shuangology

shuangology's Stars

• jamesmawm/mastering-python-for-finance-second-edition

  Sources codes for: Mastering Python for Finance, Second Edition

  Language:Jupyter Notebook388115

• ericbudish/HFT-Races

  Code package to analyze high-frequency trading (HFT) races using financial-exchange message data, following Aquilina, Budish and O'Neill (2021).

  Language:Python4315

• shuangology/Probability-of-Informed-Trading

  Implementation of PIN ( Probability of Informed trading) on A-Share daily public data (based on Yan Y, Zhang S. An improved estimation method and empirical properties of the probability of informed trading[J]. Journal of Banking & Finance, 2012, 36(2): 454-467.)

  Language:Jupyter Notebook3015

• songliao/qdpmc

  Language:Python51

• vnpy/vnpy

  基于Python的开源量化交易平台开发框架

  Language:Python24.3k8.6k

• ChinaQuants/qlengine

  Language:Shell136

• lballabio/QuantLib

  The QuantLib C++ library

  Language:C++5.2k1.8k

• gerrymanoim/exchange_calendars

  Calendars for various securities exchanges.

  Language:Python415130

• Mirror-Protocol/terra-web-app

  Mirror Protocol App for web browsers

  Language:SCSS83126

• vpncn/vpncn.github.io

  2024**翻墙软件VPN推荐以及科学上网避坑，稳定好用。对比SSR机场、蓝灯、V2ray、老王VPN、VPS搭建梯子等科学上网与翻墙软件，**最新科学上网翻墙梯子VPN下载推荐，访问Chatgpt。

  Language:HTML15.3k1.4k

• Rgveda/996Quant

  35岁程序员退路之量化投资学习笔记

  Language:Jupyter Notebook1.1k170

• erichson/spca

  Sparse Principal Component Analysis (SPCA) using Variable Projection

  Language:R6010

• Breathleas/Go2Shell

  Go2Shell does not support the latest Mac system，So there's this tool. Open a iTerm2 or Termnal window to the current directory in Finder by a simple click.

  Language:Rich Text Format17326

• jayshah19949596/CodingInterviews

  This repository contains coding interviews that I have encountered in company interviews

  Language:Python3.3k

• coin-or/Cbc

  COIN-OR Branch-and-Cut solver

  Language:C++758109

• karvenka/netsci-project

  Network Analysis for Financial Markets

  Language:Jupyter Notebook7116

• halfrost/LeetCode-Go

  ✅ Solutions to LeetCode by Go, 100% test coverage, runtime beats 100% / LeetCode 题解

  Language:Go32.6k5.7k

• vicaws/arbitragerepair

  Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.

  Language:Jupyter Notebook10824

• jrfiedler/causal_inference_python_code

  Python code for part 2 of the book Causal Inference: What If, by Miguel Hernán and James Robins

  Language:Jupyter Notebook1.2k384

• emoen/Machine-Learning-for-Asset-Managers

  Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitative Finance) written by Prof. Marcos López de Prado.

  Language:Python469161

• TotalVerb/MathEnrichment

  Olympic Math curriculum for various grades

  Language:Jupyter Notebook2

• cuemacro/tcapy

  Open source TCA (transaction cost analysis) Python library for FX spot

  Language:Python23170

• pandas-dev/pandas-msgpack

  Pandas Msgpack

  Language:Python2220

• TyberiusPrime/pandas-msgpack

  Pandas Msgpack

  Language:Python43

• rlabbe/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.

  Language:Jupyter Notebook16.3k4.1k

• coverdrive/MDP-DP-RL

  Markov Decision Processes, Dynamic Programming and Reinforcement Learning

  Language:Python267130

• datawhalechina/pumpkin-book

  《机器学习》（西瓜书）公式详解

  23.7k4.7k

• firmai/machine-learning-asset-management

  Machine Learning in Asset Management (by @firmai)

  Language:Jupyter Notebook1.7k462

• ivankokan/Excel2LaTeX

  The Excel add-in for creating LaTeX tables

  Language:VBA1.2k146

• complexdatacollective/Interviewer

  Simplifying complex network data collection.

  Language:JavaScript4620