stoictraveler

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

Barra Multifactor Model

Barra-Equity-Risk-Model

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.

BarraRiskModel

cne5_factors

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

libpku

贵校课程资料民间整理

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.

mlfbook

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.

qlib

Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment. With Qlib, you can easily try your ideas to create better Quant investment strategies.

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