Pinned Repositories
-
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/Alpha-101-GTJA-191
wgcgxp/alpha101
基于万矿平台,对alpha101因子进行测试并构造多因子策略
wgcgxp/AssetAllocation
安信三因子ES大类资产配置策略v1.0
wgcgxp/credit
wgcgxp/debtDefaultResearch
对截止至2017年7月17日的债券违约事件进行梳理归因,并寻找宏观流动性影响因素,组成数据集。运用Lasso回归进行特征提取后,输入带L2惩罚项LR、SVM、NN、GBDT、RF等机器学习模型进行违约预测,得出GBDT预测效果最好以及特征工程对线性模型预测效果具有重要性的结论。
wgcgxp/Dynamic-Nelson-Siegel
Dynamic Nelson-Siegel in two steps
wgcgxp/eastmoney-yaowen-keyword
Python抓取东方财富要闻的热点词
wgcgxp/econ-fed
Developed and trained a neural network that predicted Federal Reserve interest rates at a higher accuracy than the Taylor Rule, a long-standing formula for calculating interest rate recommendations.
wgcgxp/FactorAnalysis
多因子策略回测框架
wgcgxp/Federal-Reserve-Minutes-Topic-and-Sentiment-Modelling
wgcgxp/Grid-trading
Some naive low frequency stock market strategy back test algorithm including grid trading
wgcgxp/HS300
沪深300指数纯因子组合构建
wgcgxp/HS300-1
沪深300指数纯因子组合构建
wgcgxp/HS300_index_enhance
沪深300指数增强模型
wgcgxp/Indicator
通达信缠论可视化分析插件
wgcgxp/investing-etf-kelly
wgcgxp/lstm
Minimal, clean example of lstm neural network training in python, for learning purposes.
wgcgxp/MultivariateTimeSeriesSimilarity
Multivariate timeseries similarity compare, MTS, DTW, PCA, CPCA
wgcgxp/MyGrinoldKronerModel
wgcgxp/pigpriceML
wgcgxp/pyetf
wgcgxp/Stock-Price-Prediction-With-Indicators
The prediction is based on a recurrent neural network. The list of features includes MACD, Stochastic Oscillator, ATR, RSI etc.
wgcgxp/stock_market_indicators
A small Python library with most common stock market indicators
wgcgxp/stockpool
stockpool selected model backup
wgcgxp/StockPredictionbyML
根据股票因子预测未来价格涨跌(tensorflow)
wgcgxp/Stylechange
大小盘风格轮动
wgcgxp/upro
Notes on the UPRO ETF - a 3x leveraged (daily) S&P500 ETF
wgcgxp/vnpy_msin
wgcgxp/wenhua-functions
wenhua functions doc
wgcgxp/Wind_Python
量化开发 多因子选股模型