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2022-comap-c-dl

# 2022 COMAP Problem C chosen (Bitcoin and Gold Quant Trading

a-

对A股市场2016年1月-2021.7月的4000只A股股票进行数据预处理和简单的多元线性回归尝试，建立初步的建模思路，最后通过JQ的线性回归回测工具确定因子和因子权重进行股票回测确定20只股票，此策略收益略低于沪深三百组合收益

active-portfolio-management

factor return calculation, mean-variance / Black&Litterman portfolio optimization, risk decomposition

adv_fin_ml_exercises

Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]

advanced-term-structures

Our project extends the classical models such as Vasicek and CIR to incorporate the effects of jump-risks in the market. We explore modern methods to price and calibrate such models and evaluate their pricing performance with respect to classical models and the observed market prices.

aeron

Efficient reliable UDP unicast, UDP multicast, and IPC message transport

affine

Affine term structure modeling Python package. See LICENSE for terms of use.

afns_master_thesis_code

This is the repository for Jakob Meldgaard and Alexandros Bøgeskov-Tsoronis master's thesis

ai-alpha

AI based alpha research for trading

ai-for-trading

📈This repo contains detailed notes and multiple projects implemented in Python related to AI and Finance. Follow the blog here: https://purvasingh.medium.com

ai-for-trading-1

Artificial Intelligence for Trading

ai-ml-playground

Tinkering with Projects every now and then and uploading a few.

ai_quant_trade-stock

股票AI操盘手：从学习、模拟到实盘，一站式平台。包含股票知识、策略实例、因子挖掘、传统策略、机器学习、深度学习、强化学习、图网络、高频交易、C++部署和聚宽实例代码等，可以方便学习、模拟及实盘交易

ai_stock_trading

Design pattern for critical stages in the development process of an AI Stock Trading Bot

algo-trading-project

Algo trading project about future contracts of five metals and back test

algorithm-component-library

A collection of code snippets that can be constructed into larger trading algorithms.

algorithmic_delta_hedging

A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization

algorithms

Algorithm competition and practice codes.

algotools

Trading algorithmic strategies and tools

algotrader

alphatools

Quantitative finance research tools in Python

alphazero_trader

Adjusting an implementaion of AlphaZero to trading.

analyst-training

Training for Kx Analyst

anomaliesinoptions

In this notebook we will explore a machine learning approach to find anomalies in stock options pricing.

arbitrage-for-treasury-bond-futures

arbitrage-github

搬砖套利程序链接大全

arbitrage_research

Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.

arbitragelab

ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algorithms from the best academic journals.

arctic

High performance datastore for time series and tick data

article.eikoncomapi.vba.eventdrivenfinancialcalculations

Event-driven financial calculations with Thomson Reuters Eikon for Excel and Visual Basic for Applications