Maybe's repositories
Adv_Fin_ML_Exercises
Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]
adv_finance
Implementation of AFML Book
advances_in_financial_machine_learning
the questions in 'Advances in Financial Machine Learning' by Lopez de Prado
ark_etf
Analyze ark etf portfolio
BERT-pytorch
BERT 源码阅读
binance-public-data
Details on how to get Binance public data
capstone_nf
Capstone project: neue fische Data Science Bootcamp (winter 2019)
chart-visualizer
Chart visualizer in line with advice from 'The Art and Science of Technical Analysis'. Starts off as simple Jupyter testing with apis, then writing python document, then creating Java project for GUI.
ComiRec
Source code and dataset for KDD 2020 paper "Controllable Multi-Interest Framework for Recommendation"
DeepCTR
Easy-to-use,Modular and Extendible package of deep-learning based CTR models .
DeepCTR-Torch
【PyTorch】Easy-to-use,Modular and Extendible package of deep-learning based CTR models.
DeepMatch
A deep matching model library for recommendations & advertising. It's easy to train models and to export representation vectors which can be used for ANN search.
Finance
Notebooks based on financial machine learning.
freqtrade
Free, open source crypto trading bot
kronos-competition
隊名：最強的沒來
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.
OptionsAnalyzer
Visualize Option Data in Python. Makes market activity easier to understand through heat-maps and interactive 3D bar graphs.
pysystemtrade
Systematic Trading in python
qc-smart-beta-strategies
Repo for the Smart Beta strategies written for the QuantConnect platform
qc-tick-data-strategies
Repo for the Tick Based Trend Following strategies written for the QuantConnect platform
quant-trading
Python quantitative trading strategies including MACD, Pair Trading, Heikin-Ashi, London Breakout, Awesome, Dual Thrust, Parabolic SAR, Bollinger Bands, RSI, Pattern Recognition, CTA, Monte Carlo, Options Straddle
real_trader
python版本A股实时交易 实时tick数据 + 实盘接口 中泰证券下单/实时tick数据/历史行情数据/实时交易 聚宽JoinQuant策略语法兼容
research
Contains all the Jupyter Notebooks used in our research
retail-investor-strategies
Repo for code used to perform research for the WorldQuant University MScFE Capstone project on "Application of algorithmic trading strategies for retail investors"
Stock_feature_engineering
Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. Generated features from indicators, statistics, and recent factors. Used multi-disciplined analysis to find feature importance. Attached labels of trends and stop/hold positions for machine learning. Used machine l
UnusualVolumeDetector
Gets the last 5 months of volume history for every ticker, and alerts you when a stock's volume exceeds 10 standard deviations from the mean within the last 3 days
volatility-trading
A complete set of volatility estimators based on Euan Sinclair's Volatility Trading