Pinned Repositories
AFML-Exercises
All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.
Alpha-Generation
alphagen
Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.
arbitrage-portfolios
arbitragelab
ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algorithms from the best academic journals.
causality-benchmark-data
Showcasing Causality Group's benchmark data through a data loading library and a signal backtesting example.
CQF-1
The CQF program
Financial-Models-Numerical-Methods
Collection of notebooks about quantitative finance, with interactive python code.
GeneticAlgorithmPython
Source code of PyGAD, a Python 3 library for building the genetic algorithm and training machine learning algorithms (Keras & PyTorch).
sell-side-research-public
Junyi95's Repositories
Junyi95/sell-side-research-public
Junyi95/AFML-Exercises
All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.
Junyi95/Alpha-Generation
Junyi95/alphagen
Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.
Junyi95/arbitrage-portfolios
Junyi95/arbitragelab
ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algorithms from the best academic journals.
Junyi95/causality-benchmark-data
Showcasing Causality Group's benchmark data through a data loading library and a signal backtesting example.
Junyi95/CQF-1
The CQF program
Junyi95/Financial-Models-Numerical-Methods
Collection of notebooks about quantitative finance, with interactive python code.
Junyi95/GeneticAlgorithmPython
Source code of PyGAD, a Python 3 library for building the genetic algorithm and training machine learning algorithms (Keras & PyTorch).
Junyi95/google-research
Google Research
Junyi95/ipca
Instrumented Principal Components Analysis
Junyi95/kaggle-projects
Junyi95/machine-learning-asset-management
Machine Learning in Asset Management (by @firmai)
Junyi95/meta-labeling
Code base for the meta-labeling papers published with the Journal of Financial Data Science
Junyi95/monkeyGTG
Reject monke. Return to humanity.
Junyi95/mtl-comb
Optimizing accuracy and diversity: a multi-task approach to forecast combinations
Junyi95/pykalman
Kalman Filter, Smoother, and EM Algorithm for Python
Junyi95/QuantGANs
Codes for my thesis project: replicating and modifying quant GANs.
Junyi95/research_notebooks
Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.
Junyi95/research_public
Quantitative research and educational materials
Junyi95/Rule-based-forex-trading-system
Junyi95/slow-momentum-fast-reversion
This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (https://arxiv.org/pdf/2105.13727.pdf).
Junyi95/stat-learning
Notes and exercise attempts for "An Introduction to Statistical Learning"
Junyi95/Stock-Market-Data
Contains various data for the stock market and stocks including news, price and fundamentals (ratios)
Junyi95/trading-momentum-transformer
This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.org/pdf/2112.08534.pdf).