xfunture's repositories
example-hftish
Example Order Book Imbalance Algorithm
AutomatedStockTrading-DeepQ-Learning
Every day, millions of traders around the world are trying to make money by trading stocks. These days, physical traders are also being replaced by automated trading robots. Algorithmic trading market has experienced significant growth rate and large number of firms are using it. I have tried to build a Deep Q-learning reinforcement agent model to do automated stock trading.
bitcoin_volatility_forecasting
GARCH and Multivariate LSTM forecasting models for Bitcoin realized volatility with potential applications in crypto options trading, hedging, portfolio management, and risk management
ChainKnowledgeGraph
ChainKnowledgeGraph, 产业链知识图谱包括A股上市公司、行业和产品共3类实体，包括上市公司所属行业关系、行业上级关系、产品上游原材料关系、产品下游产品关系、公司主营产品、产品小类共6大类。 上市公司4,654家，行业511个，产品95,559条、上游材料56,824条，上级行业480条，下游产品390条，产品小类52,937条，所属行业3,946条。
datasets
🤗 The largest hub of ready-to-use datasets for ML models with fast, easy-to-use and efficient data manipulation tools
deep_rl_trader
Trading Environment(OpenAI Gym) + DDQN (Keras-RL)
dgl
Python package built to ease deep learning on graph, on top of existing DL frameworks.
DomainWordsDict
DomainWordsDict, Chinese words dict that contains more than 68 domains, which can be used as text classification、knowledge enhance task。涵盖68个领域、共计916万词的专业词典知识库，可用于文本分类、知识增强、领域词汇库扩充等自然语言处理应用。
example-scalping
A working example algorithm for scalping strategy trading multiple stocks concurrently using python asyncio
Financial-Models-Numerical-Methods
Collection of notebooks about quantitative finance, with interactive python code.
hikyuu
Hikyuu Quant Framework 基于C++/Python的开源量化交易研究框架
Krypto-trading-bot
Self-hosted crypto trading bot (automated high frequency market making) written in C++
LSSY
LSSY量化交易系统
paper-reading
深度学习论文精读
PGPortfolio
PGPortfolio: Policy Gradient Portfolio, the source code of "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem"(https://arxiv.org/pdf/1706.10059.pdf).
pysystemtrade
Systematic Trading in python
QA-Survey
北航大数据高精尖中心研究张日崇团队对问答系统的总结。包括基于知识图谱的问答（KBQA），基于文本的问答系统（TextQA），基于表格的问答系统（TabletQA）和基于视觉的问答系统（VisualQA），每类系统分别对学术界和工业界进行总结。
QuantEcon.py
A community based Python library for quantitative economics
QuantumKatas
Tutorials and programming exercises for learning Q# and quantum computing
Riskfolio-Lib
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
rqalpha
A extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities
stock
stock，股票系统。使用python进行开发。
Stock-market-forecasting
Forecasting directional movements of stock prices for intraday trading using LSTM and random forest
Stock-Prediction-Models
Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations
tensortrade
An open source reinforcement learning framework for training, evaluating, and deploying robust trading agents.
TextGrapher
Text Content Grapher based on keyinfo extraction by NLP method。输入一篇文档，将文档进行关键信息提取，进行结构化，并最终组织成图谱组织形式，形成对文章语义信息的图谱化展示。
xalpha
基金投资管理回测引擎