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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/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
feizei2008/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
feizei2008/future_dominant_contract
从新浪财经判断期货主力合约是否需要换月
feizei2008/Tutorials
Ipython notebooks for math and finance tutorials
feizei2008/448Project
High Frequency Trading
feizei2008/data_cookiecutter
An example cookiecutter project for simple data analysis.
feizei2008/dbProcess
数据迁移、备份、清洗
feizei2008/demo-spacy-text-processing
feizei2008/easyquant-1
feizei2008/European_Options_Greeks
calculate European options Greeks in 2 ways
feizei2008/factorset
factorset: 提供**A股市场因子集合,包含各类常用及特异因子计算方法,持续更新中。提供轻量级因子计算框架,高可扩展。持续更新中。
feizei2008/fftoptionlib
FFT-based Option Pricing Methods in Python
feizei2008/grokking_algorithms
Code for the book Grokking Algorithms (https://amzn.to/29rVyHf)
feizei2008/HS300_index_enhance
沪深300指数增强模型
feizei2008/MA-
用numpy和位运算符判断均线MA上穿、下穿
feizei2008/MongoDB_bak.sh
feizei2008/nowcoder.huawei-test
牛客网华为机试python版
feizei2008/orderbook_modeling
Example of order book modeling.
feizei2008/Problem-Solving-with-Algorithms-and-Data-Structures-Using-Python
Examples and work from Problem Solving with Algorithms and Data Structures Using Python
feizei2008/pybacktest
Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier — compact, simple and fast
feizei2008/pyrenko
feizei2008/pysystemtrade
Systematic Trading in python
feizei2008/QUANTAXIS
QUANTAXIS 从数据爬取-清洗存储-分析回测-可视化-交易复盘的本地一站式解决方案
feizei2008/renko_trend_following_strategy_catalyst
Example of adaptive trend following strategy based on Renko
feizei2008/send-QQ-snapshot
将数据以ChromeDriver网页截图,和excel转图片两种方式发送给QQ好友或者QQ群
feizei2008/single_factor_test_for_tick_data
single factor test process for tick data from MongoDB
feizei2008/strategy-ML-DL
机器学习算法在策略上的应用
feizei2008/TradingBlackboxOpt
feizei2008/trump2cash
A stock trading bot powered by Trump tweets
feizei2008/webSpyder
正则爬取固定网页