Pinned Repositories
BaiduNewsMonitor
支持多关键词
combine-signals-for-enhanced-alpha
Combined factors using the S&P 500 and constituent stocks by selecting a model for a large dataset that includes market data, fundamental data and some alternative data.
future_dominant_contract
从新浪财经判断期货主力合约是否需要换月
HKEX_MMA_Fetch
用selenium爬取并存储港交所网站的陆股通持仓比例信息，以csv格式存储
renko-1
Renko chart creator.
strategies
quantitative trading with javascript 用Javascript OR Python进行量化交易
tick_mean_reversion
tick价差套利（参考vnpy网友资料、vnpy论坛资料、windquant）： 1、按被动腿时间戳对齐 2、profile函数展示（需要py3） 3、平稳性检验 4、对冲手数计算 5、2sigma开仓，3sigma止损(或者赌价差扩散？)6、连续止损后cool down一段时间
tushare_tick2mins
利用tushare的股票tick数据，合成1分钟K线，用1分钟K线合成N分钟K线
tushareScriptOld
一些tushare的脚本，主要实现盘中实时监控股票池涨跌幅
Tutorials
Ipython notebooks for math and finance tutorials
feizei2008's Repositories
feizei2008/tick_mean_reversion
tick价差套利（参考vnpy网友资料、vnpy论坛资料、windquant）： 1、按被动腿时间戳对齐 2、profile函数展示（需要py3） 3、平稳性检验 4、对冲手数计算 5、2sigma开仓，3sigma止损(或者赌价差扩散？)6、连续止损后cool down一段时间
feizei2008/tushareScriptOld
一些tushare的脚本，主要实现盘中实时监控股票池涨跌幅
feizei2008/BaiduNewsMonitor
支持多关键词
feizei2008/combine-signals-for-enhanced-alpha
Combined factors using the S&P 500 and constituent stocks by selecting a model for a large dataset that includes market data, fundamental data and some alternative data.
feizei2008/renko-1
Renko chart creator.
feizei2008/alphalens
Performance analysis of predictive (alpha) stock factors
feizei2008/alphasickle
多因子指数增强策略/多因子全流程实现
feizei2008/Automatically-download-from-HKEX
Automatically download from HKEX
feizei2008/BayesianOptimization
A Python implementation of global optimization with gaussian processes.
feizei2008/Bilibili_Docs
B站视频文档
feizei2008/CTP-TradeServer
多账户-多策略期货交易程序（ctp开发经验分享）
feizei2008/DevilYuan
DevilYuan可视化股票量化系统，支持选股，历史数据自动下载，策略回测及参数优化，实盘交易和常用的统计功能
feizei2008/easyquant
股票量化框架，支持行情获取以及交易
feizei2008/ExcelRealTimeStockQuote
real time A-share stock quote in excel using VBA
feizei2008/github_huanghyw_jd_seckill
feizei2008/house-renting-spider
A crawler for accommodation rental information in Douban Group 豆瓣小组上海租房爬虫
feizei2008/jd_maotai_seckill
优化版本的京东茅台抢购神器
feizei2008/jd_seckill-1
fork huanghyw/jd_seckill
feizei2008/jd_seckill_back
jd_seckill的备份仓库
feizei2008/LearnAlgoAnywhere
learn algorithm anywhere with mybinder
feizei2008/leetcode
Python & JAVA Solutions for Leetcode
feizei2008/multi-factor
因子构建、单因子测试
feizei2008/multi-factor-gm-wind-joinquant
基于掘金+万得+聚宽的多因子策略开发框架
feizei2008/nowcoder-huawei
python
feizei2008/nowcoder-leetcode
编程题题解：牛客网 & leetcode力扣（更新中...）
feizei2008/Problem-Solving-with-Algorithms-and-Data-Structures-Using-Python_2nd-Edition
feizei2008/python-data-structure-cn
problem-solving-with-algorithms-and-data-structure-using-python 中文版
feizei2008/research_public
Quantitative research and educational materials
feizei2008/THSTrader
量化交易。同花顺免费模拟炒股软件客户端的python API。(Python3)
feizei2008/vnpy2.0.8_personal
基于Python的开源量化交易平台开发框架