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448project

High Frequency Trading

abu

阿布量化交易系统(股票，期权，期货，比特币，机器学习)

adjusted-cross-entropy-loss-function

Adjusted CrossEntropy loss function that integrates the distance between the true class and the predicted one

adjusted-mae-loss-function

Adjusted MAE loss function is a custom loss function for Pytorch that integrates a penalty for the difference in sign between the true y and the predicted y.

advanced-deep-trading

Mostly experiments based on "Advances in financial machine learning" book

aialpha

Use unsupervised and supervised learning to predict stocks

aioquant

Asynchronous event I/O driven quantitative trading framework.

algorithmictrading

Select a supervised algorithm that can predict stock prices of historical data based on the predictors (statistical indicators). Accordingly formulate a trading strategy based on predicted values to generate orders on same historical training set to backtest how much portfolio would have increased. Select the combination of Machine learning algorithm and Trading strategy to maximize gain for future orders placed automatically via the program.

algotrading

Algorithmic trading platform for multiple assets

alpha-mind

quantitative security portfolio analysis. The analysis pipeline including data storage abstraction, alpha calculation, ML based alpha combining and portfolio calculation.

alpha_vantage

A python wrapper for Alpha Vantage API for financial data.

alphalens

Performance analysis of predictive (alpha) stock factors

alphaquant

AlphaQuant: 股票实盘交易SDK，支持华泰，广发等70多个券商

arch

ARCH models in Python

arctic

High performance datastore for time series and tick data

assetanalysis

Asset analysis : downloading assets and correlated assets for analysis with neural nets

auto-sklearn

Automated Machine Learning with scikit-learn

automated-feature-engineering

Automated feature engineering in Python with Featuretools

autotrade

一款自动化交易框架, 可以在其基础上 架设自己的策略交易系统

awesome-blockchain

区块链白皮书、书籍、交易所、币种、自媒体等资源汇总 💯

awesome-machine-learning-interpretability

A curated list of awesome machine learning interpretability resources.

awesome-production-machine-learning

A curated list of awesome open source libraries to deploy, monitor, version and scale your machine learning

awesome-python-cn

Python资源大全中文版，包括：Web框架、网络爬虫、模板引擎、数据库、数据可视化、图片处理等，由伯乐在线持续更新。

awesome-quant

**的Quant相关资源索引

awesome-time-series

Resources for working with time series and sequence data

bayesian-belief-networks

Pythonic Bayesian Belief Network Package, supporting creation of and exact inference on Bayesian Belief Networks specified as pure python functions.

bt

bt - flexible backtesting for Python

bulbea

:boar: :bear: Deep Learning based Python Library for Stock Market Prediction and Modelling

ccxt

A JavaScript / Python / PHP cryptocurrency trading API with support for more than 120 bitcoin/altcoin exchanges

chinese-translation-for-handbook-of-high-frequency-trading-and-modeling-in-finance-