michaellinp Goto Github PK

abu

阿布量化交易系统(股票，期权，期货，比特币，机器学习) 基于python的开源量化交易，量化投资架构

active_portfolio_management

Solutions to Active Portfolio Management (Second Edition) by Grinold and Kahn

ai-for-trading

Artificial Intelligence for Trading

aialpha

Use unsupervised and supervised learning to predict stocks

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

algorithmic-short-selling-with-python

Algorithmic Short Selling with Python, Published by Packt

alphalens

Performance analysis of predictive (alpha) stock factors

alphasickle

多因子指数增强策略/多因子全流程实现

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.

analyzingalpha

applied-predictive-modeling-with-python

A collection of notebook to learn the Applied Predictive Modeling using Python.

assetallocation

资产配置，BL模型和风险平价模型

awesome-production-machine-learning

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

awesome-systematic-trading

A curated list of awesome libraries, packages, strategies, books, blogs, tutorials for systematic trading.

backtrader

Python Backtesting library for trading strategies

barra_cne6

Barra CNE6 因子构建

bayesian-analysis-with-python-second-edition

Bayesian Analysis with Python - Second Edition, published by Packt

blog

Code and data for my blogs

causal-inference-and-discovery-in-python

Causal Inference and Discovery in Python by Packt Publishing

causal-inference-in-python-code

Code for the Book Causal Inference in Python

crawl-starter

Scrapy crawling starter project

cv

cvxportfolio

Portfolio optimization and simulation in Python

data

data-analysis

Data Analysis Using Python

deep-convolution-stock-technical-analysis

Uses Deep Convolutional Neural Networks (CNNs) to model the stock market using technical analysis. Predicts the future trend of stock selections.

deep-learning-for-hackers

Machine Learning tutorials with TensorFlow 2 and Keras in Python (Jupyter notebooks included) - (LSTMs, Hyperameter tuning, Data preprocessing, Bias-variance tradeoff, Anomaly Detection, Autoencoders, Time Series Forecasting, Object Detection, Sentiment Analysis, Intent Recognition with BERT)

deep-trading

Algorithmic trading with deep learning experiments

deepdow

Portfolio optimization with deep learning.

depy

DePy 2015 Talk