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量化回测框架
This project implements an advanced pairs trading strategy using statistical arbitrage techniques. It leverages Bayesian optimization to fine-tune Kappa and Half-life parameters, enhancing the mean-reversion trading approach. The system includes comprehensive backtesting, risk management, and performance analysis tools.
10种轻量级人脸检测算法的比拼,其中还包含人脸关键点检测与对齐,人脸识别
stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.
Recreation of Diebold and Li: Forecasting the term structure of government bond yields in python.
Factor model referred by the Barra Model (USE4/CNE5) and decomposition of China mutual/private funds.
Asset allocation by BL model with 10 risk levels.
It might be a product better than money fund.
2019 CCF BDCI 技术需求与技术成果项目之间关联度计算模型第二名、2019 CCF BDCI 互联网金融新实体发现第四名、2019 CCF BDCI 金融信息负面及主体判定第五名
2019CCF-BDCI大赛 最佳创新探索奖获得者 基于OCR身份证要素提取赛题冠军 天晨破晓团队 赛题源码
Terminal multiplexer inspired by i3
电子工业出版社“悦读”PDF下载
35岁程序员退路之量化投资学习笔记
IF1405, IF1406, Scalable Timing Strategy, high frequency trading, probit, adaboost, machine learning, quant backtest
(陆续更新)重新整理过的基于机器学习的股票价格预测算法,里面包含了基本的回测系统以及各种不同的机器学习算法的股票价格预测,包含:LSTM算法、Prophet算法、AutoARIMA、朴素贝叶斯、SVM等
Simulation platform for facilitating agent-based modeling of financial markets
Julia package for simulating large populations of trading agents
Async Algorithmic Trading Engine
Accessible memory disaggregation using Apache Arrow and ThymesisFlow to allow for zero-copy, zero-serialization data transfers
阿布量化交易系统(股票,期权,期货,比特币,机器学习) 基于python的开源量化交易,量化投资架构
codes for the computation of the 2-period and continuous-time versions of my dissertation's structural credit-risk model.
升级后的gplearn, 支持包含时序和截面参数的自定义函数,例如均线
Code for ICML2020 paper [“Normalized Loss Functions for Deep Learning with Noisy Labels"] https://arxiv.org/abs/2006.13554
Official Implementation of AdaGCN (ICLR 2021)
Implementation of Baybutt (2022) JMP: empirical crypto asset pricing results; monte carlo and empirical tests of observable factors using double lasso; and, deep learning factor models models.
Implementation of the Adaptive XGBoost classifier for evolving data streams
An easy to use Natural Language Processing library and framework for predicting, training, fine-tuning, and serving up state-of-the-art NLP models.
AdCo: Adversarial Contrast for Efficient Learning of Unsupervised Representations from Self-Trained Negative Adversaries
A declarative, efficient, and flexible JavaScript library for building user interfaces.
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google ❤️ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.