wesley1001's repositories
Momentum-Ranker
Get a ranking of the top momentum stocks of the S&P 500
adv-financial-ml-marcos-exercises
Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado
autoxd
A股回测框架， 模拟实盘账户交易, 适合编写T+0策略
awesome-graph-classification
A collection of important graph embedding, classification and representation learning papers with implementations.
DQN-Trading
A Deep Reinforcement Learning Framework for Stock Market Trading
FactorMining
基于基因表达式规划算法的因子挖掘
Financial-GraphAttention
FinGAT: A Financial Graph Attention Networkto Recommend Top-K Profitable Stocks
fractional-differentiation-time-series
As described in Advances of Machine Learning by Marcos Prado.
geneticalgorithm
Genetic Algorithm Package for Python
gerber
Gerber robust statistics for portfolio optimization
ICCBR2021-Financial-TS-Similarity
This repository relates to the paper "Measuring Financial Time Series Similarity With a View to Identifying Profitable Stock Market Opportunities" which was published in the proceedings of the International Conference on Case Based Reasoning (ICCBR) 2021
Investor-Attention
A Study on Quantitative Strategies with a Multi-Factor Stock Selection Model Enhanced by Investor Attention
Machine-Learning-for-Asset-Managers
Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitative Finance) written by Prof. Marcos López de Prado.
mass-ts
MASS (Mueen's Algorithm for Similarity Search) - a python 2 and 3 compatible library used for searching time series sub-sequences under z-normalized Euclidean distance for similarity.
mootdx
通达信数据读取的一个简便使用封装
multi-factor-gm-wind-joinquant
基于掘金+万得+聚宽的多因子策略开发框架
NT8SupplyDemandDTBot
NinjaTrader 8 advanced supply/demand zone day trading bot
stock
股票行情数据 东方财富交易接口 股票自动交易
Stock-Prediction-and-Quantitative-Analysis-Based-on-Machine-Learning-Method
This project studies the intrinsic relationship between the stocks’ multiple factors and the investment value of the stocks listed in China Securities Index 800 Index through the machine method. The investment system pipeline has been implemented including data acquirement, data preprocessing, model tuning and selection based on the XGBoost boosted tree model.
stock-prediction-with-DL
深度学习与股票分析预测
stock-ranking-using-list-wise-approach
This repository contains necessary code for the paper "Stock Ranking Prediction Using List-Wise Approach and Node Embedding Technique". The paper was published in IEEE Access (https://ieeexplore.ieee.org/document/9461199).
stock-return-volatility-ranker
Ranking stocks for their return and quantifying volatility
stockDL
A financial deep learning library for stocks price prediction and comparison with traditional investment strategies. The Library is based on LSTM-Neural Networks and Conv1D + LSTM Neural Networks. Investments are subject to market risks, The AUTHOR HOLDS NO RESPONSIBILITY for any financial loss.
surpriver
Find big moving stocks before they move using machine learning and anomaly detection
Syestematic-Momentum-Investing
This Project is a model to predict returns using back testing, momentum and volatility of Time series data on Indian Markets
TDA---Financial-Time-Series-Analysis
Course project based on the paper: Gidea et Katz, 2017. Topological Data Analysis of Financial Time Series: Landscapes of Crashes
Technical_Analysis_and_Feature_Engineering
Feature Engineering and Feature Importance of Machine Learning in Financial Market.