Pinned Repositories
10mohi6-stock-pairs-trading-python
stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.
A-Scalable-Timing-Strategy-of-How-to-build-a-high-frequency-strategy-with-700-annual-returns-
IF1405, IF1406, Scalable Timing Strategy, high frequency trading, probit, adaboost, machine learning, quant backtest
Chamkang6093-Delta-CoVaR_Estimation
Mainly analyzed and implemented the methods of estimating Delta-CoVaR using Python3.
Chamkang6093-Levy-ARMA-GARCH_Risk_Model
Mainly modeled asset returns with ARMA-GARCH model and convolution-closed distributions, e.g., Generalized Hyperbolic or Normal Inverse Gaussian, to get 1-step forecasted p.d.f.s of returns.
CrisperX-50_WorldQuant_Alpha_Examples_for_Alphathon
This is an example of 50 alphas that can pass the correlation test if they are submitted together.
gitee-yunjinqi-backtrader
gs-quant
Python toolkit for quantitative finance
kai-trading-bot-pair
WhaleQuant
本项目为量化开源课程，可以帮助人们快速掌握量化金融知识以及使用Python进行量化开发的能力。
jingmouren's Repositories
jingmouren/AI4Finance-Foundation-FinRobot
FinRobot: An Open-Source AI Agent Platform for Financial Applications using LLMs 🚀 🚀 🚀
jingmouren/anonymous.4open.science_r_IJCAI2024-12F4
jingmouren/auto-differentiation-QuantLib-Risks-Cpp
Fast risks with QuantLib in C++
jingmouren/auto-differentiation-QuantLib-Risks-Py
Fast Risks with QuantLib in Python
jingmouren/cristianoarbex-portfolioSimulationData
Data used in the paper "Portfolio optimisation: bridging the gap between theory and practice"
jingmouren/cristianoarbex-subsetSSDData
Data used in the paper "A SSD approach to enhanced indexation with sector constraints"
jingmouren/cvxgrp-ewmm_code
Code for the EWMM paper
jingmouren/deep-spin-entmax
The entmax mapping and its loss, a family of sparse softmax alternatives.
jingmouren/geatpy
Evolutionary algorithm toolbox and framework with high performance for Python
jingmouren/gnzsnz-jupyter-quant
A dockerized Jupyter quant research environment.
jingmouren/Hive-Systems-pyfair
Factor Analysis of Information Risk (FAIR) model written in Python.
jingmouren/ishitamehta028-LSTM-Portfolio-Optimization-using-Gerber-Estimator
A hybrid model incorporating ML and statistical methods to optimize the portfolio using a Long Short Term Memory (LSTM) network and a covariance matrix based on the Gerber statistic. It estimates the return prices and consequently constructs a Gerber estimator covariance matrix.
jingmouren/jolars-libslope
C++ library for Sorted L-One Penalized Estimation (SLOPE)
jingmouren/jolars-sortedl1
Python package for Sorted L-One Penalized Estimation (SLOPE)
jingmouren/kwuking-TimeMixer
[ICLR 2024] Official implementation of "TimeMixer: Decomposable Multiscale Mixing for Time Series Forecasting"
jingmouren/LechGrzelak-QuantFinanceBook
Quantitative Finance book
jingmouren/leiyu0210-FinLangNet
jingmouren/linyizun2024-ASMCVaR
jingmouren/masanorihirano-pams
PAMS: Platform for Artificial Market Simulations
jingmouren/Menooker-KunQuant
A compiler, optimizer and executor for financial expressions and factors
jingmouren/OpportunityInsights-EconomicTracker
Download data from the Opportunity Insights Economic Tracker — https://tracktherecovery.org/
jingmouren/PyPatel-Options-Trading-Strategies-in-Python
Developing Options Trading Strategies using Technical Indicators and Quantitative Methods
jingmouren/rgaveiga-optionlab
A Python library for evaluating option trading strategies.
jingmouren/saf92-stock-returns
jingmouren/schmalwb-topic_model_time_seriestopic_model_time_series
Code file for: "Quantitative Tools for Time Series Analysis in Natural Language Processing: A Practitioners Guide"
jingmouren/Sha-fiq-AbduSupertrend-Strategy
jingmouren/wrcarpenter-BDT-Model
Implementing a Black-Derman-Toy interest rate model.
jingmouren/wrcarpenter-Interest-Rate-Models
Python methods to create a Ho-Lee binomial interest rate model for fixed income security pricing: caps, swaps, bonds, etc.
jingmouren/wrcarpenter-Z-Spread
Python methods for bootstrapping a spot rate curve from Treasury data and calculating Z-spread for fixed income bonds.
jingmouren/zhenyuhe00-BiPE
Two Stones Hit One Bird: Bilevel Positional Encoding for Better Length Extrapolation