wesley1001's repositories
-chanlun
文件 笔和线段的一种划分.py,只需要把k线high，low数据输入，就能自动实现笔，线段，中枢，买卖点，走势类型的划分了。可以把sh.csv 作为输入文件。个人简历见.pdf。时间的力量。有人说择时很困难，有人说选股很容易，有人说统计套利需要的IT配套设施很重要。还有人说系统有不可测原理。众说纷纭。分布式的系统，当你的影响可以被忽略，你才能实现，Jiang主席所谓之，闷声发大财。
AI-for-Trading
📈This repo contains detailed notes and multiple projects implemented in Python related to AI and Finance. Follow the blog here: https://purvasingh.medium.com
alpha-mind
quantitative security portfolio analysis. The analysis pipeline including data storage abstraction, alpha calculation, ML based alpha combining and portfolio calculation.
classifier
Machine learning code, derivatives calculation and optimization algorithms developed during the Machine Learning course at Universidade de Sao Paulo. All codes in Python, NumPy and Matplotlib with example in the end of file.
czsc
缠中说禅技术分析工具；缠论；股票；期货
Efficient-CapsNet
Official TensorFlow code for the forthcoming paper "Efficient-CapsNet: Capsule Network with Self-Attention Routing".
Genetic-Alpha
A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy
hudson-and-thames-research
Research Repo (Archive)
LGBM-Stock-Prediction
A machine learning pipeline that ingest and process a 20-year historical stock price dataset and try to predict future prices using LightGBM.
multifactor_model
技术面因子机器学习A股投资策略
neuralwarp
A supporting website for the paper "NeuralWarp: Time-Series Similarity with Warping Networks"
Optiver-Algo-Trading-Challenge
Submission for the Optiver Challenge as part of the Hex Cambridge Hackathon in January 2021
Probabilistic-Sharpe-Ratio
Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)
SecuritySelect
多因子选股框架
simi-search
Time series data similarity matching based on Fourier Transform and Wavelet Transform.
smart_predict_optimize
MIE424 Group Project: smart_predict_optimize
Stock-Prediction-Models
Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations
stock_cnn_blog_pub
This project is a loose implementation of paper "Algorithmic Financial Trading with Deep Convolutional Neural Networks: Time Series to Image Conversion Approach"
stolgo
Price Action Trading APIs, Algorithmic approach, Dealing with securities. Get APIs to detect candlestick patterns, identify trends, support resistance, and price breakout.
taot
Code for Time Adaptive Optimal Transport (TAOT) : a new time series similarity measure
Temporal_Relational_Stock_Ranking
Code for paper "Temporal Relational Ranking for Stock Prediction"
THS
同花顺股票交易接口 （纯协议支持python golang）
wencai
This is a wencai crawler.（i问财的策略回测接口的Pythonic工具包）
wqu_machinelearning_finance
Create structured financial data in the form of tick, volume, and dollar bars from unstructured tick data. From Marcos Lopez de Prado's Advances in Financial Machine Learning textbook.