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Justin's Projects

alphalens icon alphalens

Performance analysis of predictive (alpha) stock factors

cpptrader icon cpptrader

High performance components for building Trading Platform such as ultra fast matching engine, order book processor

cxx2flow icon cxx2flow

将 C/C++ 代码转换成流程图 / Turn your C/C++ code into flowchart

empyrical icon empyrical

Common financial risk and performance metrics. Used by zipline and pyfolio.

fmtlog icon fmtlog

fmtlog is a performant fmtlib-style logging library with latency in nanoseconds.

jqdatasdk icon jqdatasdk

简单易用的量化金融数据包(easy utility for getting financial market data of China)

moonchart icon moonchart

Performance tear sheets and backtest analysis for Moonshot

pyfolio icon pyfolio

Portfolio and risk analytics in Python

quantaxis icon quantaxis

QUANTAXIS 股票/期货/自定义市场 数据爬取-清洗/存储-分析/回测-可视化/交易/复盘的本地一站式解决方案

sourcetrail icon sourcetrail

Sourcetrail - free and open-source interactive source explorer

vnpy icon vnpy

基于python的开源量化交易平台开发框架

xapi2 icon xapi2

统一行情交易接口第2版

zipline icon zipline

Zipline, a Pythonic Algorithmic Trading Library

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