Pinned Repositories
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期现套利
-FBDQA-2019A
金融大数据量化分析
2018-Finals-tzmcm-Rank1
金融市场板块划分与轮动规律挖掘与可视化问题第一名解决方案
201806_assetallocation
Asset allocation by BL model with 10 risk levels.
Advanced_Trading
This repository offers a curated collection of research papers and code examples covering advanced trading strategies and financial engineering, including quantitative and algorithmic trading. It serves as a comprehensive resource for industry professionals and enthusiasts alike, helping them stay ahead of the curve in this rapidly-evolving field.
Algorithmic-trading-HighLowPoint
Algorithmic trading
allocation-time_select
配置与择时模型框架
Alpha-101-GTJA-191
alpha-hedge
量化交易经典策略：alpha对冲(股票+期货) ，利用股指期货进行对冲的股票策略
AssetPricingModelforDong_e
各类模型:资产定价模型，套利定价模型，隐含波动率模型等，以及选股模块，交易模块，数据清洗模块，策略筛选模块
penbaggio's Repositories
penbaggio/-FBDQA-2019A
金融大数据量化分析
penbaggio/Advanced_Trading
This repository offers a curated collection of research papers and code examples covering advanced trading strategies and financial engineering, including quantitative and algorithmic trading. It serves as a comprehensive resource for industry professionals and enthusiasts alike, helping them stay ahead of the curve in this rapidly-evolving field.
penbaggio/AssetPricingModelforDong_e
各类模型:资产定价模型，套利定价模型，隐含波动率模型等，以及选股模块，交易模块，数据清洗模块，策略筛选模块
penbaggio/Assignment1
华泰金工《波动率与换手率构造牛熊指标》复现及改进
penbaggio/cbond
可转债博弈价值分析
penbaggio/chan.py
开放式的缠论python实现框架，支持形态学/动力学买卖点分析计算，多级别K线联立，区间套策略，可视化绘图，多种数据接入，策略开发，交易系统对接；
penbaggio/CNN_Attention_LSTM
基于相关性分析的CNN_Attention_LSTM期货价格预测模型
penbaggio/Copula4PairTrading
penbaggio/detecting-market-regime-changes
Use hidden Markov models to label regimes on S&P 500 data, train three classifiers (naive Bayes, logistic regression, and support vector machines) to predict regimes with the intent of improving an existing trading strategy
penbaggio/Expectation-difference-of-interest-rate
复现国盛金工基于利率预期差的宏观量化策略研报的部分内容
penbaggio/futures_statistics
通过网络爬虫获取铁矿石和螺纹钢期货数据。对收益率序列进行描述性统计、jb检验，反正是否符合分形市场假说。计算Hurst指数，制定跨品种套利策略，并进行回测，对跨品种套利效果进行评估。寻求改进空间。
penbaggio/futures_strategy
penbaggio/kezhuanzhai
可转债策略
penbaggio/LSTM_prediction_stock_market
This project implements an LSTM (Long Short-Term Memory) model for predicting the future trends of the NASDAQ 100 index. The model is trained using different combinations of hyperparameters to find the best configuration for accurate predictions.
penbaggio/notebooks
Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.
penbaggio/paper_recreate
工作中的研报复现和独立项目
penbaggio/pyfolio
Portfolio and risk analytics in Python
penbaggio/Quant-Finance
Trading strategies include CTA and Statistical arbitrage
penbaggio/quant-trading
Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Straddle, Shooting Star, London Breakout, Heikin-Ashi, Pair Trading, RSI, Bollinger Bands, Parabolic SAR, Dual Thrust, Awesome, MACD
penbaggio/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
penbaggio/QuantCode
分享量化投资相关的论文，代码和代码复现。
penbaggio/Quantitative-Investment-Trading-system
**人民大学财政金融学院“金融计量与量化策略分析”课程与“量化投资交易策略分析与系统设计”课程。
penbaggio/QuantsPlaybook
量化研究-券商金工研报复现
penbaggio/QuantStudy
python量化策略代码
penbaggio/regime-modeling-with-NLP
Use natural language processing techniques like non-negative matrix factorization and spherical K-means clustering to study, detect, and predict changes in market regimes
penbaggio/Statistical-Learning-Method_Code
手写实现李航《统计学习方法》书中全部算法
penbaggio/stock-selected
主要是依据财务指标选股的一些思路脚本
penbaggio/stock_market
penbaggio/triangularbitrage_py
三角套利
penbaggio/use-gplearn-to-generate-CTA-factor
本文通过gplearn模型，结合遗传算法中的遗传规划方法生成因子。这里因子生成基于simple-backtest中的简单回测系统，主要针对股指期货操作。