wgcgxp's repositories
FactorAnalysis
多因子策略回测框架
HS300_index_enhance
沪深300指数增强模型
MultivariateTimeSeriesSimilarity
Multivariate timeseries similarity compare, MTS, DTW, PCA, CPCA
Dynamic-Nelson-Siegel
Dynamic Nelson-Siegel in two steps
Grid-trading
Some naive low frequency stock market strategy back test algorithm including grid trading
Stylechange
大小盘风格轮动
alpha101
基于万矿平台，对alpha101因子进行测试并构造多因子策略
lstm
Minimal, clean example of lstm neural network training in python, for learning purposes.
StockPredictionbyML
根据股票因子预测未来价格涨跌（tensorflow）
stockpool
stockpool selected model backup
stock_market_indicators
A small Python library with most common stock market indicators
upro
Notes on the UPRO ETF - a 3x leveraged (daily) S&P500 ETF
eastmoney-yaowen-keyword
Python抓取东方财富要闻的热点词
Stock-Price-Prediction-With-Indicators
The prediction is based on a recurrent neural network. The list of features includes MACD, Stochastic Oscillator, ATR, RSI etc.
HS300
沪深300指数纯因子组合构建
Indicator
通达信缠论可视化分析插件
debtDefaultResearch
对截止至2017年7月17日的债券违约事件进行梳理归因，并寻找宏观流动性影响因素，组成数据集。运用Lasso回归进行特征提取后，输入带L2惩罚项LR、SVM、NN、GBDT、RF等机器学习模型进行违约预测，得出GBDT预测效果最好以及特征工程对线性模型预测效果具有重要性的结论。
HS300-1
沪深300指数纯因子组合构建
econ-fed
Developed and trained a neural network that predicted Federal Reserve interest rates at a higher accuracy than the Taylor Rule, a long-standing formula for calculating interest rate recommendations.
Wind_Python
量化开发 多因子选股模型
wenhua-functions
wenhua functions doc
AssetAllocation
安信三因子ES大类资产配置策略v1.0