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assignment-1

A factor strategy of Convertible bond

black-1976-model

Pricing options on futures using Black(1976) model

campisi-fixed-income-performance-attribution-model

Campisi纯债型基金业绩归因模型程序，适用于**市场，需要有Wind的API接口权限

derivx

DerivX Core Library

fidelityautobot

Trade automation for Fidelity Investments portfolio using Python and Selenium

futuresandoptionstradingsimulation

class libraries, scripts and supporting functions for simulating futures and options trading stratgies

mfe230i-fixedincome

python-fixedincome

A prototype module for fixed income calculation in Python

quant-trading

Python quantitative trading strategies including MACD, Pair Trading, Heikin-Ashi, London Breakout, Awesome, Dual Thrust, Parabolic SAR, Bollinger Bands, RSI, Pattern Recognition, CTA, Monte Carlo

quantdigger

基于python的量化交易平台

quantlib-full

Unofficial QuantLib mirror that replicates the entire https://quantlib.svn.sourceforge.net/svnroot/quantlib/ Check continuous integration at https://travis-ci.org/arthurpham/quantlib-full

quantlib.autocallable.memory.coupon.note

statistical-arbitrage-algorithmic-trading

A Project to identify statistical arbitrage opportunities between cointegrated pairs. This is referred to as 'Pairs Trading' which is a bet on the mean reversion property of the spread.

statistical-arbitrage-using-pairs-trading

statsmodels

Statsmodels: statistical modeling and econometrics in Python

stock_market_reinforcement_learning

This project provides a stock market environment using OpenGym with Deep Q-learning and Policy Gradient.

tushare

TuShare is a utility for crawling historical data of China stocks

tushare-1

TuShare是实现对股票/期货等金融数据从数据采集、清洗加工 到 数据存储过程的工具，满足金融量化分析师和学习数据分析的人在数据获取方面的需求，它的特点是数据覆盖范围广，接口调用简单,响应快速。

vnpy

基于python的开源量化交易平台开发框架

zipline

Zipline, a Pythonic Algorithmic Trading Library