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adv-alstm

Code for paper "Enhancing Stock Movement Prediction with Adversarial Training" IJCAI 2019

alphagen

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

classic-ml-methods-algo

Review, theoretical analysis and implementation of classic Machine Learning methods

coursera-ml-andrewng-notes

吴恩达老师的机器学习课程个人笔记

czsc

缠中说禅技术分析工具；缠论；股票；期货；Quant；量化交易

finrl-meta

FinRL­-Meta: A Universe for Data­-Driven Financial Reinforcement Learning. 🔥

fund-position-measurement

integrated-gradients

Attributing predictions made by the Inception network using the Integrated Gradients method

integratedgradientspytorch

Integrated gradients attribution method implemented in PyTorch

kaggle-optiver-solution

lightgbm

A fast, distributed, high performance gradient boosting (GBT, GBDT, GBRT, GBM or MART) framework based on decision tree algorithms, used for ranking, classification and many other machine learning tasks.

long_short

lzgdatahanle

lzgplotdata

lzgstrategy

ml-python

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.

rf_spider

spider

section

slow-momentum-fast-reversion

This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (https://arxiv.org/pdf/2105.13727.pdf).

spider

spider2017

tabnet

PyTorch implementation of TabNet paper : https://arxiv.org/pdf/1908.07442.pdf

vision

Datasets, Transforms and Models specific to Computer Vision

zgtools