Pinned Repositories
acm-cheat-sheet
Acm Cheat Sheet
Advances-in-Financial-Machine-Learning
Notes on Advances in Financial Machine Learning
ai
AlgorithmicTrading
This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in collaboration with Optiver and have been peer-reviewed by staff members of Optiver. Therefore, much of the analysis are correct and give an indication how these methods work.
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.
Barra_CNE6
Barra CNE6 因子构建
binance-quantization
虚拟货币(BTC、ETH)炒币量化系统项目。币安交易所-量化交易-网格策略实践。火币、OKEX热门交易所未来都支持。最简单收益最靠谱的项目，包教包会。
Chartbuilder2
Chartbuilder 2.0 (for test)
data_analysis
liguifan's Repositories
liguifan/Advances-in-Financial-Machine-Learning
Notes on Advances in Financial Machine Learning
liguifan/ai
liguifan/AlgorithmicTrading
This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in collaboration with Optiver and have been peer-reviewed by staff members of Optiver. Therefore, much of the analysis are correct and give an indication how these methods work.
liguifan/Barra_CNE6
Barra CNE6 因子构建
liguifan/binance-quantization
虚拟货币(BTC、ETH)炒币量化系统项目。币安交易所-量化交易-网格策略实践。火币、OKEX热门交易所未来都支持。最简单收益最靠谱的项目，包教包会。
liguifan/data_analysis
liguifan/Depix
Recovers passwords from pixelized screenshots
liguifan/EIT-master
Enhanced Index Tracking Strategy with application of Machine Learning and Tracking Error Optimization
liguifan/factor_update
利用Wind API更新周频与月频因子
liguifan/financial-risk-management-using-machine-learning-on-mainframes
This journey accesses a Financial Risk Management API published on IBM Bluemix with Machine Learning on z/OS running on the mainframe through a simulated retail bank system called MPLbank.
liguifan/HFT-price-prediction
A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.
liguifan/HS300_index_enhance
沪深300指数增强模型
liguifan/low_cost_robot
liguifan/OpenCVDemo
OpenCV人脸捕捉和识别
liguifan/OptimalPortfolio
An open source library for portfolio optimisation
liguifan/optopsy
A nimble options backtesting library for Python
liguifan/public-research
Implementations of trading strategies from research papers
liguifan/quant
Codera Quant is a Java framework for algorithmic trading strategies development, execution and backtesting via Interactive Brokers TWS API or other brokers API
liguifan/QuantLib
The QuantLib C++ library
liguifan/QuantResearch
Quantitative analysis, strategies and backtests
liguifan/redtorch
Java开源量化交易开发框架
liguifan/redtorch-web-react
RedTorch网页应用
liguifan/stat_arb
liguifan/Stock-Prediction
Smart Algorithms to predict buying and selling of stocks on the basis of Mutual Funds Analysis, Stock Trends Analysis and Prediction, Portfolio Risk Factor, Stock and Finance Market News Sentiment Analysis and Selling profit ratio. Project developed as a part of NSE-FutureTech-Hackathon 2018, Mumbai. Team : Semicolon
liguifan/Stock_Strategy
Stock trading strategy using tushare as datasource and pyalgotrade as backtesting platform
liguifan/Stocks-Valuation
liguifan/SystemicRisk
A framework for systemic risk valuation and analysis.
liguifan/Tibet
分布式量化交易系统
liguifan/vnpy
基于Python的开源量化交易平台开发框架
liguifan/XGboost_Index-Enhancement-Strategy
【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 Spring.