Pinned Repositories
Barra_CNE6
Barra CNE6 因子构建
cs231n.github.io
Public facing notes page
DA-RNN
DSTP-RNN-Implementation
A Dual-Stage Two-Phase attention-based Recurrent Neural Network for long-term and multivariate time series prediction
FinRL_Market_Simulator
fracdiff
Compute fractional differentiation (fracdiff) super-fast. Processes time-series to be stationary while preserving memory. cf. "Advances in Financial Machine Learning" by M. Prado.
Midjourney_api
unofficial Midjourney API
QuantResearch
Quantitative analysis, strategies and backtests
slow-momentum-fast-reversion
This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (https://arxiv.org/pdf/2105.13727.pdf).
trading-momentum-transformer
This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.org/pdf/2112.08534.pdf).
victorxie996's Repositories
victorxie996/DSTP-RNN-Implementation
A Dual-Stage Two-Phase attention-based Recurrent Neural Network for long-term and multivariate time series prediction
victorxie996/Barra_CNE6
Barra CNE6 因子构建
victorxie996/cs231n.github.io
Public facing notes page
victorxie996/DA-RNN
victorxie996/FinRL_Market_Simulator
victorxie996/fracdiff
Compute fractional differentiation (fracdiff) super-fast. Processes time-series to be stationary while preserving memory. cf. "Advances in Financial Machine Learning" by M. Prado.
victorxie996/Midjourney_api
unofficial Midjourney API
victorxie996/QuantResearch
Quantitative analysis, strategies and backtests
victorxie996/slow-momentum-fast-reversion
This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (https://arxiv.org/pdf/2105.13727.pdf).
victorxie996/trading-momentum-transformer
This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.org/pdf/2112.08534.pdf).