zhouquant Goto Github PK

-chanlun

文件 笔和线段的一种划分.py,只需要把k线high，low数据输入，就能自动实现笔，线段，中枢，买卖点，走势类型的划分了。可以把sh.csv 作为输入文件。个人简历见.pdf。时间的力量。有人说择时很困难，有人说选股很容易，有人说统计套利需要的IT配套设施很重要。还有人说系统有不可测原理。众说纷纭。分布式的系统，当你的影响可以被忽略，你才能实现，Jiang主席所谓之，闷声发大财。第一周，大盘跌了1%，挣钱了一万，挣了5%。 #股票 #股市 #缠论 https://v.kuaishou.com/bFEl6M Copy this message and open 【Kwai】to view!

akshare

AKShare is an elegant and simple financial data interface library for Python, built for human beings! 开源财经数据接口库

alphasickle

多因子指数增强策略/多因子全流程实现

amazingquant

AmazingQuant——智能投资Lab，为交易而生。包含策略组合研究服务、量化数据服务、指标计算服务、绩效分析服务四大功能模块。

awesome-quant

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

awesome-quant-1

**的Quant相关资源索引

awesome-quant-machine-learning-trading

Quant/Algorithm trading resources with an emphasis on Machine Learning

awesome-quant-papers

This repository hosts my reading notes for academic papers.

crosssection

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

cryptocurrency-derivatives-pricing-and-delta-neutral-volatility-trading

This project is to download and analyze cryptocurrency option data available on Deribit via a public API. Data are collected on an Ubuntu remote server with the implementation of Python3, Shell and SQLite and are then analyzed locally with Python3.

deep-hedging

deeplearning-for-quant

本项目为深度学习在多因子量化选股中的一种实践

develop

generic project files

dqn-ddpg_stock_trading

Using DQN/DDPG for stock trading. Xiong, Z., Liu, X.Y., Zhong, S., Yang, H. and Walid, A., 2018. Practical deep reinforcement learning approach for stock trading, NeurIPS 2018 AI in Finance Workshop.

duneanalytics

Unofficial Python Library for Dune Analytics

elitequant

A list of online resources for quantitative modeling, trading, portfolio management

famafrench

Implementation of 5-factor Fama French Model

finrl

FinRL: Financial Reinforcement Learning Framework. Please star. 🔥

high-frequency-pairs-trading

This is the final project of Statistical Arbitrage course and it aims to apply pairs trading in high frequency data to realize auto-trading

high-frequency-trading-model-with-ib

A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python

highfrequencytradingsvms

This project implements a high frequency trading strategy that utilizes Support Vector Machines to capture statistical arbitrage in the pricing of Class A and Class C Google stocks.

medium_notebook

Repository containing notebooks of my posts on Medium

mlfinlab

msta

Multi Strategy Trading Algorithm

mth9879-market-microstructure-models

A collection of homeworks of market microstructure models.

multi-factor-stock-selection

多因子选股(股票) ,基于Fama三因子构成的多因子策略

myquant

我的量化交易学习实践代码

neuralrdes

Code for: "Neural Rough Differential Equations for Long Time Series", (ICML 2021)

pairs-trading-as-application-to-the-ornstein-uhlenbeck-process

A model simulation shows how pairs trading could be used for two S&P500 traded stocks. It proofs that the strategy is successful on real data.

pairs-trading-with-ml