Pinned Repositories
Chamkang6093-Delta-CoVaR_Estimation
Mainly analyzed and implemented the methods of estimating Delta-CoVaR using Python3.
Chamkang6093-IOHMM_Intrady_Momentum_Trading
Mainly predicted 1-step signal magnitude to observe simple momentum strategy performance in both HMM and IOHMM framework, when side information like seasonality and volatility are introduced using spline methods.
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-lltech-pricelib
gitee-yunjinqi-backtrader
gs-quant
Python toolkit for quantitative finance
kai-trading-bot-pair
SJTU-Quant-MASTER
This is the official code and supplementary materials for our AAAI-2024 paper: MASTER: Market-Guided Stock Transformer for Stock Price Forecasting. MASTER is a stock transformer for stock price forecasting, which models the momentary and cross-time stock correlation and guide feature selection with market information.
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/appl
🍎APPL: A Prompt Programming Language. Seamlessly integrate LLMs with programs.
jingmouren/appl-team-reppl
Using APPL to reimplement popular algorithms for Large Language Models (LLMs) and prompts
jingmouren/benstaf-FinRL_DeepSeek
Code for the paper "FinRL-DeepSeek: LLM-Infused Risk-Sensitive Reinforcement Learning for Trading Agents" arXiv:2502.07393
jingmouren/benstaf-FinRL_LLM
jingmouren/binary-husky-gpt_academic
为GPT/GLM等LLM大语言模型提供实用化交互接口，特别优化论文阅读/润色/写作体验，模块化设计，支持自定义快捷按钮&函数插件，支持Python和C++等项目剖析&自译解功能，PDF/LaTex论文翻译&总结功能，支持并行问询多种LLM模型，支持chatglm3等本地模型。接入通义千问, deepseekcoder, 讯飞星火, 文心一言, llama2, rwkv, claude2, moss等。
jingmouren/CaioSBC-RLPortfolio
Reinforcement Learning Portfolio Optimization Framework
jingmouren/clchinkc-stockchat
Personal project, Generative AI, Python, FastAPI, React, Docker/Docker Compose
jingmouren/FinRL_Contest_Starter_Kit
Starter kit and resources for ACM ICAIF 2023 FinRL Contest
jingmouren/hamidm21-Revisit_FSA
jingmouren/LeonardoBerti00-DeepMarket
DeepMarket is a framework for performing Limit Order Book simulation with Deep Learning. This is also the official repository for the paper 'TRADES: Generating Realistic Market Simulations with Diffusion Models'.
jingmouren/LeonardoBerti00-TLOB
This is the official repository for the paper TLOB: A Novel Transformer Model with Dual Attention for Stock Price Trend Prediction with Limit Order Book Data.
jingmouren/linq-rag-linqalpha-deepseek-r1-agent
Linq's Function Calling Agent utilizing DeepSeek-R1
jingmouren/liorboord-FinAgent
inAgent is a lightweight financial AI agent that leverages OpenAI's GPT-4 and the Alpha Vantage API to provide intelligent, real-time responses to financial queries.
jingmouren/LLMQuant-asset
asset of LLMQuant
jingmouren/nathanramoscfa-pyeconomics
A library for economic and financial analysis
jingmouren/nrgrp-cvx_irl
jingmouren/Open-Finance-Lab-FinRL_Contest_2024
Starter kit and tutorials for ACM ICAIF 2024 FinRL Contest
jingmouren/parthmodi152-alpha-gpt
jingmouren/remigenet-DeepDynamicVWAP
jingmouren/siddharth-Kharche-Finance-Agent-Powered-by-DeepSeek-R1
jingmouren/siddharth-Kharche-Multi-Agent-AI-Researcher-Powered-by-DeepSeek-R1
jingmouren/stanfordnlp-dspy
DSPy: The framework for programming—not prompting—language models
jingmouren/The-FinAI-Fino1
This is the repo of developing reasoning models in the specific domain of financial, aim to enhance models capabilities in handling financial reasoning tasks.
jingmouren/TongjiFinLab-FinTSB
Financial Time Series Benchmark
jingmouren/Tony-Guo-1-daily_trading_strategy
jingmouren/wangxiaobo018-realized-volatility
A code for path-dependent volatility
jingmouren/YangletLiu-FinGPT-Search-Agent
The repository is for the ongoing FinGPT search agents, thanks contributions from RPI RCOS.
jingmouren/YangletLiu-FinLoRA
jingmouren/yeonholee50-AmpyFin
Machine learning trading system that trades while also training.
jingmouren/Yizhan-Oliver-Shu-jump-models