heisenbergwong

heisenbergwong's Stars

• jbn/ZigZag

  Python library for identifying the peaks and valleys of a time series.

  Language:Jupyter Notebook449180

• quantopian/alphalens

  Performance analysis of predictive (alpha) stock factors

  Language:Jupyter Notebook3.5k1.2k

• jerryxyx/AlphaTrading

  An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implement APT model, BARRA's risk model and dynamic multi-factor model in this project.

  Language:Jupyter Notebook348140

• deshpandenu/Time-Series-Forecasting-of-Amazon-Stock-Prices-using-Neural-Networks-LSTM-and-GAN-

  Project analyzes Amazon Stock data using Python. Feature Extraction is performed and ARIMA and Fourier series models are made. LSTM is used with multiple features to predict stock prices and then sentimental analysis is performed using news and reddit sentiments. GANs are used to predict stock data too where Amazon data is taken from an API as Generator and CNNs are used as discriminator.

  Language:Jupyter Notebook404121

• ZacKeskin/PyCausality

  Calculate predictive causality between time series using information-theoretic techniques

  Language:Python9128

• fulifeng/Temporal_Relational_Stock_Ranking

  Code for paper "Temporal Relational Ranking for Stock Prediction"

  Language:Python459169

• robcarver17/pysystemtrade

  Systematic Trading in python

  Language:Python2.7k850

• polakowo/vectorbt

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

  Language:Python4.6k640

• je-suis-tm/quant-trading

  Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Straddle, Shooting Star, London Breakout, Heikin-Ashi, Pair Trading, RSI, Bollinger Bands, Parabolic SAR, Dual Thrust, Awesome, MACD

  Language:Python6.2k1.2k

• yutiansut/QUANTAXIS

  QUANTAXIS 支持任务调度 分布式部署的 股票/期货/期权 数据/回测/模拟/交易/可视化/多账户 纯本地量化解决方案

  Language:Python8.3k3k

• cvxgrp/cvxportfolio

  Portfolio optimization and back-testing.

  Language:Python1k259

• VivekPa/OptimalPortfolio

  An open source library for portfolio optimisation

  Language:Python35992

• deependersingla/deep_portfolio

  Language:Python16867

• jankrepl/deepdow

  Portfolio optimization with deep learning.

  Language:Python942138

• TheDonKane/ValueAtRisk-Model-Equities

  VaR model for Equity portfolio

  Language:Python1

• czielinski/portfolioopt

  Financial Portfolio Optimization Routines in Python

  Language:Python30594

• robertmartin8/PyPortfolioOpt

  Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

  Language:Jupyter Notebook4.7k972

• microsoft/qlib

  Qlib is an AI-oriented quantitative investment platform that aims to realize the potential, empower research, and create value using AI technologies in quantitative investment, from exploring ideas to implementing productions. Qlib supports diverse machine learning modeling paradigms. including supervised learning, market dynamics modeling, and RL.

  Language:Python15.9k2.7k

• st--/interactive-gp-visualization

  Interactive visualization of Gaussian processes

  Language:Svelte16523

• borgwang/toys

  Toy models, experiments and random notes on machine learning and deep learning.

  Language:Jupyter Notebook12562

• sfl666/option_tools

  期权隐含波动率/历史波动率

  Language:Python18885

• waditu/tushare

  TuShare is a utility for crawling historical data of China stocks

  Language:Python13k4.3k

• udacity/deep-reinforcement-learning

  Repo for the Deep Reinforcement Learning Nanodegree program

  Language:Jupyter Notebook5k2.3k

• Yimeng-Zhang/feature-engineering-and-feature-selection

  A Guide for Feature Engineering and Feature Selection, with implementations and examples in Python.

  Language:Jupyter Notebook1.5k411

• macanv/MQNLP

  自然语言处理相关实验实现 some experiment of natural language processing, Like text classification, named entity recognition, pos-tags, segment, key words extractor, auto summarize etc.

  Language:Jupyter Notebook5422

• brightmart/sentiment_analysis_fine_grain

  Multi-label Classification with BERT; Fine Grained Sentiment Analysis from AI challenger

  Language:Jupyter Notebook592161

• norybaby/sentiment_analysis_textcnn

  基于tensorflow 实现的用textcnn方法做情感分析的项目，有数据，可以直接跑。

  Language:Python347131

• alirezadir/Production-Level-Deep-Learning

  A guideline for building practical production-level deep learning systems to be deployed in real world applications.

  4.4k651

• huggingface/transformers

  🤗 Transformers: State-of-the-art Machine Learning for Pytorch, TensorFlow, and JAX.

  Language:Python137k27.5k

• snowkylin/tensorflow-handbook

  简单粗暴 TensorFlow 2 | A Concise Handbook of TensorFlow 2 | 一本简明的 TensorFlow 2 入门指导教程

  Language:Jupyter Notebook3.9k842