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Solutions to Active Portfolio Management (Second Edition) by Grinold and Kahn
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.
High performance datastore for time series and tick data
Basis expansion transformers in sklearn style.
A Python implementation of global optimization with gaussian processes.
A flexible version of CorEx developed for bio-data challenges that handles missing data, continuous/discrete variables, multi-CPU, overlapping structure, and includes visualizations
Bypass Paywalls for Chrome
The HW code
CorEx or "Correlation Explanation" discovers a hierarchy of informative latent factors. This reference implementation has been superseded by other versions below.
Deep Reinforcement Learning with Python, Second Edition, published by Packt
Resources for the budding field of risk modelling and analysis in DeFi
Estimators for the entropy and other information theoretic quantities of continuous distributions
[No longer actively maintained.] Financial tools for Excel
first repository
An Introduction to Statistical Learning (James, Witten, Hastie, Tibshirani, 2013): Python code
A lightweight and ultra-fast shadowsocks library written in C++14 with Qt framework
Non-parametric Entropy Estimation Toolbox
A sample market maker to demonstrate the usage of python-okx SDK
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
A extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities
Various sample projects and snippets related to Excel-DNA
World Quant 101 alphas的计算和策略化
zogna video manager
A declarative, efficient, and flexible JavaScript library for building user interfaces.
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google ❤️ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.