Pinned Repositories
A-Stock-Prediction-System-with-Deep-Learning
Try to predict stock price with LSTM、GAN and DRL, exploring the features of news and technical indicators，which help improving perfomance of predictions.
Adv-ALSTM
Code for paper "Enhancing Stock Movement Prediction with Adversarial Training" IJCAI 2019
adversarial_gmm
Prototype code for paper: Adversarial Generalized Method of Moments, Greg Lewis and Vasilis Syrgkanis
aioquant
Asynchronous event I/O driven quantitative trading framework.
AlgoPlus
AlgoPlus 2.0是使用c++语言开发的用于全市场交易的SDK，提供c++/python/java接口。
algorithm-component-library
A collection of code snippets that can be constructed into larger trading algorithms.
Algorithmic-trading
Trading Algorithms using technical indicators
alphagen
Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.
alphalens
Performance analysis of predictive (alpha) stock factors
AlphaNetV3
Recurrent Neural Network for predicting Stock Returns
xfx88's Repositories
xfx88/alphagen
Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.
xfx88/Attention-CLX-stock-prediction
Attention-based CNN-LSTM and XGBoost hybrid model for stock prediction
xfx88/Autoencoder-Asset-Pricing-Models
Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)
xfx88/Autoformer
About Code release for "Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting" (NeurIPS 2021), https://arxiv.org/abs/2106.13008
xfx88/backtest
xfx88/CNN-for-Trading
Reimplementation of Paper: (Re-)Imag(in)ing Price Trends
xfx88/combo
(AAAI' 20) A Python Toolbox for Machine Learning Model Combination
xfx88/coral-pytorch
CORAL and CORN implementations for ordinal regression with deep neural networks.
xfx88/CTA_Trend
xfx88/ctpbee
一键启动的超快乐期货实盘交易框架 支持ctp和ctp_mini
xfx88/deepdow
Portfolio optimization with deep learning.
xfx88/deeplearning-models
A collection of various deep learning architectures, models, and tips
xfx88/DLinear
This is an official implementation for "Are Transformers Effective for Time Series Forecasting?"
xfx88/DoubleAdapt
The official API of DoubleAdapt (KDD'23), an incremental learning framework, WITHOUT dependencies on the qlib package.
xfx88/EmbeddingPortfolio
A repository for portfolio allocation based on embedding data representation
xfx88/fairlearn
A Python package to assess and improve fairness of machine learning models.
xfx88/FeatureSelectionGA
Feature Selection using Genetic Algorithm (DEAP Framework)
xfx88/LOB-feature-analysis
Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.
xfx88/M5-methods
Data, Benchmarks, and methods submitted to the M5 forecasting competition
xfx88/MetaOptNet
Meta-Learning with Differentiable Convex Optimization (CVPR 2019 Oral)
xfx88/ML-HFT
High frequency trading (HFT) strategies built for futures using machine learning and deep learning techniques
xfx88/NeuroKit
NeuroKit2: The Python Toolbox for Neurophysiological Signal Processing
xfx88/ppscore
Predictive Power Score (PPS) in Python
xfx88/rtdl
Research on Tabular Deep Learning
xfx88/scikit-posthocs
Multiple Pairwise Comparisons (Post Hoc) Tests in Python
xfx88/SGD-HFT-Intern
T0 intern at SGD Capital management
xfx88/Stock_cn_T0_Trend
xfx88/Stock_ML
Quantitive Investment Research Frame.
xfx88/tabformer
The pioneering neural network surpassing extremely-tuned XGboost and Catboost on varied tabular datasets.
xfx88/XtQuant
迅投QMT接口