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olps

Online Portfolio Selection toolbox

openalpha

An open source equity statistical arbitrage backtest simulator, use the same API as WorldQuant's WebSim https://www.worldquantvrc.com/en/cms/wqc/websim

opendata

开源的金融投资数据提取工具，专注在各类网站上爬取数据，并通过简单易用的API方式使用

openhft

Parent module to include active modules

openquantbook

OpenQuant系统的入门手册

opentrade

An open source OEMS, and intraday algorithmic trading platform in modern C++ for professional quant

peregrine

Detects arbitrage opportunities across 131 cryptocurrency exchanges in 50 countries

pgportfolio

PGPortfolio: Policy Gradient Portfolio, the source code of "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem"(https://arxiv.org/pdf/1706.10059.pdf).

phbs_multi-factor_project

puppet

将交易端的界面操作包装为交易接口，UIAutomation API for trade client. QQgroup：624585416

pyda-2e-zh

:book: [译] 利用 Python 进行数据分析 · 第 2 版

pypbo

Probability of Backtest Overfitting in Python

pytdx

Python tdx数据接口

pytorch-cifar

95.47% on CIFAR10 with PyTorch

qlib

Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment. With Qlib, you can easily try your ideas to create better Quant investment strategies.

quant

Quant is a python-based system for stock trading strategy backtesting

rechunker

Disk-to-disk chunk transformation for chunked arrays.

redtorch

rtcp

利用 Python 的 Socket 端口转发，用于远程维护

rtradingstrategies

spectre

GPU-accelerated Factors analysis library and Backtester

sphinx-quant

一个基于vnpy，支持多账户，多策略，实盘交易，数据分析，分布式在线回测，风险管理，多交易节点的量化交易系统；支持CTP期货，股票，期权，数字货币等金融产品

spoon-knife

This repo is for demonstration purposes only.

stability-selection

scikit-learn compatible implementation of stability selection.

starquant

a light-weighted, integrated trading/backtesting system/platform（综合量化交易回测系统/平台）

stock-prediction-models

Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations

stock_market

stockpredictionai

In this noteboook I will create a complete process for predicting stock price movements. Follow along and we will achieve some pretty good results. For that purpose we will use a Generative Adversarial Network (GAN) with LSTM, a type of Recurrent Neural Network, as generator, and a Convolutional Neural Network, CNN, as a discriminator. We use LSTM for the obvious reason that we are trying to predict time series data. Why we use GAN and specifically CNN as a discriminator? That is a good question: there are special sections on that later.

strategies

quantitative trading with Javascript OR Python 用Javascript OR Python进行量化交易

tdxtradeserver

TongDaXin Tarde Server 通达信交易服务器