Pinned Repositories
adanet
Fast and flexible AutoML with learning guarantees.
Adv_Fin_ML_Exercises
Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]
akshare
AkShare is a utility for crawling data of financial market!
awesome-ai-in-finance
🔬 A curated list of awesome machine learning strategies & tools in financial market.
awesome-automl-papers
A curated list of automated machine learning papers, articles, tutorials, slides and projects
awesome-machine-learning-interpretability
A curated list of awesome machine learning interpretability resources.
BVAR_
Empirical macro toolbox
cdml-neurips2020
This repository captures source code and data sets for our paper at the Causal Discovery & Causality-Inspired Machine Learning Workshop at Neural Information Processing Systems (NeurIPS) 2020.
CIF
Composite Indicators Framework for Business Cycle Analysis
CNE5_Factors
WXZQuant's Repositories
WXZQuant/adanet
Fast and flexible AutoML with learning guarantees.
WXZQuant/akshare
AkShare is a utility for crawling data of financial market!
WXZQuant/awesome-ai-in-finance
🔬 A curated list of awesome machine learning strategies & tools in financial market.
WXZQuant/awesome-automl-papers
A curated list of automated machine learning papers, articles, tutorials, slides and projects
WXZQuant/BVAR_
Empirical macro toolbox
WXZQuant/cdml-neurips2020
This repository captures source code and data sets for our paper at the Causal Discovery & Causality-Inspired Machine Learning Workshop at Neural Information Processing Systems (NeurIPS) 2020.
WXZQuant/CIF
Composite Indicators Framework for Business Cycle Analysis
WXZQuant/CNE5_Factors
WXZQuant/ctpgao
基于ctp接口开发的交易框架(接口类型仿 天勤sdk)
WXZQuant/cvxportfolio
Portfolio optimization and simulation in Python
WXZQuant/EconometricsWithR
📖An interactive companion to the well-received textbook 'Introduction to Econometrics' by Stock & Watson (2015)
WXZQuant/EmbeddingPortfolio
A repository for portfolio allocation based on embedding data representation
WXZQuant/empyrical
Common financial risk and performance metrics. Used by zipline and pyfolio.
WXZQuant/featurewiz
Use advanced feature engineering strategies and select best features from your data set with a single line of code.
WXZQuant/fortitudo.tech
Investment and risk technologies maintained by Fortitudo Technologies.
WXZQuant/iml_methods_limitations
Seminar on Limitations of Interpretable Machine Learning Methods
WXZQuant/interpretable_machine_learning_with_python
Practical techniques for training interpretable ML models, explaining ML models, and debugging ML models.
WXZQuant/lofo-importance
Leave One Feature Out Importance
WXZQuant/Machine-Learning-for-Asset-Managers
Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitative Finance) written by Prof. Marcos López de Prado.
WXZQuant/MEDIUM_NoteBook
Repository containing notebooks of my posts on Medium
WXZQuant/Nowcasting
Nowcasting
WXZQuant/Papers
My Quant Research Papers (incl. Coding & Excel Examples)
WXZQuant/QuantResearch
Quantitative analysis, strategies and backtests
WXZQuant/Quantsbin
Quantitative Finance tools
WXZQuant/research_public
Quantitative research and educational materials
WXZQuant/Riskfolio-Lib
Quantitative Strategic Asset Allocation, easy for you.
WXZQuant/riskParityPortfolio
Design of Risk Parity Portfolios
WXZQuant/shap
A unified approach to explain the output of any machine learning model.
WXZQuant/tpot
A Python Automated Machine Learning tool that optimizes machine learning pipelines using genetic programming.
WXZQuant/TSMOM
Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.