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fanjunhua1228's Projects

aiif icon aiif

Jupyter Notebooks and code for the book Artificial Intelligence in Finance (O'Reilly) by Yves Hilpisch.

alphagozero-python-tensorflow icon alphagozero-python-tensorflow

Congratulation to DeepMind! This is a reengineering implementation (on behalf of many other git repo in /support/) of DeepMind's Oct19th publication: [Mastering the Game of Go without Human Knowledge]. The supervised learning approach is more practical for individuals. (This repository has single purpose of education only)

alphatrading icon alphatrading

An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implement APT model, BARRA's risk model and dynamic multi-factor model in this project.

antarctic icon antarctic

Persist Pandas objects within a MongoDB database

blog icon blog

Code and data for my blogs

cs icon cs

my talk for credit suisse

ctpbee icon ctpbee

一键启动的超快乐期货实盘交易框架 支持ctp和ctp_mini

foolgo icon foolgo

A Go A.I. based on MCTS(AlphaGo and DeepZenGo's basic algorithm) WITHOUT Deep Learning

hft-pairs-trading icon hft-pairs-trading

High Frequency Pairs Trading Based on Statistical Arbitrage (Python) :moneybag:

katrain icon katrain

Improve your Baduk skills by training with KataGo!

liteexchange icon liteexchange

A multithreaded order matching engine in C++11 using FIX for order entry for Linux/Windows

ml-trend-systematic-trading icon ml-trend-systematic-trading

A machine learning based systematic trading system that combines the popular trend-following strategy and counter-trend strategy. Aiming at capturing the long uptrends and avoid unexpected drawdowns in crisis.

multi-factor-model icon multi-factor-model

Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulations.

notebooks icon notebooks

Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.

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