Pinned Repositories
Adv_Fin_ML_Exercises
Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]
AFML
All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.
artificial-intelligence-for-trading
Content for Udacity's AI in Trading NanoDegree.
CTP_JAVA
CTP C++转Java Ubuntu 16.04 64位
cvx_short_course
Materials for a short course on convex optimization.
cvxportfolio
Portfolio optimization and simulation in Python
DirtyQuant
Code that I show on my YouTube Channel
dlsa-public
Deep Learning Statistical Arbitrage
ep-chan-book-algo-trading
Recreate EP Chan algo trading book strategies
finance_ml
Advances in Financial Machine Learning
TianYuJiang89's Repositories
TianYuJiang89/CTP_JAVA
CTP C++转Java Ubuntu 16.04 64位
TianYuJiang89/Adv_Fin_ML_Exercises
Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]
TianYuJiang89/AFML
All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.
TianYuJiang89/artificial-intelligence-for-trading
Content for Udacity's AI in Trading NanoDegree.
TianYuJiang89/cvx_short_course
Materials for a short course on convex optimization.
TianYuJiang89/cvxportfolio
Portfolio optimization and simulation in Python
TianYuJiang89/DirtyQuant
Code that I show on my YouTube Channel
TianYuJiang89/dlsa-public
Deep Learning Statistical Arbitrage
TianYuJiang89/ep-chan-book-algo-trading
Recreate EP Chan algo trading book strategies
TianYuJiang89/finance_ml
Advances in Financial Machine Learning
TianYuJiang89/hummingbot
Open source software that helps you create and deploy high-frequency crypto trading bots
TianYuJiang89/Introduction-to-quantitative-trading
for_quant_study
TianYuJiang89/ISAC
Optimal control of risk aversion in Avellaneda Stoikov high frequency market making model with Soft Actor Critic reinforcement learning
TianYuJiang89/JAVA-CTPAPI
TianYuJiang89/Kalman-and-Bayesian-Filters-in-Python
Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters, and more. All exercises include solutions.
TianYuJiang89/Mean_reverting_portfolio
TianYuJiang89/mgarch
DCC-GARCH(1,1) for multivariate normal distribution.
TianYuJiang89/microprice
TianYuJiang89/misc
TianYuJiang89/mlfinlab
MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.
TianYuJiang89/MLforFinance
TianYuJiang89/Multi-Strategy-Quant-System
This is a Python-based repository for a multi-strategy quant system. It provides a framework for implementing and testing various quantitative trading strategies on financial time series data, and can be used to generate buy/sell signals based on the outputs of those strategies.
TianYuJiang89/pairs_trading
experiments with pair trading
TianYuJiang89/PairsTrading
Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Lisboa).
TianYuJiang89/PySCIPOpt
Python interface for the SCIP Optimization Suite
TianYuJiang89/sample_notebooks
Loose collection of Jupyter notebooks, mostly for my blog
TianYuJiang89/scribd-downloader
TianYuJiang89/Selfstudy-note-for-advances-in-financial-machine-learning
Notebook for <Advances in Financial Machine Learning> using Python 3.7
TianYuJiang89/SHAP-tutorial
SHAP with Python
TianYuJiang89/vnpy
基于Python的开源量化交易平台开发框架