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academy

Ray tutorials from Anyscale

agentbasedsimulation

alphagen

Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.

applied-ml

📚 Papers & tech blogs by companies sharing their work on data science & machine learning in production.

auto-pytorch

Automatic architecture search and hyperparameter optimization for PyTorch

autogluon

AutoGluon: AutoML for Image, Text, and Tabular Data

awesome-deep-learning-based-time-series-forecasting

barra_cne5

Provide risk forecasts by Barra China Equity Model

bristolstockexchange

BSE is a simple minimal simulation of a limit order book financial exchange

coder2gwy

互联网首份程序员考公指南，由3位已经进入体制内的前大厂程序员联合献上。

crosssection

Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"

da-rnn

📃 **Unofficial** PyTorch Implementation of DA-RNN (arXiv:1704.02971)

da-rnn-1

Dual-Stage Attention-Based Recurrent Neural Net for Time Series Prediction

deep-learning-with-python-notebooks

Jupyter notebooks for the code samples of the book "Deep Learning with Python"

deeplearning

deeprl-tensorflow2

🐋 Simple implementations of various popular Deep Reinforcement Learning algorithms using TensorFlow2

drl

Deep Reinforcement Learning

ebooks

Online store for quant finance books

exchange-core

Ultra-fast matching engine written in Java based on LMAX Disruptor, Eclipse Collections, Real Logic Agrona, OpenHFT, LZ4 Java, and Adaptive Radix Trees.

fullstackpython.com

Full Stack Python source with Pelican, Bootstrap and Markdown.

gym

A toolkit for developing and comparing reinforcement learning algorithms.

gym_example

An example implementation of an OpenAI Gym environment used for a Ray RLlib tutorial

informer2020

The GitHub repository for the paper "Informer" accepted by AAAI 2021.

ipca

Instrumented Principal Components Analysis

keras-rl2

Reinforcement learning with tensorflow 2 keras

liquibook

Modern C++ order matching engine

machine-learning-for-asset-managers

Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitative Finance) written by Prof. Marcos López de Prado.

mcos

Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"

ml_finance_codes

Machine Learning in Finance: From Theory to Practice Book

modern-cpp-tutorial

📚 Modern C++ Tutorial: C++11/14/17/20 On the Fly | https://changkun.de/modern-cpp/