bycCHENG's Stars
shadowsocks/shadowsocks-windows
A C# port of shadowsocks
ShusenTang/Dive-into-DL-PyTorch
本项目将《动手学深度学习》(Dive into Deep Learning)原书中的MXNet实现改为PyTorch实现。
Pawdroid/Free-servers
🚀 免费订阅地址,🚀 免费节点,🚀 6小时更新一次,共享节点,节点质量高可用,完全免费。免费clash订阅地址,免费翻墙、免费科学上网、免费梯子、免费ss/v2ray/trojan节点、谷歌商店、翻墙梯子。注意:目前进入官网需开启代理。
selierlin/Share-SSR-V2ray
机场推荐/SSR V2ray节点订阅机场/镜像直连/工具推荐
lballabio/QuantLib
The QuantLib C++ library
jaungiers/LSTM-Neural-Network-for-Time-Series-Prediction
LSTM built using Keras Python package to predict time series steps and sequences. Includes sin wave and stock market data
openctp/openctp
openctp提供CTP股票期权、中泰证券XTP、华鑫证券奇点TORA、东方证券OST、东方财富证券EMT、盈透证券TWS、易盛TAP、量投QDP等各通道的CTPAPI兼容接口,CTP程序可以无缝对接各股票柜台。openctp也提供了一套基于TTS交易系统的模拟环境,同样提供了CTPAPI兼容接口,不仅支持国内期货与期权全品种,也支持A股股票、基金、债券以及股票期权模拟交易,可以替代Simnow,为CTP量化交易开发者提供7x24可用的模拟环境。
charliedream1/ai_quant_trade
股票AI操盘手:从学习、模拟到实盘,一站式平台。包含股票知识、策略实例、因子挖掘、传统策略、机器学习、深度学习、强化学习、图网络、高频交易、C++部署和聚宽实例代码等,可以方便学习、模拟及实盘交易
JerBouma/AlgorithmicTrading
This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in collaboration with Optiver and have been peer-reviewed by staff members of Optiver.
dbrojas/optlib
A library for financial options pricing written in Python.
RL-MLDM/alphagen
Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.
jamesmawm/mastering-python-for-finance-second-edition
Sources codes for: Mastering Python for Finance, Second Edition
opendoor-labs/pyfin
Basic options pricing in Python
boyac/pyOptionPricing
Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging
phonegapX/alphasickle
多因子指数增强策略/多因子全流程实现
chengwei-wang-ucsc/GPlearn_finiance_stock_futures_extension
This implementation contains the application of GPlearn's symbolic transformer on a commodity futures sector of the financial market.
sfl666/option_tools
期权隐含波动率/历史波动率
dayzorro/GPLearnFinance3D
对GPLearn完成了三维改造,并且增加了IC,IR,RankIC等指标,增加了样本内样本外的数据保存,增加了基于IC追踪所有generation中符合要求的因子并保存的功能。
linxid/kaggle
Kaggle 项目实战(教程) = 文档 + 代码 + 视频
GBERESEARCH/volvisualizer
Extract and visualize implied volatility from option chain data
Harold-Ran/Kaggle-House-Price-Forecast
kaggle经典项目——房价预测,private榜top13%
HappyBeee/Finance_Numerics_Jupyter_Notebook_Chinese
量化金融计算,Jupyter notebook,中文。
coolgan/calculate_ivix
**波动率指数IVIX(CBOE volatility index)
Diomchen/DataAnalysisTermWork
🏘boston房价分析及预测
knotgd/option_analyzer
基于BS模型、二叉树模型、傅里叶变换、蒙特卡洛模拟,实现期权定价、希腊字母计算、隐含波动率计算。
joseprupi/pyOptionPricing
Python implementation of Black Scholes and binomial tree option pricing
jimwwwjim/optionPricing
Option pricing code, mostly in python
Idriss-Afra/Stochastic-Volatility-Inspired-Model
This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.
samson-huang/volatility_smile_arbitrage
Sanford2020/Finance_Numerics_Jupyter_Notebook_Chinese
量化金融计算,Jupyter notebook,中文。