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qiantao8213's Projects

alphasickle icon alphasickle

多因子指数增强策略/多因子全流程实现

finbert_feat_eng_for_momentum_transformer icon finbert_feat_eng_for_momentum_transformer

A Sharpe ratio optimised decoder-only TFT based Momentum Transformer and LSTM Deep Momentum Network trading model using FinBERT breaking financial news sentiment and novel price action and VWAP proximity oscillators

finrl icon finrl

FinRL: Financial Reinforcement Learning. 🔥

ilearndeeplearning.py icon ilearndeeplearning.py

This repository contains small projects related to Neural Networks and Deep Learning in general. Subjects are closely linekd with articles I publish on Medium. I encourage you both to read as well as to check how the code works in the action.

openctp icon openctp

CTP开放平台（股票、期货、期权、量化交易）提供与CTP接口完全兼容的dll，一定程序上可替代Simnow等模拟交易平台，使用者只需替换CTP交易dll，程序无需重新编译即可使用，同样也提供CTP程序无缝接入股票柜台的能力。

patchtst icon patchtst

An offical implementation of PatchTST: "A Time Series is Worth 64 Words: Long-term Forecasting with Transformers." (ICLR 2023) https://arxiv.org/abs/2211.14730

qlib icon 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.

samples icon samples

Sample code and snippets used in the .NET documentation (repo under construction)

stock-tft icon stock-tft

Stock price prediction using a Temporal Fusion Transformer

stock-trading-ml icon stock-trading-ml

A stock trading bot that uses machine learning to make price predictions.

stockformer icon stockformer

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

texttrader icon texttrader

命令行交易终端（股票、期货、期权），绝大部分命令与VI编辑器中相同，支持CTP柜台、tradenow平台等，支持Windows、Linux、MacOSX等操作系统。

trading-momentum-transformer icon trading-momentum-transformer

This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.org/pdf/2112.08534.pdf).

xapi3 icon xapi3

原XAPI2，清理了部分内容，仓库更简洁

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