Zhenyi Shen's repositories
Event_driven_framework_for_backtesting
It is suitable for beginners
Grid_Trading
Tushare数据源，网格策略，年化轻松10%以上；Grid Trading with Tushare; Annual Percentage Rate >10% tested on Ping An Insurance（Group）Company of China since 2018;
WuGui-WebSpider
从乌龟量化网站抓取股票相关信息
SmartTrading
A Novel Reinforcement Learning Framework for Quantitative Trading in Noisy Markets
support_resistance_line
A well-tuned algorithm to generate & draw support/resistance line on time series. 根据时间序列自动生成支撑线压力线
Zipline-Demo-Code-Run-in-Pycharm
A good demo code to show how Zipline is used in Pycharm IDE with all bugs fixed.
Black-Litterman-Model
使用Python复现Black-Litterman模型。Black-Litterman模型创造性地采用贝叶斯方法将投资者对预期收益的主观看法与资产的市场均衡收益相结合，有效地解决了Markowitz均值-方差模型中投资者难以准确估计各个投资品种预期收益率、以及其权重对预期收益率的极度敏感性这两大问题。本项目使用美国市场2009年-2019年十年间的10只股票数据进行回测，证明了合理观点对资产组合收益率具有显著的正面影响效果。
BreakOut
identify stock breakouts
deep-forecast
Forecasting Macroeconomic Parameters with Deep Learning Neural Networks - Final Year Peoject
deeplearningbook-chinese
Deep Learning Book Chinese Translation
efficient_frontier
上证50成分股、马科维茨有效前沿、CML、资本市场线、最高夏普比率、最低风险
Event-Driven-based-Backtesting-Framework-
Event Driven based Backtesting Framework
FinML
FinML: A Practical Machine Learning Framework for Dynamic Stock Selection
GAN-tensorflow
Implement Generative Adversarial Nets by Tensorflow
HiddenMarkovModel
Code for the Hidden Markov Model Tutorial Series
Intelligent-Position-Controller-with-Web-Crawler
1. Get data from websites by using Xpath. 2.Calculate the volatility of the index with ATR indicator. 3 Compute the maximal allowed position in terms of the ATR
models
Models built with TensorFlow
neural-doodle
Turn your two-bit doodles into fine artworks with deep neural networks, generate seamless textures from photos, transfer style from one image to another, perform example-based upscaling, but wait... there's more! (An implementation of Semantic Style Transfer.)
neural-style-tf
TensorFlow (Python API) implementation of Neural Style
proxTV
Matlab and Python toolbox for fast Total Variation proximity operators
reinforcement-learning-an-introduction
Python code for Reinforcement Learning: An Introduction
scikit-image
Image Processing SciKit (Toolbox for SciPy)
SecondLevelThinking
The source data for paper Second Level Thinking
support_resistance
Small package that helps to find support and resistance levels and plot them on chart
szy1900.github.io
Great ocean road markt data analysis platform. Data srouce from InsideAirbnb
tensorflow-reinforce
Implementations of Reinforcement Learning Models in Tensorflow
using-react-hooks-with-d3
Code from the video tutorial series "Using React (Hooks) with D3"
vnpy
基于Python的开源量化交易平台开发框架