Pinned Repositories
arctic
High performance datastore for time series and tick data
backtrader
Python Backtesting library for trading strategies
Barra-Multiple-factor-risk-model
Barra-Multiple-factor-risk-model
blackLittermanAssetAllocation
Asset model using the Black-Litterman approach.
easytrader
提供券银河/银河客户端/广发/雪球的基金、股票自动程序化交易以及自动打新，支持跟踪 joinquant /ricequant 模拟交易 和 实盘雪球组合, 量化交易组件
mfe-toolbox
ShiPanE-Python-SDK
实盘易（ShiPanE）Python SDK，通达信自动化交易 API 及量化平台。
sinalv2
API for sina level2 market quotations
stock
雪球股票讨论度与价格走势的关系
uupp
hansihuang2016's Repositories
hansihuang2016/Barra-Multiple-factor-risk-model
Barra-Multiple-factor-risk-model
hansihuang2016/blackLittermanAssetAllocation
Asset model using the Black-Litterman approach.
hansihuang2016/mfe-toolbox
hansihuang2016/stock
雪球股票讨论度与价格走势的关系
hansihuang2016/ShiPanE-Python-SDK
实盘易（ShiPanE）Python SDK，通达信自动化交易 API 及量化平台。
hansihuang2016/sinalv2
API for sina level2 market quotations
hansihuang2016/uupp
hansihuang2016/arctic
High performance datastore for time series and tick data
hansihuang2016/backtrader
Python Backtesting library for trading strategies
hansihuang2016/easytrader
提供券银河/银河客户端/广发/雪球的基金、股票自动程序化交易以及自动打新，支持跟踪 joinquant /ricequant 模拟交易 和 实盘雪球组合, 量化交易组件
hansihuang2016/garch
DCC BEKK Factor Copula MSV
hansihuang2016/Nonconvex-PDLCE
Matlab codes for the paper "Positive Definite Estimation of Large Covariance Matrix Using Generalized Nonconvex Penalties "
hansihuang2016/pacong
node-雪球数据爬虫
hansihuang2016/portfolio
code to compare different covariance matrix estimators for portfolio optimization
hansihuang2016/Project536
MATLAB Project for modelling covariance matrix of financial time series data as Generalized Wishart Process
hansihuang2016/psycopg2-windows
Pip & virtualenv friendly version of psycopg2 for Windows
hansihuang2016/py-earth
A Python implementation of Jerome Friedman's Multivariate Adaptive Regression Splines
hansihuang2016/Python4DataScience.CH
从0开始接触Python处理数据科学问题。包含Python0基础入门、科学计算工具入门、数学与计算机基础入门、统计学习入门。
hansihuang2016/pyVaR
Shared memory parallel Python code to calculate the Value at Risk (VaR) of a stock using Monte Carlo and GBM model
hansihuang2016/QuantBox_XAPI
正在升级XAPI2，请关注新版，老版不再维护
hansihuang2016/rqalpha
RQalpha: A Python Algorithmic Trading Engine with BackTest, Portfolio Calculation and Free Day Bar Data
hansihuang2016/snowball
抓取雪球优异组合的持仓调仓
hansihuang2016/sparklingpandas
Sparkling Pandas
hansihuang2016/StarterLearningPython
Learning Python: from Beginner to Master. http://www.itdiffer.com
hansihuang2016/ThinkBayes
Code repository for Think Bayes.
hansihuang2016/twap_wmfix_matlab
Basically, twap_wmfix, but for Matlab.
hansihuang2016/VWAP