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cheng's Projects

alphalens icon alphalens

Performance analysis of predictive (alpha) stock factors

alphatrading icon alphatrading

An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implement APT model, BARRA's risk model and dynamic multi-factor model in this project.

awesome-quant icon awesome-quant

A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

backtrader icon backtrader

Python Backtesting library for trading strategies

dataease icon dataease

人人可用的开源数据可视化分析工具。

devilyuan icon devilyuan

DevilYuan可视化股票量化系统，支持选股，历史数据自动下载，策略回测及参数优化，实盘交易和常用的统计功能

financepy icon financepy

A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.

finrl icon finrl

FinRL: Financial Reinforcement Learning Framework. Please star. 🔥

funcat icon funcat

Funcat 将同花顺、通达信、文华财经麦语言等的公式写法移植到了 Python 中。

hqchart icon hqchart

HQChart - H5, 微信小程序 沪深/港股/数字货币/期货/美股 K线图(kline),走势图,缩放,拖拽,十字光标,画图工具,截图,筹码图. 分析家语法,通达信语法,(麦语法),第3方数据替换接口

hurst icon hurst

Hurst exponent evaluation and R/S-analysis in Python

interpretablemlbook icon interpretablemlbook

《可解释的机器学习--黑盒模型可解释性理解指南》，该书为《Interpretable Machine Learning》中文版

jmpy icon jmpy

python 代码加密|加固

lean icon lean

Lean Algorithmic Trading Engine by QuantConnect (Python, C#)

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