb+/q interface library for Wind Quant API.
QUANTAXIS
QUANTAXIS 支持任务调度 分布式部署的 股票/期货/期权 数据/回测/模拟/交易/可视化/多账户 纯本地量化解决方案
REKCARC-TSC-UHT
清华大学计算机系课程攻略 Guidance for courses in Department of Computer Science and Technology, Tsinghua University
simple-match-engine
A simple, fast match engine for trading
smallchat
A minimal programming example for a chat server