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alphas

alpha101, alpha191, alphalens, backtrader, 量化研究

ashareconvertiblebond

转债研究的日常

assignment-1

A factor strategy of Convertible bond

barra-model

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

convertible_bond

低风险投资之可转债 可转债量化分析

convertible_bond-1

calculate the return of some convertible bond trade strategy

cross-sectional-momentum-trading-in-the-china-stock-market

5530 Group11 Project

cross-sectional-stock-analysis

Econometrics Project: Cross sectional portfolio stock analysis using Principal Component Analysis (PCA), Value at Risk and ARIMA methodology to improve performance

dl_on_trading_data

Deep learning for stock selection based on price-volume data. (CNN, LSTM in Tensorflow)

handson-ml

A series of Jupyter notebooks that walk you through the fundamentals of Machine Learning and Deep Learning in python using Scikit-Learn and TensorFlow.

keras-visualize-activations

Activation Maps Visualization for Keras.

lightgbm_bilstm

A Study on Stock Price Prediction and Quantitative Strategy - Based on Deep Learning 『深層学習に基づく株価予測とクオンツ戦略に関する研究』基于深度学习的股票价格预测和量化策略研究

load-forecasting-using-different-deep-learning-architectures

this project is to implement different deep learning architectures and evaluate them based on their performance on the hour-ahead electricity price and load prediction task. More specifically, we will evaluate (i) Random Forest, (ii) CNN-Univariate, (iii) CNN-Multivariate, (iv) RNN-LSTM and (v) BiLSTM architectures, using the root mean squared erro

msc-fintech-research-project

Beyond microcaps - predicting cross-sectional stock returns via machine learning

multi-head-self-attention-transformer-for-dogecoin-price-prediction

numpy-ml

Machine learning, in numpy

predict-chinese-stock-price-using-ml

pydata-book

Materials and IPython notebooks for "Python for Data Analysis" by Wes McKinney, published by O'Reilly Media