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Name: Fried Li
Type: User
Name: Fried Li
Type: User
Apply machine learning algorithms in the financial market. Ensemble Model, including XGBoost, LightGBM, CNN, ResNet and LSTM.
股票AI操盘手:从学习、模拟到实盘,一站式平台。包含股票知识、策略实例、因子挖掘、传统策略、机器学习、深度学习、强化学习、图网络、高频交易、C++部署和聚宽实例代码等,可以方便学习、模拟及实盘交易
多因子指数增强策略/多因子全流程实现
Barra-Multiple-factor-risk-model
Barra CNE6 因子构建
A risk evaluation program that follows BARRA's CNE6 and USE4 risk model to predict the risk and distribution of factors in a portfolio. Created by Rosemary He Sept. 2019, under Zhiqiang Zhang.
Campisi纯债型基金业绩归因模型程序,适用于**市场,需要有Wind的API接口权限
改进gplearn,主要使用在股票公式挖掘
基于股权激励事件的因子选股多头策略,学位论文的代码部分
jaqs-fxdayu:股票多因子策略研究和分析框架jaqs拓展包
:star2:【Numpy 手写实现】SVM 支持向量机 | KNN K近邻 | Kmeans | Logistic Regression 逻辑回归 | Maximum Entropy 最大熵 | Naive Bayes 朴素贝叶斯 | Perception 感知机 | Decision Tree 决策树 | Random Forest 随机森林 | DBDT | GDA 高斯判别分析 | PCA 主成分分析 | LDA 线性判别分析
根据均值方差理论优化fof组合资产配比并进行回测
复现致敬大神的周频选股
基于机器学习的多因子研究框架
Machine learning, in numpy
高频量化交易平台 C++ Trade Platform for quant developer
Dynamic portfolio optimization
2018华泰证券暑期实习项目——利用深度学习为结构化产品定价的探索
复刻东吴证券《“波动率选股因子”系列研究(一):寻找特质波动率中的纯真信息——剔除跨期截面相关性的纯真波动率因子》
量化投资
量化FOF框架
多因子选股框架
High-frequency statistical arbitrage
手写实现李航《统计学习方法》书中全部算法
多因子打分选股
多因子选股 和 指数策略
talib学习 talib中文翻译 talib中文文档
基于机器学习方法构建多因子选股模型:RandomForest, GBDT, Adaboots, xgboost,MLP, Linear Model, LSTM
本文通过gplearn模型,结合遗传算法中的遗传规划方法生成因子。这里因子生成基于simple-backtest中的简单回测系统,主要针对股指期货操作。
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.