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dhydra

主要针对多数据源多策略实时计算的量化分析开发框架。提供新浪Level2等数据获取

diebold-mariano-test

This Python function dm_test implements the Diebold-Mariano Test (1995) to statistically test forecast accuracy equivalence for 2 sets of predictions with modification suggested by Harvey et. al (1997).

ebotapp_spider

艺恩数据网爬虫 —— http://ebotapp.entgroup.cn

econometricscode

Stata and other codes for econometrics course.

ecos-python

Python interface for ECOS

ergodicity

Akka Actor based trading system for Moscow Stock Exchange (http://moex.com/en/)

game2d-analisis

gmm

GMM estimation routine of CKLS / SV Models

haipproxy

:sparkling_heart: High available distributed ip proxy pool, powerd by Scrapy and Redis

hft

real high-frequency-trading system based on c++

hosts

google facebook twitter youtube hosts for china

hsic

Hilbert-Schmidt Independence Criterion

imouto.host

为你而战，哥哥大人。

ipproxypool

IPProxyPool代理池项目，提供代理ip

ivix

**波指的计算

kelly_code

Code and examples for the project on risk-constrained Kelly gambling

keras-applications

Reference implementations of popular deep learning models.

kf

Implementation of "Time-varying vector autoregressive models with stochastic volatility" by Kostas Triantafyllopoulos available at arxiv link below

kingstarja

KingStar API Java Adapter , for trade .

ksft_api

金仕达期货接口

lagoujob

Job data mining repo for lagou.com

lianjiaspider

linearmodels

Linear models including instrumental variable estimators and panel data models

lstm-matlab

LSTM-MATLAB is Long Short-term Memory (LSTM) in MATLAB, which is meant to be succinct, illustrative and for research purpose only. It is accompanied with a paper for reference: Revisit Long Short-Term Memory: An Optimization Perspective, NIPS deep learning workshop, 2014.

mathstatscode

Codes for my mathematical statistics course

megengine

MegEngine 是一个快速、可拓展、易于使用且支持自动求导的数值计算框架

multifactor-models

A Survey of Multi-Factor Models

multiple-factor-risk-model

This project explores the way to construct the multiple factor risk model to calculate the risk contribution of each factor and the total portfolio risk using daily stock data from China.

okexquant

Okex btc 跨期套利 RESTFULL API

pandas_exercises

Practice your pandas skills!