Steven Du's starred repositories

gym

A toolkit for developing and comparing reinforcement learning algorithms.

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reinforcement-learning

Implementation of Reinforcement Learning Algorithms. Python, OpenAI Gym, Tensorflow. Exercises and Solutions to accompany Sutton's Book and David Silver's course.

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statsmodels

Statsmodels: statistical modeling and econometrics in Python

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TensorLayer

Deep Learning and Reinforcement Learning Library for Scientists and Engineers

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pyfolio

Portfolio and risk analytics in Python

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keras-rl

Deep Reinforcement Learning for Keras.

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alphalens

Performance analysis of predictive (alpha) stock factors

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arctic

High performance datastore for time series and tick data

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hmmlearn

Hidden Markov Models in Python, with scikit-learn like API

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pandas-datareader

Extract data from a wide range of Internet sources into a pandas DataFrame.

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keras-cn

Chinese keras documents with more examples, explanations and tips.

IbPy

Python API for the Interactive Brokers on-line trading system.

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cvxopt

CVXOPT -- Python Software for Convex Optimization

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StrategyEase-Python-SDK

策略易(StrategyEase)Python SDK,策略自动化交易 API 及量化平台。

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dx

DX Analytics | Financial and Derivatives Analytics with Python

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seqlearn

Sequence learning toolkit for Python

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cgt

Computation Graph Toolkit

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dawp

Jupyter Notebooks and code for Derivatives Analytics with Python (Wiley Finance) by Yves Hilpisch.

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mql4-lib

MQL4/5 Foundation Library For Professional Developers

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qlearning4k

Q-learning for Keras

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portfolioopt

Financial Portfolio Optimization Routines in Python

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rlpy

RLPy Reinforcement Learning Framework

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TWS-Proxy.NET

Interactive Broker TWS API for .NET

IBridgePy

libraries and algorithms for IBridgePy

covshrink

Python implementation of a sample covariance matrix shrinkage experiment

covar

Compute shrinkage estimates of the covariance matrix

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python-pairs-trading

A simple implementation of a pairs trading strategy

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PoissonRegression

A poisson generalized linear model in python

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