mick-liu

Pinned Repositories

Adv_Fin_ML_Exercises
Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]
Language:Jupyter Notebook00
Algorithm
Language:Jupyter Notebook00
backtrader
Python Backtesting library for trading strategies
Language:Python00
Black-Litterman-Model
使用Python复现Black-Litterman模型。Black-Litterman模型创造性地采用贝叶斯方法将投资者对预期收益的主观看法与资产的市场均衡收益相结合，有效地解决了Markowitz均值-方差模型中投资者难以准确估计各个投资品种预期收益率、以及其权重对预期收益率的极度敏感性这两大问题。本项目使用美国市场2009年-2019年十年间的10只股票数据进行回测，证明了合理观点对资产组合收益率具有显著的正面影响效果。
Language:Python00
crawler
There are some crawler projects in this repo.
Language:Python00
dtw
DTW (Dynamic Time Warping) python module
Language:Python10
tagenalgo
A genetic algorithm incorporated with technical analysis indicator to optimize parameters of a strategy.
Language:Python27 2 55

mick-liu's Repositories

mick-liu/tagenalgo
A genetic algorithm incorporated with technical analysis indicator to optimize parameters of a strategy.
Language:Python27 2 55
mick-liu/dtw
DTW (Dynamic Time Warping) python module
Language:Python10
mick-liu/Adv_Fin_ML_Exercises
Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]
Language:Jupyter Notebook00
mick-liu/Algorithm
Language:Jupyter Notebook00
mick-liu/backtrader
Python Backtesting library for trading strategies
Language:Python00
mick-liu/Black-Litterman-Model
使用Python复现Black-Litterman模型。Black-Litterman模型创造性地采用贝叶斯方法将投资者对预期收益的主观看法与资产的市场均衡收益相结合，有效地解决了Markowitz均值-方差模型中投资者难以准确估计各个投资品种预期收益率、以及其权重对预期收益率的极度敏感性这两大问题。本项目使用美国市场2009年-2019年十年间的10只股票数据进行回测，证明了合理观点对资产组合收益率具有显著的正面影响效果。
Language:Python00
mick-liu/crawler
There are some crawler projects in this repo.
Language:Python00
mick-liu/FF-accruals-model
Language:Jupyter Notebook00
mick-liu/minisom
:red_circle: MiniSom is a minimalistic implementation of the Self Organizing Maps
Language:Python00
mick-liu/GPlearn_finiance_stock_futures_extension
This implementation contains the application of GPlearn's symbolic transformer on a commodity futures sector of the financial market.
mick-liu/GVAR
An interpretable framework for inferring nonlinear multivariate Granger causality based on self-explaining neural networks.
mick-liu/Kalman-and-Bayesian-Filters-in-Python
Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters, and more. All exercises include solutions.
mick-liu/Neural-GC
Granger causality discovery for neural networks.
mick-liu/OBPI_strategy
which is the program used to execute OBPI strategy
Language:VBA
mick-liu/openctp
CTP开放平台提供A股、港股、美股、期货、期权等全品种接入通道，通过提供中泰证券XTP、华鑫证券奇点、东方证券OST、东方财富证券EMT、盈透证券TWS等各通道的CTPAPI接口，CTP程序可以无缝对接各股票柜台。平台也提供了一套基于TTS交易系统的模拟环境，同样提供了CTPAPI兼容接口，可以替代Simnow，为CTP量化交易开发者提供7x24可用的模拟环境。
mick-liu/pair_trading_dev
Initial cryptos pair trading develop
mick-liu/PE-ratio-and-stock-return-analysis
mick-liu/SpiderBook
<<python爬虫开发与项目实战>>书籍配套源码和说明
mick-liu/test
mick-liu/test_0829