sonw123

Pinned Repositories

alphagen
Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.
Language:Python00
awesome-ai-in-finance
🔬 A curated list of awesome machine learning strategies & tools in financial market.
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awesome-quant
**的Quant相关资源索引
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awesome-systematic-trading
A curated list of insanely awesome libraries, packages and resources for systematic trading. Crypto, Stock, Futures, Options, CFDs, FX, and more | 量化交易 | 量化投资
Language:HTML00
Barra-Multiple-factor-risk-model
Barra-Multiple-factor-risk-model
Language:Python00
Crowded-trades-Sector-rotation
Implemented the paper Kinlaw, W., Kritzman, M., & Turkington, D. (2019). Crowded trades: Implications for sector rotation and factor timing. The Journal of Portfolio Management, 45(5), 46-57.
Language:Jupyter Notebook00
cvxportfolio
Portfolio optimization and back-testing.
Language:Python00
gs-quant
Python toolkit for quantitative finance
Language:Jupyter Notebook00
hello2018
just 1st file
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Introduction-to-Quantitative-Finance
量化投资学习资料整理：学界（行为金融、投资者情绪、常用程序函数，etc）；业界（公开资料整理，数据源，回测框架，卖方金工研报及复现，量化研究学习路线，etc）
Language:Python00

sonw123's Repositories

sonw123/alphagen
Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.
Language:Python00
sonw123/awesome-ai-in-finance
🔬 A curated list of awesome machine learning strategies & tools in financial market.
00
sonw123/awesome-quant
**的Quant相关资源索引
00
sonw123/awesome-systematic-trading
A curated list of insanely awesome libraries, packages and resources for systematic trading. Crypto, Stock, Futures, Options, CFDs, FX, and more | 量化交易 | 量化投资
Language:HTML00
sonw123/Barra-Multiple-factor-risk-model
Barra-Multiple-factor-risk-model
Language:Python00
sonw123/Crowded-trades-Sector-rotation
Implemented the paper Kinlaw, W., Kritzman, M., & Turkington, D. (2019). Crowded trades: Implications for sector rotation and factor timing. The Journal of Portfolio Management, 45(5), 46-57.
Language:Jupyter Notebook00
sonw123/cvxportfolio
Portfolio optimization and back-testing.
Language:Python00
sonw123/gs-quant
Python toolkit for quantitative finance
Language:Jupyter Notebook00
sonw123/hello2018
just 1st file
00
sonw123/Introduction-to-Quantitative-Finance
量化投资学习资料整理：学界（行为金融、投资者情绪、常用程序函数，etc）；业界（公开资料整理，数据源，回测框架，卖方金工研报及复现，量化研究学习路线，etc）
Language:Python00
sonw123/leek-fund
:chart_with_upwards_trend: 韭菜盒子——VSCode 里也可以看股票 & 基金实时数据，做最好用的投资插件 🐥
sonw123/machine-learning-for-trading
Code for Machine Learning for Algorithmic Trading, 2nd edition.
sonw123/ML-NLP
此项目是机器学习(Machine Learning)、深度学习(Deep Learning)、NLP面试中常考到的知识点和代码实现，也是作为一个算法工程师必会的理论基础知识。
sonw123/Multitask-Stockformer
A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network
sonw123/notebooks
Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.
sonw123/py4at
Jupyter Notebooks and code for the book Python for Algorithmic Trading (O'Reilly) by Yves Hilpisch.
sonw123/pydata-book
Materials and IPython notebooks for "Python for Data Analysis" by Wes McKinney, published by O'Reilly Media
sonw123/pydata-notebook
利用Python进行数据分析第二版 (2017) 中文翻译笔记
sonw123/pyfolio
Portfolio and risk analytics in Python
sonw123/qlib
Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment. With Qlib, you can easily try your ideas to create better Quant investment strategies.
sonw123/Quant-Reading-List
Papers for AI + quantitative investment
sonw123/QuantsPlaybook
量化研究-券商金工研报复现
sonw123/report
研报，每天定时更新
sonw123/RLQuant
Applying Reinforcement Learning in Quantitative Trading
sonw123/StockFormer
PyTorch implementation for Paper "StockFormer: Learning Hybrid Trading Machines with Predictive Coding".
sonw123/TA-Lib-in-chinese
中文版TA-Lib库使用教程
sonw123/ta-lib-python
Python wrapper for TA-Lib (http://ta-lib.org/).
sonw123/vnpy
基于Python的开源量化交易平台开发框架