xfx88's repositories
AlgoPlus
AlgoPlus 2.0是使用c++语言开发的用于全市场交易的SDK，提供c++/python/java接口。
alphalens
Performance analysis of predictive (alpha) stock factors
An-Application-of-Deep-Reinforcement-Learning-to-Algorithmic-Trading
Experimental code supporting the results presented in the scientific research paper entitled "An Application of Deep Reinforcement Learning to Algorithmic Trading"
analytic_shrinkage
Non-Linear Covariance Shrinkage
dlsa-public
Deep Learning Statistical Arbitrage
EquityCharacteristics
Calculate U.S. equity (portfolio) characteristics
FactorMining
基于基因表达式规划算法的因子挖掘
Financial_Feature_Engineering_cross_sample
【Framework】Let the neural network 'freely' learn the relationship between different stocks. An intuitive example in quantitative finance, tensorflow 1.3.0.
finta
Common financial technical indicators implemented in Pandas.
FreqNet_
stock price prediction; financial text; time horizon
HIST
The implementation of the paper "HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Information".
IGMTF
The source code and data of the paper "Instance-wise Graph-based Framework for Multivariate Time Series Forecasting".
ipca
Instrumented Principal Components Analysis
machine-learning-asset-management
Machine Learning in Asset Management (by @firmai)
machine-learning-for-trading
Code for Machine Learning for Algorithmic Trading, 2nd edition.
Merlion
Merlion: A Machine Learning Framework for Time Series Intelligence
Microservices-Based-Algorithmic-Trading-System
MBATS is a docker based platform for developing, testing and deploying Algorthmic Trading strategies with a focus on Machine Learning based algorithms.
pycopent
Estimating Copula Entropy (Mutual Information) and Transfer Entropy (Conditional Independence) in Python
pyfolio
Portfolio and risk analytics in Python
qlib
Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment. With Qlib, you can easily try your ideas to create better Quant investment strategies.
Quantitative-analysis
量化研究-券商金工研报复现
quantstats
Portfolio analytics for quants, written in Python
Riskfolio-Lib
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
stock
stock，股票系统。使用python进行开发。
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).
trade_strategy
用backtrader实现一些交易策略的回测。
tsfresh
Automatic extraction of relevant features from time series: