ShilinZhu09

ShilinZhu09's Stars

• sanjeevai/multi-factor-model

  Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulations.

  Language:Jupyter Notebook11936

• TikhonJelvis/RL-book

  Language:Python510321

• SamSamhuns/ritpytrading

  Python trading module for the Rotman Interactive Trader

  Language:Python154

• areed1192/sigma_coding_youtube

  This is a collection of all the code that can be found on my YouTube channel Sigma Coding.

  Language:Jupyter Notebook1.1k799

• cvxgrp/cvxbook_additional_exercises

  Additional exercises and data for EE364a. No solutions; for public consumption.

  Language:Julia545151

• ucb-stat154/stat154-spring-2018

  Course materials for Stat 154, spring 2018, at UC Berkeley

  Language:HTML2726

• vollib/py_vollib

  Language:Python29868

• azl397985856/leetcode

  LeetCode Solutions: A Record of My Problem Solving Journey.( leetcode题解，记录自己的leetcode解题之路。)

  Language:JavaScript54.5k9.5k

• rballester/tntorch

  Tensor Network Learning with PyTorch

  Language:Python28242

• pyinvest/quant_basic_toturial

  量化投資基本功

  Language:Jupyter Notebook3331

• xiao-xiaoming/DataStructure-BeautyOfAlgorithm

  《数据结构与算法之美》的学习笔记和python代码实现

  Language:Python442149

• TingsongYu/PyTorch_Tutorial

  《Pytorch模型训练实用教程》中配套代码

  Language:Python7.5k1.7k

• clf110510/stochastic-volatility

  three stochastic volatility model: Heston, SABR, SVI

  Language:Python8024

• ynouri/pysabr

  SABR model Python implementation

  Language:Jupyter Notebook45779

• AndreiChertkov/teneva

  A framework based on the tensor train decomposition for working with multivariate functions and multidimensional arrays

  Language:Python411

• PKUFlyingPig/cs-self-learning

  计算机自学指南

  Language:HTML56.2k6.8k

• PKUFlyingPig/Self-learning-Computer-Science

  the resources I use to learn computer science in my spare time

  3.4k327

• wangyouze/GNN-algorithms

  图神经网络相关算法详述及实现

  819142

• CrawlScript/tf_geometric

  Efficient and Friendly Graph Neural Network Library for TensorFlow 1.x and 2.x

  Language:Python49191

• sigurdroemer/rough_volatility

  The pricing models and neural network representations used in part one of the paper "Empirical analysis of rough and classical stochastic volatility models to the SPX and VIX markets".

  Language:Jupyter Notebook4110

• amuguruza/NN-StochVol-Calibrations

  We implement the paper: Deep Learning Volatility

  Language:Jupyter Notebook17181

• je-suis-tm/quant-trading

  Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Straddle, Shooting Star, London Breakout, Heikin-Ashi, Pair Trading, RSI, Bollinger Bands, Parabolic SAR, Dual Thrust, Awesome, MACD

  Language:Python5.8k1.2k

• Quantreo/2nd-edition-BOOK-AMAZON-Python-for-Finance-and-Algorithmic-Trading

  Language:Jupyter Notebook12384

• ematvey/pybacktest

  Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier — compact, simple and fast

  Language:Python803240

• erdewit/ib_insync

  Python sync/async framework for Interactive Brokers API

  Language:Python2.8k750

• EliteQuant/EliteQuant

  A list of online resources for quantitative modeling, trading, portfolio management

  2.9k571