kiki's repositories
hf_micro_research
This project is to explore high-frequency model and strategy. You will expect high-frequency features mining, ml/dl models, and hf trading strategies.
derivative_quant_research
option future model
news-emotion
📉 金融文本情感分析模型
pysystemtrade
Systematic Trading in python
transformer-time-series-prediction
proof of concept for a transformer-based time series prediction model
algo_trading_and_quant_strategies
Supplemental Material for Algorithmic Trading and Quantitative Strategies
angel
A Flexible and Powerful Parameter Server for large-scale machine learning
binance-connector-python
a simple connector to Binance Public API
ctpwrapper
上海期货交易所CTP接口 Shanghai Future CTP Interface CTP 6.3.11 Python API Wrapper
deep-stock
Deep Learning for Stock Market
DeepLOB-Deep-Convolutional-Neural-Networks-for-Limit-Order-Books
This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", published in IEEE Transactions on Singal Processing. We use FI-2010 dataset and present how model architecture is constructed here. The FI-2010 is publicly avilable and interested readers can check out their paper.
hyperopt
Distributed Asynchronous Hyperparameter Optimization in Python
lihang-code
《统计学习方法》的代码实现
M4-methods
Data, Benchmarks, and methods submitted to the M4 forecasting competition
Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original
Machine Learning for Algorithmic Trading, Second Edition - published by Packt
machine-learning-for-trading
Code and resources for Machine Learning for Algorithmic Trading, 2nd edition.
MonteCarlo
A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM
qtrader
A Light Event-Driven Algorithmic Trading Engine
strategies
quantitative trading with Javascript, Python, C++, Blockly, MyLanguage(麦语言)
TradeMaster
TradeMaster is an open-source platform for quantitative trading empowered by reinforcement learning :fire: :zap: :rainbow: