Pinned Repositories
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中债信息网月度统计数据的爬取汇总，构建每月市场机构杠杆率自动计算模板
2016.M3.TQF-stock-return-prediction
This project aims to predict stocks' return in China by SVM method.
AAA-ESG
Economic Scenario Generator in Python
AB.Formulae
AmiBroker formula collection
acc_dual
Accelerating Dual Momentum Strategy: There are 5 main sections in total. We will walk you through data grabbing from Yahoo Financials, initialization (pandas DataFrame), score calculations using different monthly returns, signal generation by the scores computed, and results summarization using flask web app (which can be uploaded in AWS Elastic Beanstalk server).
Accelerating_Dual_Momentum
ALM
Asset and liability management in Python
Alpha-101-GTJA-191
Sector-Rotation_tradingStrategy
ZJU_FIS_Group_Project
浙江大学2020秋冬学期固定收益证券分析和模型课程，小组作业，XGBoost对美国国债的预测
wgcgxp's Repositories
wgcgxp/TORI
Tori (Trend- & oversell-based rebalancing instruction) is an n-m MA BIAS based tools to improve portfolio performance by monthly rebalance
wgcgxp/cb
转债工具
wgcgxp/quant-trading
Python quantitative trading strategies including Pattern Recognition, CTA, Monte Carlo, Options Straddle, London Breakout, Heikin-Ashi, Pair Trading, RSI, Bollinger Bands, Parabolic SAR, Dual Thrust, Awesome, MACD
wgcgxp/autoxd
A股回测框架， 模拟实盘账户交易, 适合编写T+0策略
wgcgxp/Hilbert-transform
Hilbert transform algorithm
wgcgxp/Quantitative-Trading-Strategy-Based-on-Machine-Learning
Firstly, multiple effective factors are discovered through IC value, IR value, and correlation analysis and back-testing. Then, XGBoost classification model is adopted to predict whether the stock is profitable in the next month, and the positions are adjusted monthly. The idea of mean-variance analysis is adopted for risk control, and the volatility of the statistical benchmark index (HS300 Index) is used as a threshold for risk control. Back-testing results: the annual return rate is 11.54%, and the maximum drawdown is 17.91%.
wgcgxp/factorhub
wgcgxp/Commodity_Tracker
This is a commodity automatic tracking and analyzing system based on PYTHON 3. System supports automatic data download and upload from commodity exchanges, St Louis Fed data center and Yahoo Finance data.
wgcgxp/Fund_Rank_based_on_Return_Rate_and_Sharpe_Ratio
基于历史收益率和夏普率的基金排序
wgcgxp/stock_market
wgcgxp/Fixed-Income-Factor
wgcgxp/spy-randomforest-trading
This trading strategy uses Random Forest Classifier in order to create buy or sell orders for the $SPY ETF outperforming buy & hold strategy
wgcgxp/NOMURA_Quantify_Qualitative_Proroject
野村小夥伴 Chatbot :
wgcgxp/LSTM-future-prediction
LSTM铁矿石价格预测
wgcgxp/cox-ingersoll-ross
wgcgxp/Black-Litterman-Model
使用Python复现Black-Litterman模型。Black-Litterman模型创造性地采用贝叶斯方法将投资者对预期收益的主观看法与资产的市场均衡收益相结合，有效地解决了Markowitz均值-方差模型中投资者难以准确估计各个投资品种预期收益率、以及其权重对预期收益率的极度敏感性这两大问题。本项目使用美国市场2009年-2019年十年间的10只股票数据进行回测，证明了合理观点对资产组合收益率具有显著的正面影响效果。
wgcgxp/convertible_bond
calculate the return of some convertible bond trade strategy
wgcgxp/Rolling-Window-Stock-Price-Predict
wgcgxp/Economic-Regime-analysis-and-Factor-Models
Python code and market data for economic regime analysis
wgcgxp/ICIR_strategy-master
finance strategy
wgcgxp/AAA-ESG
Economic Scenario Generator in Python
wgcgxp/technical-indicators-backtesting
This repository contains implementation of "ADX", "Ichimoku" and "RSI" technical indicators using "Backtrader". And one new technical indicator is designed using the before-mentioned three indicators named as "BIRA".
wgcgxp/Barra_CNE6
Barra CNE6 因子构建
wgcgxp/test_signals
wgcgxp/hengqinCompetition2
competitionStrategy
wgcgxp/weekly_report_generator_for_sws_research
Automatically generate your weekly reports.
wgcgxp/TimeSeries
时间序列债券预测
wgcgxp/Quantify
Quantify
wgcgxp/thermostat-strategy
恒温器择时策略
wgcgxp/PyTAAADL
Tactical Asset Allocation Advisor using Deep Learning