sunsetyuhi's Stars
optuna/optuna-dashboard
Real-time Web Dashboard for Optuna.
optuna/optuna
A hyperparameter optimization framework
HideakiImamura/bo-book
jonkr2/GuiNN_Checkers
GuiNN checkers is a free program that plays standard 8x8 checkers. It has its own GUI, and uses Neural Nets for the evaluation. It is Windows only at this time.
yasstake/rbot
kernc/backtesting.py
:mag_right: :chart_with_upwards_trend: :snake: :moneybag: Backtest trading strategies in Python.
TA-Lib/ta-lib-python
Python wrapper for TA-Lib (http://ta-lib.org/).
wilsonfreitas/awesome-quant
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
kaityo256/sevendayshpc
一週間でなれる!スパコンプログラマ
UKI000/JPX-kaggle
fin-py/option-data-hands-on
J-Quants APIを使ったオプションデータ処理ハンズオン
ondra-novak/mmbot
Market Making trading bot for cryptomarkets
satuelisa/Forex
Code for analyzing foreign-exchange price curves
J-Quants/event
Event等で使用するRepo
blue-yonder/tsfresh
Automatic extraction of relevant features from time series:
wlongxiang/mlpipeline
parrt/dtreeviz
A python library for decision tree visualization and model interpretation.
rinsaka/sample-data-sets
WannabeBotter/ml-exercise
機械学習の練習リポジトリ
drillan/jquants-derivatives
jquants-api-clientのデリバティブ用ラッパー
je-suis-tm/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
yli188/WorldQuant_alpha101_code
Code implementation of the Quantigic 101 Formulaic Alphas
sprasadhpy/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.
drillan/mkdeco-hackathon-lt
マケデコハッカソン LT大会 presented by J-Quants
yusugomori/deeplearning-keras-tf2-torch
詳解ディープラーニング 第2版
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.
boyboi86/AFML
All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.
letianzj/QuantResearch
Quantitative analysis, strategies and backtests
ad17171717/YouTube-Tutorials
Repo containing scripts for videos featured on Adrian Dolinay's YouTube channel.
LesterALeong/Asset-Rotation-Strategy
Gradient Growth Medium.com Post