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Siyang Liu's Projects

ml_codes icon ml_codes

Empirical Data and Some Simulation Codes

mlfinlab icon mlfinlab

MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.

multifactor icon multifactor

Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial engineering report. Steps include factor data collection and preprocessing, factor combination, portfolio optimization and risk return analysis.

nlp-tutorial icon nlp-tutorial

Natural Language Processing Tutorial for Deep Learning Researchers

okex-api icon okex-api

Python，用OKex提供的官方API，进行二次开发，实现获取订单信息，持仓信息等，操作简单易懂，功能清晰明了

opennmt-py icon opennmt-py

Open Source Neural Machine Translation in PyTorch

phd403 icon phd403

PhD 403: Empirical Asset Pricing

pillow icon pillow

The friendly PIL fork (Python Imaging Library)

poli273 icon poli273

Course Website for Causal Inference at UCSD

portfoliolab icon portfoliolab

PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professionals in the industry.

pretrained-models.pytorch icon pretrained-models.pytorch

Pretrained ConvNets for pytorch: NASNet, ResNeXt, ResNet, InceptionV4, InceptionResnetV2, Xception, DPN, etc.

princeton-eco529 icon princeton-eco529

Github Page for Princeton ECO529: Macro, Money and International Finance

project icon project

Project for development of quantitative stock investment strategies (2019)

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