mefeozh

mefeozh's Stars

• vnpy/vnpy

  基于Python的开源量化交易平台开发框架

  Language:Python24.5k1.4k2.1k8.6k

• mosaicml/composer

  Supercharge Your Model Training

  Language:Python5.1k49543415

• dcajasn/Riskfolio-Lib

  Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

  Language:C++3k77131509

• nautechsystems/nautilus_trader

  A high-performance algorithmic trading platform and event-driven backtester

  Language:Python2k63544458

• nkaz001/hftbacktest

  A high-frequency trading and market-making backtesting tool in Python and Rust, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books, with real-world crypto market-making examples for Binance Futures

  Language:Rust1.8k5384359

• Shujian2015/FreeML

  A List of Data Science/Machine Learning Resources (Mostly Free)

  1.1k1192520

• garethdmm/gryphon

  Powerful, proven, and extensible framework for building trading strategies at any frequency, with a focus on crypto currencies. Battle-tested with billions traded.

  Language:Python1.1k4743150

• cvxgrp/cvxportfolio

  Portfolio optimization and back-testing.

  Language:Python96262117252

• OpenSourceAP/CrossSection

  Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"

  Language:Stata71934122215

• dzitkowskik/StockPredictionRNN

  High Frequency Trading Price Prediction using LSTM Recursive Neural Networks

  Language:Python688689274

• guanquann/Stocksera

  Finance application that provides more than 60 different alternative data to retail investors

  Language:JavaScript6372432102

• phil8192/ob-analytics

  R package intended for visualisation, analysis and reconstruction of limit order book data

  Language:R147202545

• omartinsky/FamaFrench

  Implementation of 5-factor Fama French Model

  Language:Jupyter Notebook1104043

• JamesBrofos/Odin

  Algorithmic trading infrastructure in Python.

  Language:Python9717736

• DidierRLopes/fear-greed-index

  Python CNN Fear and Greed Index wrapper

  Language:Jupyter Notebook773512

• philiparvidsson/Sequence-to-Sequence-Learning-of-Financial-Time-Series-in-Algorithmic-Trading

  My bachelor's thesis—analyzing the application of LSTM-based RNNs on financial markets. 🤓

  Language:TeX7610029

• aoki-h-jp/py-liquidation-map

  Visualize Liquidation Map from actual execution data.

  Language:Python552415

• scikit-portfolio/scikit-portfolio

  A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.

  Language:Python44379

• JustinMShea/ExpectedReturns

  Language:HTML40122918

• 0xd3lbow/aggr.template

  Delta indicators for Aggr.Trade charts

  Language:JavaScript33409

• werleycordeiro/Dynamic_Nelson_Siegel_Svensson_Kalman_Filter

  Python Package: Fitting and Forecasting the yield curve

  Language:Python33226

• tigeryant/order-matching-engine

  Price/time priority order matching engine

  Language:Python29205

• petr-fedorov/oberon

  Order Book Events ReconstructiON from empirical data

  Language:C++92154

• wendyminai/Bitcoin-Trend-Prediction

  LSTM (Long Short-Term Network) is a kind of Recurrent Neural Network which used in the field of deep learning. Traditional neural networks can't remember previous inputs. But Recurrent Neural Networks enable us to learn from previous sequence input datas. A LSTM unit is composed of a cell, an input gate, an output gate and a forget gate.

  Language:Python7310

• quantiacs/strategy-ml-crypto-long-short

  This example shows how to use supervised learning for writing a trading system on stocks.

  Language:Jupyter Notebook5300

• open-source-modelling/Metropolis_Hastings_Black_Sholes_ESG

  Bayesian maximum likelihood of a Black Sholes stochastic scenario generator.

  Language:Jupyter Notebook420

• npezolano/trading_calendars

  Calendars for various securities exchanges.

  Language:Python110

• Quantitative-Impacting-Investing-Club/match-maker

  C++/Python order matching engine

  Language:C++11

• thanhqtran/awesome-public-datasets

  A topic-centric list of HQ open datasets.

  10

• yangkedc1984/Forecasting-Realized-Volatility-for-Crude-Oil-Futures-with-High-Frequency-Data

  Language:Jupyter Notebook1100