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a-pure-factor-test-framework

This is a pure factor performance test framework, without the influence of other factors

algo_trading

Algorithmic Trading Project Of SJTU Team

alphalens

Performance analysis of predictive (alpha) stock factors

apgpy

Accelerated proximal gradient package in python

bt

bt - flexible backtesting for Python

chartpy

Easy to use Python API wrapper to plot charts with matplotlib, plotly, bokeh and more

code

Golub, Glattfelder and Olsen, ''The Alpha Engine: Designing an Automated Trading Algorithm''

coursera_ap2013

My code for Coursera Asset Pricing course, by John H. Cochrane, fall 2013.

cvxpy

A Python-embedded modeling language for convex optimization problems.

deepgraph

Analyze Data with Pandas-based Networks. Documentation:

deeplearningnotes

机器学习和量化分析学习进行中

event_scheduler

Match event attendees with topics and time slots based on preferences.

fama_french

ffn

ffn - a financial function library for Python

findatapy

Python library to download market data via Bloomberg, Quandl, Yahoo etc.

finmarketpy

Python library for backtesting trading strategies and analyzing financial markets (formally pythalesians)

fxaa

Long-term FX momentum trading and analysis R codebase to document system at "https://fxaa.inpirical.com".

get_longhubang

抓取东方财富网龙虎榜

glosten-and-milgrom--1985-

high-frequency-trading-model-with-ib

A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python

ib4m

Interactive Brokers API for Matlab

kelly_code

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

kungfu

Kungfu Master Trading System

l1_tf

This is the repository for the l1_tf, software for l1 trend filtering.

lean

Lean Algorithmic Trading Engine by QuantConnect (C#, Python, F#, VB, Java)

lppl

Python implementation for solving log-periodic power law formulae for stock price prediction

lppl-1

Log-periodic power law least-square fit: parallel LMA

lpplmodel

macrotrendfollow

Momentum and position based trading strategy analysis

market-neutral-model

A Market Neutral Equity Model based on Barra's model