gglive Goto Github PK

algotrading

Algorithmic trading platform for multiple assets

alpha-mind

quantitative security portfolio analysis

awesome-timeseries

bt

bt - flexible backtesting for Python

eos

An open source smart contract platform

finance-python

python tools for Finance

jaqs

l2features

mp3_cut

prml

PRML algorithms implemented in Python

pyalgotrade

Python Algorithmic Trading Library

pyfolio

Portfolio and risk analytics in Python

pyprobml

Python code for "Machine learning: a probabilistic perspective" (2nd edition)

pytorch-gan

PyTorch implementations of Generative Adversarial Networks.

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. An increasing number of SOTA Quant research works/papers are released in Qlib.

quantcalc-net.github.io

previously quantcalc.net

research_public

Quantopian research projects

rqalpha

A extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities

rqalpha-mod-fxdayu-source

rqalpha拓展数据和事件源，支持分钟级别回测，实时交易，支持quantos数据源

rqalpha-mod-vnpy

RQAlpha 对接 vnpy 的扩展 Mod。通过启用该 Mod 来实现期货策略的实盘交易

scrapper

stockpredictionai

In this noteboook I will create a complete process for predicting stock price movements. Follow along and we will achieve some pretty good results. For that purpose we will use a Generative Adversarial Network (GAN) with LSTM, a type of Recurrent Neural Network, as generator, and a Convolutional Neural Network, CNN, as a discriminator. We use LSTM for the obvious reason that we are trying to predict time series data. Why we use GAN and specifically CNN as a discriminator? That is a good question: there are special sections on that later.

vnpy

基于python的开源量化交易平台开发框架

zipline

Zipline, a Pythonic Algorithmic Trading Library