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arctic

High performance datastore for time series and tick data

backtrader

Python Backtesting library for trading strategies

barra-multiple-factor-risk-model

Barra-Multiple-factor-risk-model

blacklittermanassetallocation

Asset model using the Black-Litterman approach.

easytrader

提供券银河/银河客户端/广发/雪球的基金、股票自动程序化交易以及自动打新，支持跟踪 joinquant /ricequant 模拟交易 和 实盘雪球组合, 量化交易组件

garch

DCC BEKK Factor Copula MSV

mfe-toolbox

nonconvex-pdlce

Matlab codes for the paper "Positive Definite Estimation of Large Covariance Matrix Using Generalized Nonconvex Penalties "

pacong

node-雪球数据爬虫

portfolio

code to compare different covariance matrix estimators for portfolio optimization

project536

MATLAB Project for modelling covariance matrix of financial time series data as Generalized Wishart Process

psycopg2-windows

Pip & virtualenv friendly version of psycopg2 for Windows

py-earth

A Python implementation of Jerome Friedman's Multivariate Adaptive Regression Splines

python4datascience.ch

从0开始接触Python处理数据科学问题。包含Python0基础入门、科学计算工具入门、数学与计算机基础入门、统计学习入门。

pyvar

Shared memory parallel Python code to calculate the Value at Risk (VaR) of a stock using Monte Carlo and GBM model

quantbox_xapi

正在升级XAPI2，请关注新版，老版不再维护

rqalpha

RQalpha: A Python Algorithmic Trading Engine with BackTest, Portfolio Calculation and Free Day Bar Data

shipane-python-sdk

实盘易（ShiPanE）Python SDK，通达信自动化交易 API 及量化平台。

sinalv2

API for sina level2 market quotations

snowball

抓取雪球优异组合的持仓调仓

sparklingpandas

Sparkling Pandas

starterlearningpython

Learning Python: from Beginner to Master. http://www.itdiffer.com

stock

雪球股票讨论度与价格走势的关系

thinkbayes

Code repository for Think Bayes.

twap_wmfix_matlab

Basically, twap_wmfix, but for Matlab.

uupp

vwap