Pinned Repositories
-theanh97Statistical-Arbitrage-Bayesian-Optimized-Kappa-Half-life-Pairs-Trading-Engine
This project implements an advanced pairs trading strategy using statistical arbitrage techniques. It leverages Bayesian optimization to fine-tune Kappa and Half-life parameters, enhancing the mean-reversion trading approach. The system includes comprehensive backtesting, risk management, and performance analysis tools.
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。
wukan1986-alpha_examples
alpha投研示例
jingmouren's Repositories
jingmouren/kai-trading-bot-pair
jingmouren/wukan1986-alpha_examples
alpha投研示例
jingmouren/ACEACEjasonhuang-gplearnplus
升级后的gplearn, 支持包含时序和截面参数的自定义函数,例如均线
jingmouren/adlnlp-FinLLMs
jingmouren/AIMLModeling-HullWhiteTerm
In financial mathematics, the Hull–White model is a model of future interest rates. I simulated the Hull White interest rate term structure model in Python and compared simulated average value and the analytical solution. https://youtu.be/lmXPaIGhos0
jingmouren/alvarobartt-trendet
:chart_with_upwards_trend: Python package for trend detection on stock time series data :chart_with_downwards_trend:
jingmouren/ArturSepp-OptimalPortfolios
Implementation of optimisation analytics for constructing and backtesting optimal portfolios
jingmouren/Benjamin-Poignard-sparse-factor-models
jingmouren/cvxstatarb
jingmouren/dkl0707-Brinson
Brinson绩效归因框架
jingmouren/enthought-pyql
Cython QuantLib wrappers
jingmouren/gitlab_in-silico-public_charlie
jingmouren/hkusky-MDDEstimation
jingmouren/hoangdungnguyen-Spanning_multi_asset_payoffs
jingmouren/it-ebooks-0-gpt-translated-pdf-zh
jingmouren/johruf-CRSP_on_WRDS_introduction
jingmouren/jolars-pyslope
Basic Python Toolbox for SLOPE
jingmouren/mlthormann-BDCA-For-Portfolio-Optimization
The Boosted Difference of Convex Algorithm For Value-at-Risk Constrained Portfolio Optimization
jingmouren/ng-cheng-en-matthew-robust_sgld
jingmouren/No-Trade-No-Life-Yuan
Yuan - Investment OS for everyone
jingmouren/patrick-kuiper-mev_dro
jingmouren/pipiku915-FinMem-LLM-StockTrading
FinMem: A Performance-Enhanced LLM Trading Agent with Layered Memory and Character Design
jingmouren/ppoak-factor
A quantitive factor computing, backtesting and enhancing framework based on quool.
jingmouren/ultra1971-algotrading_stack
Microservices Stack for AlgoTrading
jingmouren/wangln19-YUI
jingmouren/wrcarpenter-Fixed-Income-Valuation
Custom Python library focused on numerical methods for valuing fixed income securities: bonds, swaps, options, etc.
jingmouren/wukan1986-AlphaInspect
factor performance visualization
jingmouren/wukan1986-expr_codegen
codegen from expression to others, such as polars, pandas
jingmouren/Zdong104-FNSPID
jingmouren/zshicode-MambaStock
MambaStock: Selective state space model for stock prediction