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advanced-deep-trading

Mostly experiments based on "Advances in financial machine learning" book

algoplus

最忠实于CTP官方API特性、最低延时、最易使用的Python版量化投资开源框架。

alphafm

Multi-thread implementation of Factorization Machines with FTRL for binary-class classification problem.

alphalens

Performance analysis of predictive (alpha) stock factors

asset-pricing-model

PyTorch autoencoder implementation of asset pricing model using monthly returns/metrics

awesome-algorithmic-trading

A curated list of awesome algorithmic trading frameworks, libraries, software and resources

china_stock_announcement

该项目通过scrapy爬虫从巨潮网络的服务器获取**股市的公告

cnnhar

Deep convolutional neural network for human activity recognition

convert_matlab73_hdf5

Convert Matlab v7.3 '.mat' files (i.e. HDF5 file format) into Python's pickle or numpy format.

deep_learning_in_limited_order_books

:moneybag:Deep learning models for high-frequency financial data (limited order book)

deeplob-deep-convolutional-neural-networks-for-limit-order-books

This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", published in IEEE Transactions on Singal Processing. We use FI-2010 dataset and present how model architecture is constructed here. The FI-2010 is publicly avilable and interested readers can check out their paper.

deeptrade_keras

dfcf_lhb

爬虫：东方财富龙虎榜

fastfm

fastFM: A Library for Factorization Machines

futureholderrank

中金所、上期所、郑商所及大商所，四大期货交易所大户持仓排名爬虫

google-research

Google Research

hrp

Run hierarchical risk parity algorithms

informer2020

The GitHub repository for the paper "Informer" accepted by AAAI 2021.

kungfu

Kungfu Trader

lppls

Library for fitting the LPPLS model to data.

machine-learning-for-trading

Notebooks, resources and references accompanying the book Machine Learning for Algorithmic Trading

mlfinlab

MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.

moderncv

A modern curriculum vitae class for LaTeX

pandas-profiling

Create HTML profiling reports from pandas DataFrame objects

pullword

A Python package for pullword.com

pyctp

CTP for Python

pyfm

Factorization machines in python

sgc

official implementation for the paper "Simplifying Graph Convolutional Networks"

shap

A game theoretic approach to explain the output of any machine learning model.

tsai

Time series Timeseries Deep Learning Machine Learning Pytorch fastai | State-of-the-art Deep Learning library for Time Series and Sequences in Pytorch / fastai