pangxiejijin

pangxiejijin's Stars

• szy1900/support_resistance_line

  A well-tuned algorithm to generate & draw support/resistance line on time series. 根据时间序列自动生成支撑线压力线

  1

• financialnoob/pairs_trading

  experiments with pair trading

  Language:Jupyter Notebook23397

• AIM-IT4/QuantitativeDerivativeModels

  Language:Jupyter Notebook445

• dxcv/smart_deal_tool

  自己用的交易工具，自动打新。

  Language:Jupyter Notebook11

• datawhalechina/whale-quant

  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。

  Language:Jupyter Notebook50890

• wbbyfd/UniversalRotation

  基于Excel进行量化轮动一切投资品种，例如可转债、ETF、LOF、封基、指数、债券、境外投资等

  Language:Python7333

• quantgalore/spx-vol-engine

  Method for systematically selecting strikes and managing risk of an SPX-based volatility premium capture strategy. Created by Quant Galore (The Quant's Playbook @ Substack)

  Language:Python135

• ZongSingHuang/Multi-Strategy-Ensemble-Whale-Optimization-Algorithm

  X. Yuan, Z. Miao, Z. Liu, Z. Yan and F. Zhou, "Multi-Strategy Ensemble Whale Optimization Algorithm and Its Application to Analog Circuits Intelligent Fault Diagnosis", Applied Sciences, vol. 10, no. 11, p. 3667, 2020.

  Language:Python2511

• ZongSingHuang/Non-Dominated-Sorting-Whale-Optimization-Algorithm

  Language:MATLAB6

• qmhedging/poboquant

  quant strategy backtesting from pobo financial

  Language:Python484213

• paperswithbacktest/awesome-systematic-trading

  A curated list of awesome libraries, packages, strategies, books, blogs, tutorials for systematic trading.

  Language:Python3.7k583

• cedricporter/funcat

  Funcat 将同花顺、通达信、文华财经麦语言等的公式写法移植到了 Python 中。

  Language:Jupyter Notebook927419

• algo23TangaoChen/CSISI

  国信证券研报CSISI模型复刻

  Language:Jupyter Notebook1

• QuhiQuhihi/QuantResearch_Note

  Note for quant research, for study

  Language:Jupyter Notebook11

• AlexChiang0208/Robo-Advisor-Backtesting

  理財機器人實作－包含單因子選股策略、投資組合最佳化、停損再平衡、定期再平衡（下載可直接執行）

  Language:Jupyter Notebook74

• KangOxford/ETF_Trading

  ETF交易

  Language:Jupyter Notebook93

• Rockyzsu/convertible_bond

  低风险投资之可转债 可转债量化分析

  Language:Python19371

• thekioskman/mean_reversion_strategies

  Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.

  Language:Jupyter Notebook3716

• AJeanis/Portfolio-Risk-Factors-and-Exposure-in-Python

  Exploring Portfolio Risk Factors and Exposure

  Language:Jupyter Notebook3

• Brianlin091994/FF_3factores_mutual_fund_decomp

  A draft to use Fama-French three-factor model to evaluate mutual fund performace

  Language:Jupyter Notebook1

• sorahjy/fund-excess-returns-checker

  检查：1）基金各个阶段的超额收益。2）基金经理是否变更

  Language:Python142

• yutiansut/QUANTAXIS

  QUANTAXIS 支持任务调度 分布式部署的 股票/期货/期权 数据/回测/模拟/交易/可视化/多账户 纯本地量化解决方案

  Language:Python8.1k2.9k

• pangxiejijin/Quantitative-Country-ETF-Trading-Strategy

  Quantitative Country ETF Trading Strategy

  3

• atomtosov/pqr

  Portfolio Quantitative Research

  Language:Python112

• miaoyuxin123/quant-backtesting

  量化投资回测，python，wind，股票基金

  Language:Python34

• jrothschild33/learn_backtrader

  BackTrader中文教程笔记（by：量化投资与机器学习），系统性介绍Bactrader的特性、策略构建、数据结构、回测交易等，彻底掌握量化神器的使用方法。章节：介绍篇、数据篇、指标篇、交易篇、策略篇、可视化篇……（持续更新中）

  Language:Python1.1k276

• hyang1985/openFund-backtest

  基于万得实现开放式基金回测

  Language:Jupyter Notebook52

• paulhybryant/convertible_bond

  可转债策略及量化回测

  Language:JavaScript8445

• refraction-ray/xalpha

  基金投资管理回测引擎

  Language:Python2k437

• LastAncientOne/Stock_Analysis_For_Quant

  Various Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau

  Language:Jupyter Notebook1.6k455