Pinned Repositories
100-Days-Of-ML-Code
100-Days-Of-ML-Code中文版
448Project
High Frequency Trading
Analytics_Vidhya
Codes related to activities on AV including articles, hackathons and discussions.
Artificial-Intelligence-on-Ascending-Triangle-Pattern-of-Stock-Markets
It's an UROP in HKUST
awesome-machine-learning
A curated list of awesome Machine Learning frameworks, libraries and software.
financial-machine-learning
A curated list of practical financial machine learning (FinML) tools and applications in Python.
Financial-Time-Series_Analysis
HFT_Bitcoin
Analysis of High Frequency Trading on Bitcoin exchanges
kPCA-in-high-frequency-trading
• Partition trading time series data into 30 minutes intervals by picking the mean transaction price and volumes in each interval and compute the log-return (aka ’U sequence’) and write it into a corresponding csv file: JNJ_1004_1015_2010_HFT_30min_.csv • Visualize the high frequency data with PCA by using 2 or 3 PCs: you need to calculate the variance explained ratios for your visualization. • Identify outliers in your PCA analysis • Visualize it by using KPCA and compare its results with those of PCA (you need to at least try two kernels)
Machine-learning-for-financial-market-prediction
Machine Learning for Financial Market Prediction
zxlwrz's Repositories
zxlwrz/awesome-machine-learning
A curated list of awesome Machine Learning frameworks, libraries and software.
zxlwrz/Stock_Analysis_For_Quant
Different Types of Stock Analysis in Python, R, Matlab, Excel, Power BI
zxlwrz/alpha-mind
quantitative security portfolio analysis
zxlwrz/atspy
Automated Time Series Models in Python (AtsPy)
zxlwrz/best_ideas
zxlwrz/data-visualisation-scripts
This repository stores all my scripts for data visualisation.
zxlwrz/DeepLearningForTimeSeriesForecasting
A tutorial demonstrating how to implement deep learning models for time series forecasting
zxlwrz/deeptrading
zxlwrz/DSND_capstone_project
This is the capstone project of Data Scientist Nanodegree Program of Udacity
zxlwrz/Financial-Models-Numerical-Methods
Collection of notebooks about quantitative finance, with interactive python code.
zxlwrz/GANetano
Generative Adversarial Network to create synthetic time series
zxlwrz/gitignore
A collection of useful .gitignore templates
zxlwrz/gQuant
A collection of open-source GPU accelerated Python tools and examples for quantitative analyst tasks and leverages RAPIDS AI project, Numba, cuDF, and Dask.
zxlwrz/interactive-corporate-report
ICR - Automated machine learning company report in an interactive 'PDF style' from four dimensions: employees, customers, shareholders (owners) and management.
zxlwrz/machine-learning-asset-management
Machine Learning in Asset Management
zxlwrz/market-reporter
Automatic Generation of Brief Summaries of Time-Series Data
zxlwrz/MarketAnalysis
Portfolio Theory, Options Theory, & Quant Finance
zxlwrz/mlfinlab
Package based on the work of Dr Marcos Lopez de Prado regarding his research with respect to Advances in Financial Machine Learning
zxlwrz/Neural-ODE-Experiments
This repository contains experiments with Neural Ordinary Differential Equations with simulated and real empirical data
zxlwrz/Optimization-Python
General optimization (LP, MIP, QP, continuous and discrete optimization etc.) using Python
zxlwrz/Public_Research_and_Backtests
Research and Backtests I have been working on...enjoy
zxlwrz/pysystemtrade
Systematic Trading in python
zxlwrz/research
Contains all the Jupyter Notebooks used in our research
zxlwrz/RLTrader
A cryptocurrency trading environment using deep reinforcement learning and OpenAI's gym
zxlwrz/stock_cnn_blog_pub
This project is a loose implementation of paper "Algorithmic Financial Trading with Deep Convolutional Neural Networks: Time Series to Image Conversion Approach"
zxlwrz/swarmETF
the code for medium article
zxlwrz/tensorwatch
Debugging, monitoring and visualization for Deep Learning and Reinforcement Learning from Microsoft Research
zxlwrz/TransferLearningTimeSeries
Transfer Learning for Time Series Prediction Task
zxlwrz/tseries-patterns
trend / momentum and other patterns in financial timeseries
zxlwrz/XTX_Challenge
Models and programs developed as part of XTX Forecastin Challenge 2019