txu2014

Pinned Repositories

ActivePortfolioManagement
Example/Notes/Solutions for Active Portfolio Management, by Grinold and Kahn
Language:Jupyter Notebook2 2 01
alphalens
Performance analysis of predictive (alpha) stock factors
Language:Jupyter Notebook0 2 00
artificial-intelligence-for-trading
Content for Udacity's AI in Trading NanoDegree.
Language:Jupyter Notebook00
binance_orderflow
Derive order flow from Tick and Trade data.
Language:HTML26 4 111
edgar_analyzer
download, parse, process SEC edgar report. 10-K, 10-K, etc.
Language:Python4 1 00
flowrisk
A Python Implementation of Measures for Order Flow Risk, e.g. VPIN
Language:Jupyter Notebook1 0 00
LSTM-Neural-Network-for-Time-Series-Prediction
LSTM built using Keras Python package to predict time series steps and sequences. Includes sin wave and stock market data
Language:Python1 2 00
PracticalMachineLearning
Coursera Homework - Practical Machine Learning
1 2 01
RProgramming
Coursera R Programming
Language:R1 2 00

txu2014's Repositories

txu2014/binance_orderflow
Derive order flow from Tick and Trade data.
Language:HTML26 4 111
txu2014/edgar_analyzer
download, parse, process SEC edgar report. 10-K, 10-K, etc.
Language:Python4 1 00
txu2014/ActivePortfolioManagement
Example/Notes/Solutions for Active Portfolio Management, by Grinold and Kahn
Language:Jupyter Notebook2 2 01
txu2014/flowrisk
A Python Implementation of Measures for Order Flow Risk, e.g. VPIN
Language:Jupyter Notebook1 0 00
txu2014/alphalens
Performance analysis of predictive (alpha) stock factors
Language:Jupyter Notebook0 2 00
txu2014/artificial-intelligence-for-trading
Content for Udacity's AI in Trading NanoDegree.
Language:Jupyter Notebook00
txu2014/backtrader
Python Backtesting library for trading strategies
Language:Python1 0
txu2014/binance-public-data
Details on how to get Binance public data
Language:Python1 0
txu2014/bt-ig-store
IG Markets Store for Backtrader
Language:Python1 0
txu2014/ccapi
A header-only C++ library for interacting with crypto exchanges. Binding for Python is provided. A spot market making application is also provided as an end-to-end solution for liquidity providers.
Language:C++1 0
txu2014/CrossSection
Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"
Language:Stata1 0
txu2014/cryptofeed
Cryptocurrency Exchange Websocket Data Feed Handler
Language:Python1 0
txu2014/freqtrade
Free, open source crypto trading bot
Language:Python1 0
txu2014/Halfrost-Field
✍️ 这里是写博客的地方 —— Halfrost-Field 冰霜之地
Language:Objective-C1 0
txu2014/Hands-On-Machine-Learning-for-Algorithmic-Trading
Hands-On Machine Learning for Algorithmic Trading, published by Packt
Language:Jupyter Notebook1 0
txu2014/handson-ml2
A series of Jupyter notebooks that walk you through the fundamentals of Machine Learning and Deep Learning in Python using Scikit-Learn, Keras and TensorFlow 2.
Language:Jupyter Notebook1 0
txu2014/hftbacktest
A high-frequency trading and market-making backtesting tool accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books.
Language:Python0 0
txu2014/hummingbot
Hummingbot is open source software that helps you build trading bots that run on any exchange or blockchain
Language:Python1 0
txu2014/ib_insync
Python sync/async framework for Interactive Brokers API
Language:Python1 0
txu2014/ig-markets-api-python-library
A lightweight Python library that can be used to get live data from IG Markets REST and STREAM API with a LIVE or DEMO account
Language:Python1 0
txu2014/Lean
Lean Algorithmic Trading Engine by QuantConnect (C#, Python, F#)
Language:C#
txu2014/materials
Bonus materials, exercises, and example projects for our Python tutorials
Language:Jupyter Notebook1 0
txu2014/pair-trading
CS7641 Team project
Language:Jupyter Notebook0 0
txu2014/pyfolio
Portfolio and risk analytics in Python
Language:Jupyter Notebook2 0
txu2014/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.
Language:Python1 0
txu2014/SEC-EDGAR-text
Text information from US companies' SEC EDGAR electronic filings
Language:Python1 0
txu2014/Tencent2020_Rank1st
The code for 2020 Tencent College Algorithm Contest, and the online result ranks 1st.
txu2014/trading_calendars
Calendars for various securities exchanges.
Language:Python
txu2014/vnpy
基于Python的开源量化交易平台开发框架
Language:C++1 0
txu2014/zipline
Zipline, a Pythonic Algorithmic Trading Library
Language:Python2 0