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gwhk's Projects

alphalens icon alphalens

Performance analysis of predictive (alpha) stock factors

bayesalpha icon bayesalpha

Bayesian models to compute performance and uncertainty of returns and alpha.

ccxt icon ccxt

A JavaScript / Python / PHP cryptocurrency trading API with support for more than 100 bitcoin/altcoin exchanges

easytrader icon easytrader

提供银河/国金/华泰客户端/同花顺客户端/雪球的基金、股票自动程序化交易以及自动打新，支持跟踪 joinquant /ricequant 模拟交易 和 实盘雪球组合, 量化交易组件

eclipse-collections icon eclipse-collections

Eclipse Collections is a collections framework for Java with optimized data structures and a rich, functional and fluent API.

empyrical icon empyrical

Common financial risk and performance metrics. Used by zipline and pyfolio.

hft-orderbook icon hft-orderbook

Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C

immer icon immer

Postmodern immutable and persistent data structures for C++

javacpp icon javacpp

The missing bridge between Java and native C++

leetcode-master icon leetcode-master

LeetCode 刷题攻略：200道经典题目刷题顺序，共60w字的详细图解，视频难点剖析，50余张思维导图，支持C++，Java，Python，Go，JavaScript等多语言版本，从此算法学习不再迷茫！🔥🔥 来看看，你会发现相见恨晚！🚀

market-maker-keeper icon market-maker-keeper

Maker Keeper Framework: Market maker keepers for OasisDEX, EtherDelta, 0x (RadarRelay, ERCdEX), Paradex, DDEX, IDEX, Bibox, Ethfinex, GoPax, HitBTC, TheOcean, OKEX and Gate.io.

mlfinlab icon mlfinlab

MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.

opendata icon opendata

开源的金融投资数据提取工具，专注在各类网站上爬取数据，并通过简单易用的API方式使用

openhft icon openhft

Parent module to include active modules

pandas-datareader icon pandas-datareader

Extract data from a wide range of Internet sources into a pandas DataFrame.

poboquant icon poboquant

quant strategy backtesting from pobo financial

pyfolio icon pyfolio

Portfolio and risk analytics in Python

qdb icon qdb

Quantopian Remote Debugger for Python

qgrid icon qgrid

An interactive grid for sorting, filtering, and editing DataFrames in Jupyter notebooks

quantcup-orderbook icon quantcup-orderbook

Fast C++ adaptation of the QuantCup (http://www.quantcup.org/) limit order book.

quantlib icon quantlib

The QuantLib C++ library and extensions

scrapy icon scrapy

Scrapy, a fast high-level web crawling & scraping framework for Python.

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