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asio

Asio C++ Library

autoformer

About Code release for "Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting" (NeurIPS 2021), https://arxiv.org/abs/2106.13008

bayesian_changepoint_detection

Methods to get the probability of a changepoint in a time series.

ci-sthpan

Implementation of AAAI-24 CI-STHPAN: Pre-Trained Attention Network for Stock Selection with Channel-Independent Spatio-Temporal Hypergraph

csv-parser

A modern C++ library for reading, writing, and analyzing CSV (and similar) files.

deep-inception-networks

This code is a version of implement of the essay named Deep Inception Networks: A General End-to-End Framework for Multi-asset Quantitative Strategies

deeplearning_tutorials

The deeplearning algorithms implemented by tensorflow

demand_forecast

dva

Code release for "Diffusion Variational Autoencoder for Tackling Stochasticity in Multi-Step Regression Stock Price Prediction" https://arxiv.org/abs/2309.00073

easy-rl

强化学习中文教程（蘑菇书🍄），在线阅读地址：https://datawhalechina.github.io/easy-rl/

google-research

Google Research

htv_trans

Time series forecasting

lightgbm

A fast, distributed, high performance gradient boosting (GBT, GBDT, GBRT, GBM or MART) framework based on decision tree algorithms, used for ranking, classification and many other machine learning tasks.

ltsf-linear

[AAAI-23 Oral] Official implementation of the paper "Are Transformers Effective for Time Series Forecasting?"

micn

Code release of paper "MICN: Multi-scale Local and Global Context Modeling for Long-term Series Forecasting" (ICLR 2023)

onetbb

Official Threading Building Blocks (TBB) GitHub repository. For Commercial Intel® TBB distribution, please click here: https://software.intel.com/en-us/tbb

pandoratrader

高频量化交易平台 C++ Trade Platform for quant developer

pandoratraderui

带界面的PandoraTrader

pegasusdemo

CTP Quant Strategy

pytorch-forecasting

Time series forecasting with PyTorch

quant

real-time-stock-market-prediction-using-ensemble-dl-and-rainbow-dqn

rl

强化学习的数学原理代码练习

rustdesk

Yet another remote desktop software

slow-momentum-fast-reversion

This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (https://arxiv.org/pdf/2105.13727.pdf).

spdlog

Fast C++ logging library.

stl

MSVC's implementation of the C++ Standard Library.

stockformer

PyTorch implementation for Paper "StockFormer: Learning Hybrid Trading Machines with Predictive Coding".

tft-torch

A Python library that implements ״Temporal Fusion Transformers for Interpretable Multi-horizon Time Series Forecasting״

threadpool

A simple C++11 Thread Pool implementation