Pinned Repositories
Advanced_Quantitative_Methods
Advanced Econometric Theory With Python
AI-for-Trading
📈This repo contains detailed notes and multiple projects implemented in Python related to AI and Finance. Follow the blog here: https://purvasingh.medium.com
AlphaTrading
An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implement APT model, BARRA's risk model and dynamic multi-factor model in this project.
awesome-quant
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
awesome-systematic-trading
A curated list of insanely awesome libraries, packages and resources for systematic trading. Crypto, Stock, Futures, Options, CFDs, FX, and more | 量化交易 | 量化投资
BARRA-CNE6
Barra-Equity-Risk-Model
yang41's Repositories
yang41/Advanced_Quantitative_Methods
Advanced Econometric Theory With Python
yang41/awesome-quant
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
yang41/awesome-systematic-trading
A curated list of insanely awesome libraries, packages and resources for systematic trading. Crypto, Stock, Futures, Options, CFDs, FX, and more | 量化交易 | 量化投资
yang41/Barra-Equity-Risk-Model
yang41/Basic_Econometrics_With_Python
Introductory tutorials of econometrics featuring Python programming. This is a crash course for reviewing the most important concepts and techniques of basic econometrics, the theories are presented lightly without hustles of derivation and Python codes are straightforward.
yang41/Basic_Statistics_With_Python
Introduction to statistics featuring Python. This series of lecture notes aim to walk you through all basic concepts of statistics, such as descriptive statistics, parameter estimations, hypothesis testing, ANOVA and etc. All codes are straightforward to understand.
yang41/break-the-ice-with-python
The repository is about 100+ python programming exercise problem discussed, explained, and solved in different ways
yang41/Candlestick-Pattern-Recognition-with-Python-and-TA-Lib
Candlestick Pattern Recognition with Python and TA-Lib
yang41/Barra_Equity_Model
The Barra China Equity Model (CNE5) captures the short and long term dynamics of the Chinese local market and includes the latest advances in risk methodology, allowing institutional investors the ability to align the risk model with their investment process. The model provides significantly more explanatory power than its predecessor (CHE2).
yang41/factor_backtest
因子回测框架
yang41/FF5
一个基于**市场的Fama-French五因子实证研究
yang41/Financial-Models-Numerical-Methods
Collection of notebooks about quantitative finance, with interactive python code.
yang41/fund_analysis
The project is about the Chinese funds, including crawler the data and analysis them.
yang41/lecture-python.notebooks
Notebooks for https://python.quantecon.org
yang41/Linear_Algebra_With_Python
Lecture Notes for Linear Algebra Featuring Python. This series of lecture notes will walk you through all the most must-know concepts that set the foundation of data science or advanced quantitative skillsets. Suitable for statistician/econometrician, quantitative analysts, data scientists and etc. to quickly refresh the linear algebra with the assistance of Python computation and visualization.
yang41/machine_learning_basics
Plain python implementations of basic machine learning algorithms
yang41/Multi-Factor-Models
多因子模型相关
yang41/numpy-100
100 numpy exercises (with solutions)
yang41/one-python-craftsman
来自一位 Pythonista 的编程经验分享，内容涵盖编码技巧、最佳实践与思维模式等方面。
yang41/Probability_Theory
A quick introduction to all most important concepts of Probability Theory, only freshman level of mathematics needed as prerequisite.
yang41/PureVolatility
复刻东吴证券《“波动率选股因子”系列研究（一）：寻找特质波动率中的纯真信息——剔除跨期截面相关性的纯真波动率因子》
yang41/py4fi2nd
Jupyter Notebooks and code for Python for Finance (2nd ed., O'Reilly) by Yves Hilpisch.
yang41/PyfengForPapers
Python Code for Quantitative Finance Papers
yang41/QuantFinance
150+ quantitative finance Python programs to help you gather, manipulate, and analyze stock market data
yang41/QuantsPlaybook
量化研究-券商金工研报复现
yang41/scientific-visualization-book
An open access book on scientific visualization using python and matplotlib
yang41/talib-document
talib学习 talib中文翻译 talib中文文档
yang41/Time-Series-Analysis-with-Python-Cookbook.
Time Series Analysis with Python Cookbook, published by Packt
yang41/vectorbt_pro_dashboard
A Dashboard for multi-time frame simulation analysis for a portfolio of instruments
yang41/vectorbt_pro_tutorials
A Collection of public tutorials published in the qubitquants.pro blog