superidylle Goto Github PK

adv_fin_ml_exercises

Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]

alpha101

基于万矿平台对alpha101因子进行测试并构造多因子策略

alphatrading

An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implement APT model, BARRA's risk model and dynamic multi-factor model in this project.

barra-model

An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.

barra_cne5

Provide risk forecasts by Barra China Equity Model

bayesian_tree

bayestsa

A Python library implementing Bayesian methods for solving estimation and forecasting problems in time series analysis

bitcoin-price-prediction

Task to predict the price variations of bitcoin, a virtual cryptographic currency.

bitmex-python-recorder

Python Recorder for BitMEX Ticker Data

cne5_factors

cookbook

Companion files to the q cookbook

datascience

Curated list of Python resources for data science.

dawp

Derivatives Analytics with Python (Wiley Finance)

design-patterns-py

《大话设计模式》Python实现

dx

DX Analytics

gpu-computing-for-finance

Repository for GPU Computing for Finance

hf_ctp_py_proxy

上期技术期货交易api之python封装，实现接口调用。支持windows linux.

lianghuabao

量化宝lianghuabao

lihang_book_algorithm

致力于将李航博士《统计学习方法》一书中所有算法实现一遍

lstm-neural-network-for-time-series-prediction

LSTM built using Keras Python package to predict time series steps and sequences. Includes sin wave and stock market data

mastering-python-for-finance-second-edition

Sources codes for: Mastering Python for Finance, Second Edition

mastering-python-for-finance-source-codes

Accompanying source codes for my book 'Mastering Python for Finance'.

mlfinlab

Package based on the work of Dr Marcos Lopez de Prado regarding his research with respect to Advances in Financial Machine Learning

modelling_assignment

modelling_mean_variance

modelling_project

models

Models and examples built with TensorFlow

neovim

Vim-fork focused on extensibility and usability

option-arbitrage

A Project to identify option arbitrage opportunities via Black Scholes. This is referred to as 'Option Arbitrage Trading' which seeks to neutralize certain market risks by taking offsetting long and short related securities.

optionpricing-hedging

A toolbox for OTC options pricing & hedging.