victorxie996

DSTP-RNN-Implementation

A Dual-Stage Two-Phase attention-based Recurrent Neural Network for long-term and multivariate time series prediction

Barra_CNE6

Barra CNE6 因子构建

cs231n.github.io

Public facing notes page

DA-RNN

FinRL_Market_Simulator

fracdiff

Compute fractional differentiation (fracdiff) super-fast. Processes time-series to be stationary while preserving memory. cf. "Advances in Financial Machine Learning" by M. Prado.

Midjourney_api

unofficial Midjourney API

QuantResearch

Quantitative analysis, strategies and backtests

slow-momentum-fast-reversion

This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (https://arxiv.org/pdf/2105.13727.pdf).

trading-momentum-transformer

This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.org/pdf/2112.08534.pdf).