TianYuJiang89's repositories
Adv_Fin_ML_Exercises
Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]
AFML
All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.
artificial-intelligence-for-trading
Content for Udacity's AI in Trading NanoDegree.
cvx_short_course
Materials for a short course on convex optimization.
cvxportfolio
Portfolio optimization and simulation in Python
DirtyQuant
Code that I show on my YouTube Channel
dlsa-public
Deep Learning Statistical Arbitrage
ep-chan-book-algo-trading
Recreate EP Chan algo trading book strategies
finance_ml
Advances in Financial Machine Learning
hummingbot
Open source software that helps you create and deploy high-frequency crypto trading bots
Introduction-to-quantitative-trading
for_quant_study
ISAC
Optimal control of risk aversion in Avellaneda Stoikov high frequency market making model with Soft Actor Critic reinforcement learning
Kalman-and-Bayesian-Filters-in-Python
Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters, and more. All exercises include solutions.
mgarch
DCC-GARCH(1,1) for multivariate normal distribution.
mlfinlab
MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.
orderbook-dynamics
Modeling high-frequency limit order book dynamics with support vector machines
pairs_trading
experiments with pair trading
PairsTrading
Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Lisboa).
PySCIPOpt
Python interface for the SCIP Optimization Suite
sample_notebooks
Loose collection of Jupyter notebooks, mostly for my blog
Selfstudy-note-for-advances-in-financial-machine-learning
Notebook for <Advances in Financial Machine Learning> using Python 3.7
vnpy
基于Python的开源量化交易平台开发框架