hongzhanhui Goto Github PK
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Alpha,deap,数字货币
This project is to monitor the arbitrage opportunity of stocks, options and futures every second based on Put-Call parity in Chinese stock market.
Barra Multifactor Model
An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
Provide risk forecasts by Barra China Equity Model
Commodity risk parity strategy
Alpha mining with DEAP-based genetic programming.
A factor evaluation manager, specifically designed for cross-section factor evaluation.
Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus on enabling cross-sectional factor analysis within the package.
改进gplearn,主要使用在股票公式挖掘
改写了gplearn源码,原有的gplearn会把数据转为numpy,丢失了datetime和stockcode的原始信息。很难做截面的因子ic、ir分析,所以改动了相应的源码,使之可以做因子的截面ic分析。另外增加了时序函数和并行化框架ray的支持
Hotel info spider which crawling data from Airbnb and tujia used python scrapy framework
A Market Neutral Equity Model based on Barra's model
Option Market Maker
This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.org/pdf/2112.08534.pdf).
本文通过gplearn模型,结合遗传算法中的遗传规划方法生成因子。这里因子生成基于simple-backtest中的简单回测系统,主要针对股指期货操作。
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.