quanttrade Goto Github PK

strategies

quantitative trading with Javascript, Python, C++, Blockly, MyLanguage(麦语言)

strategy_research

style-rotation

利用机器学习算法预测沪深300与中证500的强弱

svm-and-hs300

从沪深300指数的日行情数据构建特征，用SVM预测指数的涨跌方向

taa-pg

Usage of policy gradient reinforcement learning to solve portfolio optimization problems (Tactical Asset Allocation).

tactical_asset_allocation_with_ensemble_learning_using_walk_forward_optimization

Capstone Research Project in NYU Courant

tensorflow_practice

tensorflow实战练习，包括强化学习、推荐系统、nlp等

textgrapher

Text Content Grapher based on keyinfo extraction by NLP method。输入一篇文档，将文档进行关键信息提取，进行结构化，并最终组织成图谱组织形式，形成对文章语义信息的图谱化展示。

thepassiveinvestor

Passive Investing for the Average Joe

tquant

trading_gym

a unified environment for supervised learning and reinforcement learning in the context of quantitative trading

tradinggym

Trading and Backtesting environment for training reinforcement learning agent or simple rule base algo.

tradingpatternscanner

Trading Pattern Scanner Identifies complex patterns like head and shoulder, wedge and many more.

treasuryfuturetrading

A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change

trend-following-fluctuation

this is a CTA trading strategy based on 3 factors

tutorials

Ipython notebooks for math and finance tutorials

tyco

Tactical Asset Allocation(TAA) with Interactive Brokers Python API

universal-portfolios

Collection of algorithms for online portfolio selection

value-at-risk-calculator

This is a VaR and AVaR calculator for portfolio only with stocks using Monte Carlo Method.

vectorbt_backtesting

Web app for pandas-ta indicators

volatility-and-option

计算波动率的六种方法，计算隐含波动率，凤凰期权的定价，编制基于50ETF期权的VIX指数

volatility-trading

A complete set of volatility estimators based on Euan Sinclair's Volatility Trading

volatility_of_options

webstockpredict

基于Web的股票预测系统

whu_fintech_workshop

武汉大学金融科技研讨班

wind_python

量化开发 多因子选股模型

wolfquant

重新造轮子构建投资组合框架，适合大类资产配置和股票交易。

work-in-cicc

your-first-machine-learning-project---end-to-end-in-python

这是一个完整的，端到端的机器学习项目，非常适合有一定基础后拿来练习，以提高对完整机器学习项目的认识

ytm-sensitivity-analysis-var

参照最新债券收益率计算方法计算债券的全价、净价、现金流、敏感性分析(久期、修正久期、关键期限久期、凸性)，以及单个债券及组合 VaR