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/GPF
GPF(Graph Processing Flow):利用图神经网络处理问题的一般化流程
jingmouren/ivix
**波指的计算
jingmouren/tbacas-Bond-Pricing
jingmouren/TX-WORD2VEC-SMALL
腾讯word2vec模型缩小版
jingmouren/table-detection-dataset
This repository contains a 403 images dataset for table detection in documents.
jingmouren/jironghuang-RemoveExchangeRateEffects
Decomposing an instrument/ portfolio into exchange rate and non exchange rate effects.
jingmouren/Aplicity-Nelson_Siegel-Lasso
基于Lasso回归的Nelson-Siegel扩展模型
jingmouren/SVM-and-HS300
从沪深300指数的日行情数据构建特征,用SVM预测指数的涨跌方向
jingmouren/exercise
exercise for nndl
jingmouren/maidoudoujiushiwo-cgan_psi
cgan_psi
jingmouren/WenqiAngieWu-Term-Structure-Lattice-Models
Binomial lattice models of the short-rate; pricing fixed income derivative securities including zero-coupon bonds, options on bonds, bond forwards, bond futures, swaps and swaptions; pricing some derivative via elementary prices by using the forward equation.
jingmouren/Self_Barra_System
jingmouren/ImportantEventExtractor
An exploration for Eventline (important news Rank organized by pulic time),针对某一事件话题下的新闻报道集合,通过使用docrank算法,对新闻报道进行重要性识别,并通过新闻报道时间挑选出时间线上重要新闻。
jingmouren/liyinwei-copper_price_forecast
copper price(time series) prediction using bpnn and lstm
jingmouren/stockPrediction_CNN
Uisng CNN to predicte stock market trend, and feeding with 2D images
jingmouren/nmharmon8-StockMarketGAN
Stock Market Prediction Using Unsupervised Features
jingmouren/Stock-Selection-a-Framework
This project demonstrates how to apply machine learning algorithms to distinguish "good" stocks from the "bad" stocks.
jingmouren/S_Dbw_validity_index
S_Dbw validity index
jingmouren/Reinforcement-learning-in-portfolio-management-
This project implements the two deep reinforcement learning algorithms on portfolio management
jingmouren/Pairs-Trading-Indian-Stocks-using-Machine-Learning
keywords - Kmeans Clustering, Tsne, PCA, Indian Stocks, Johansen test
jingmouren/empyrical
Common financial risk and performance metrics. Used by zipline and pyfolio.
jingmouren/MultiFactors
jingmouren/jerryxyx-TreasuryFutureTrading
A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
jingmouren/yudai-il-RQ_works2
jingmouren/deep_learning_theory_and_practice
《深度学习理论与实战》代码
jingmouren/awesome-SynthText
A curated list of awesome synthetic data for text location and recognition
jingmouren/RLQuant
Applying Reinforcement Learning in Quantitative Trading
jingmouren/Robust-Log-Optimal-Strategy-with-Reinforcement-Learning
We propose a new Portfolio Management strategy combining Log-Optimal based Strategy and Reinforcement-Learning based Strategy.
jingmouren/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.
jingmouren/Deep-Trading
Algorithmic trading with deep learning experiments