txu2014's repositories
binance_orderflow
Derive order flow from Tick and Trade data.
edgar_analyzer
download, parse, process SEC edgar report. 10-K, 10-K, etc.
ActivePortfolioManagement
Example/Notes/Solutions for Active Portfolio Management, by Grinold and Kahn
artificial-intelligence-for-trading
Content for Udacity's AI in Trading NanoDegree.
backtrader
Python Backtesting library for trading strategies
binance-public-data
Details on how to get Binance public data
bt-ig-store
IG Markets Store for Backtrader
CrossSection
Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"
cryptofeed
Cryptocurrency Exchange Websocket Data Feed Handler
Halfrost-Field
✍️ 这里是写博客的地方 —— Halfrost-Field 冰霜之地
Hands-On-Machine-Learning-for-Algorithmic-Trading
Hands-On Machine Learning for Algorithmic Trading, published by Packt
handson-ml2
A series of Jupyter notebooks that walk you through the fundamentals of Machine Learning and Deep Learning in Python using Scikit-Learn, Keras and TensorFlow 2.
hftbacktest
A high-frequency trading and market-making backtesting tool accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books.
hummingbot
Hummingbot is open source software that helps you build trading bots that run on any exchange or blockchain
ig-markets-api-python-library
A lightweight Python library that can be used to get live data from IG Markets REST and STREAM API with a LIVE or DEMO account
pair-trading
CS7641 Team project
SEC-EDGAR-text
Text information from US companies' SEC EDGAR electronic filings
Tencent2020_Rank1st
The code for 2020 Tencent College Algorithm Contest, and the online result ranks 1st.
trading_calendars
Calendars for various securities exchanges.