Pinned Repositories
Adv_Fin_ML
Advances in Financial Machine Learning by Marcos Lopez De Prado
Adv_Fin_ML_Exercises
Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]
Advanced-Algorithmic-Trading
The book <Advanced Algorithmic Trading> and its source code
Advanced-Deep-Trading
Mostly experiments based on "Advances in financial machine learning" book
backtrader
backtrader-momentum-strategy
Momentum Strategy implemented in Backtrader for newbies
backtrader-walkforward_optunity
Example of walk-forward for Backtrader
labels
Labels calculation&visualisation - comes with a small BTC/USDT database. Part of my research. Integral part of: https://arxiv.org/abs/2012.03078
pyfolio-reloaded
Portfolio and risk analytics in Python
ticdat
qtbgo's Repositories
qtbgo/backtrader
qtbgo/backtrader-momentum-strategy
Momentum Strategy implemented in Backtrader for newbies
qtbgo/pyfolio-reloaded
Portfolio and risk analytics in Python
qtbgo/Adv_Fin_ML_Exercises
Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]
qtbgo/advances_in_financial_machine_learning
I tried to solve the questions in 'Advances in Financial Machine Learning' by Lopez de Prado. Many are cloned from other gits.
qtbgo/algorithmic_trading_book
2 books and related source codes for algorithmic trading.
qtbgo/backtesting
Backtrader量化策略研报复现
qtbgo/backtrader-finstrat
Trading strategies, back-tested with Backtrader
qtbgo/backtrader_plus
扫地僧backtrader闭环生态系统技术教程
qtbgo/backtrader_template
Basic template for managing Backtrader backtests.
qtbgo/bt-ccxt-store-cn
BT CCXT Store
qtbgo/btplotting
btplotting provides plotting for backtests, optimization results and live data from backtrader.
qtbgo/ctpbee
一键启动的超快乐期货实盘交易框架 支持ctp和ctp_mini
qtbgo/ctpbee_api
此处描述ctpbee里面的ctp API 生成
qtbgo/Deep-Learning-Machine-Learning-Stock
Deep Learning and Machine Learning stocks represent a promising long-term or short-term opportunity for investors and traders.
qtbgo/fracdiff
Compute fractional differentiation super-fast. Processes time-series to be stationary while preserving memory. cf. "Advances in Financial Machine Learning" by M. Prado.
qtbgo/fsi-samples
A collection of open-source GPU accelerated Python tools and examples for quantitative analyst tasks and leverages RAPIDS AI project, Numba, cuDF, and Dask.
qtbgo/Hands-On-Financial-Trading-with-Python
Hands-On Financial Trading with Python, published by Packt
qtbgo/highfrequency
The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to manage, clean and match highfrequency trades and quotes data. Furthermore, it enables users to: calculate easily various liquidity measures, estimate and forecast volatility, and investigate microstructure noise and intraday periodicity.
qtbgo/monolith
A C++ monorepo for discrete and continuous optimization. Batteries included!
qtbgo/PyPortfolioOpt
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
qtbgo/pysystemtrade
Systematic Trading in python
qtbgo/QuantGANs-replication
Codes for my thesis project: replicating and modifying quant GANs.
qtbgo/Riskfolio-Lib
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
qtbgo/shap
A game theoretic approach to explain the output of any machine learning model.
qtbgo/spectre
GPU-accelerated Factors analysis library and Backtester
qtbgo/Strategy-Bet-Sizing
qtbgo/trade_strategy
用backtrader实现一些交易策略的回测。
qtbgo/trading-rules-using-machine-learning
A financial trading method using machine learning.
qtbgo/tsfel
An intuitive library to extract features from time series.