Pinned Repositories
BPnetwork
A BPnetwork in C++
CAFEM
Source code for "Cross-data Automatic Feature Engineering via Meta-learning and Reinforcement Learning"
cx_pyfolio
Portfolio and risk analytics in Python
DL_HFT
A prototype DNN in orderbook data for HFT.
Get-Bond-Data
a script to get bond rent data in China bond market
iVix-Real-Time-Calculator
Get China option market data in real time and calculate ivix index.
LazyPrice
A project trying to find the potention alpha by analyzing the Lazy Price of financial statements.
OptionPayOffer
This is a program to draw the payoff and some greeks to help anlayze option portfolios
Project.O-ETF-Course-Sample
Project.Alphabet.O
Tushare.jl
SDK for Tushare in Julia
ProV1denCEX's Repositories
ProV1denCEX/iVix-Real-Time-Calculator
Get China option market data in real time and calculate ivix index.
ProV1denCEX/Tushare.jl
SDK for Tushare in Julia
ProV1denCEX/DL_HFT
A prototype DNN in orderbook data for HFT.
ProV1denCEX/BPnetwork
A BPnetwork in C++
ProV1denCEX/LazyPrice
A project trying to find the potention alpha by analyzing the Lazy Price of financial statements.
ProV1denCEX/OptionPayOffer
This is a program to draw the payoff and some greeks to help anlayze option portfolios
ProV1denCEX/CAFEM
Source code for "Cross-data Automatic Feature Engineering via Meta-learning and Reinforcement Learning"
ProV1denCEX/cx_pyfolio
Portfolio and risk analytics in Python
ProV1denCEX/cx_vnpy
基于Python的开源量化交易平台开发框架
ProV1denCEX/Get-Bond-Data
a script to get bond rent data in China bond market
ProV1denCEX/Get_ETF_Yahoo
get etfs from yahoo
ProV1denCEX/Project.O-ETF-Course-Sample
Project.Alphabet.O
ProV1denCEX/Impact-of-Sampling-Errors
Portfolio optimization. Assessment of the impact of sampling errors on mean-variance portfolios.
ProV1denCEX/NLP-HW-2020
ProV1denCEX/OpenQuant-CTP
OpenQuant的CTP期货/证券插件
ProV1denCEX/Pandora2
ProV1denCEX/pixiv-to-weibo
自动转P站图片到微博
ProV1denCEX/qlib
Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment. With Qlib, you can easily try your ideas to create better Quant investment strategies. An increasing number of SOTA Quant research works/papers are released in Qlib.
ProV1denCEX/Strategy-Developer
A quantitative development platform in C#
ProV1denCEX/TCopula
Copula Application in Global Market
ProV1denCEX/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).
ProV1denCEX/Trash-Bin
This is a repo for containting codes that I practiced and coded when I was too young too simple:)
ProV1denCEX/Wind-C-Sample
A Sample for wind api in C#