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aed-quant

Asynchronous event driven quantitative trading framework

aioquantpro

alphagen

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

cplusplusthings

C++那些事

cython-doc-zh

Cython 3.0 中文文档

distributional-soft-actor-critic-2.0

drl-trading-tianshou

a deep reinforcement learning trading training research with tianshou

dtqn

Deep Transformer Q-Networks for Partially Observable Reinforcement Learning

fracdiff

Compute fractional differentiation super-fast. Processes time-series to be stationary while preserving memory. cf. "Advances in Financial Machine Learning" by M. Prado.

gop

GoPlus - The Go+ language for engineering, STEM education, and data science

hftbacktest

A high-frequency trading and market-making backtesting tool accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books.

lobcast

LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data.

memory-rl

When Do Transformers Shine in RL? Decoupling Memory from Credit Assignment

mojo

The Mojo Programming Language

momentum-transformer

pytorch-gpu-benchmark

Using the famous cnn model in Pytorch, we run benchmarks on various gpu.

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. An increasing number of SOTA Quant research works/papers are released in Qlib.

regression-loss-functions-in-time-series-forecasting-pytorch

This repository compares the performance of 8 different regression loss functions used in Time Series Forecasting using Temporal Fusion Transformers.

rl_portfolio_management

Portfolio management with RL

sqlib

stock-prediction-using-rwkv

Stock prediction using RWKV NN. Until now most of the usage done with RWKV was for LM.

tft-torch

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

time-series-forecasting-and-deep-learning

Resources about time series forecasting and deep learning.

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).

transformers_versus_lstms_for_electronic_trading

tutorial

Tutorials for GoPlus (The Go+ Language)

v-programming-book-cn

入门V语言编程教程-中文版

ziglings

Learn the Zig programming language by fixing tiny broken programs.