elvinwangyh

elvinwangyh's Stars

• vnpy/vnpy

  基于Python的开源量化交易平台开发框架

  Language:Python24.3k1.4k2.1k8.6k

• qdrant/qdrant

  Qdrant - High-performance, massive-scale Vector Database for the next generation of AI. Also available in the cloud https://cloud.qdrant.io/

  Language:Rust19.6k1191.2k1.3k

• quantopian/zipline

  Zipline, a Pythonic Algorithmic Trading Library

  Language:Python17.4k1k9844.7k

• stefan-jansen/machine-learning-for-trading

  Code for Machine Learning for Algorithmic Trading, 2nd edition.

  Language:Jupyter Notebook12.8k3832954.1k

• bbfamily/abu

  阿布量化交易系统(股票，期权，期货，比特币，机器学习) 基于python的开源量化交易，量化投资架构

  Language:Python11.7k74303.7k

• eugeneyan/open-llms

  📋 A list of open LLMs available for commercial use.

  10.8k23236685

• blue-yonder/tsfresh

  Automatic extraction of relevant features from time series:

  Language:Jupyter Notebook8.3k1695301.2k

• sktime/sktime

  A unified framework for machine learning with time series

  Language:Python7.7k1022.5k1.3k

• alteryx/featuretools

  An open source python library for automated feature engineering

  Language:Python7.2k1551k869

• firmai/financial-machine-learning

  A curated list of practical financial machine learning tools and applications.

  Language:Python6.8k256151.2k

• google/tf-quant-finance

  High-performance TensorFlow library for quantitative finance.

  Language:Python4.4k16854568

• polakowo/vectorbt

  Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.

  Language:Python4.2k120442605

• cuemacro/finmarketpy

  Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)

  Language:Python3.4k21428490

• cerlymarco/MEDIUM_NoteBook

  Repository containing notebooks of my posts on Medium

  Language:Jupyter Notebook2.1k10250977

• QuantEcon/QuantEcon.py

  A community based Python library for quantitative economics

  Language:Python1.9k1512862.3k

• jasonstrimpel/volatility-trading

  A complete set of volatility estimators based on Euan Sinclair's Volatility Trading

  Language:Python1.5k8121357

• enzoampil/fastquant

  fastquant — Backtest and optimize your ML trading strategies with only 3 lines of code!

  Language:Jupyter Notebook1.5k48248235

• business-science/pytimetk

  Time series easier, faster, more fun. Pytimetk.

  Language:Python6731615457

• thuml/TimesNet

  About Code release for "TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis" (ICLR 2023), https://openreview.net/pdf?id=ju_Uqw384Oq

  671101959

• dedwards25/Python_Option_Pricing

  An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian, Spread Options

  Language:Jupyter Notebook613214121

• hootnot/oanda-api-v20

  OANDA REST-V20 API wrapper. Easy access to OANDA's REST v20 API with oandapyV20 package. Checkout the Jupyter notebooks!

  Language:Python39747101108

• georgebv/pyextremes

  Extreme Value Analysis (EVA) in Python

  Language:Python23662546

• pmichaillat/math-for-macro

  Source files of the course "Mathematics for Macroeconomics"

  Language:TeX1357046

• isadoranun/FATS

  Language:Python758740

• microprediction/timeseries-notebooks

  Hello world univariate examples for a variety of time series packages.

  Language:Jupyter Notebook525224

• atrisovic/weather-panel.github.io

  A practical guide to climate econometrics: Navigating key decision points in weather and climate data analysis.

  Language:MATLAB335309

• AyrtonB/Merit-Order-Effect

  Code and analysis used for calculating the merit order effect of renewables on price and carbon intensity of electricity markets

  Language:Jupyter Notebook25263

• pat-alt/deepvars

  Vector Autoregression augmented with deep learning.

  Language:TeX14245

• dpuente/Risk-Neutral-Densities

  Visualisation of the S&P 500 Risk-Neutral Density in October 2008

  Language:Jupyter Notebook42

• cran/RND

  :exclamation: This is a read-only mirror of the CRAN R package repository. RND — Risk Neutral Density Extraction Package

  Language:R12