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absorption-ratio-trading-strategy

Notebook which calculates absorption ratio, a predictor of economic systemic shock, through decomposition of PCA and AE. The intent is to compare the efficacy of these two strategies in this notebook

alphalens

Performance analysis of predictive (alpha) stock factors

arxiv2018-bayesian-ensembles

awesome-financial-nlp

Researches for Natural Language Processing for Financial Domain

book_deeplearning_in_pytorch_source

cnblogs_automatic_blog_uploading

博客园上传博客过于麻烦，怎么办，自动上传/更新博客来一套，简单到网页都不需要打开，账号密码都不需要输入，懒是唯一的生产力。

easytrader

提供同花顺客户端/国金/华泰客户端/雪球的基金、股票自动程序化交易以及自动打新，支持跟踪 joinquant /ricequant 模拟交易 和 实盘雪球组合, 量化交易组件

elitequant

A list of online resources for quantitative modeling, trading, portfolio management

esl-cn

The Elements of Statistical Learning (ESL)的中文翻译、代码实现及其习题解答。

essentialmath

evolutionary-algorithm

Evolutionary Algorithm using Python, 莫烦Python 中文AI教学

how-to-be-a-good-programmer

I'm here to tell you some amazing stuff which teacher would never tell you.

hyperopt-doc-zh

Github开源项目hyperopt系列的中文文档,以及学习教程等

ibpy

jqdatasdk

简单易用的量化金融数据包(easy utility for getting financial market data of China)

jqfactor_analyzer

聚宽单因子分析工具

jupyter-note

Local Jupyer notebook backup

lightgbm

A fast, distributed, high performance gradient boosting (GBT, GBDT, GBRT, GBM or MART) framework based on decision tree algorithms, used for ranking, classification and many other machine learning tasks.

lstm-in-imdb

for experience LSTM

machine-learning-from-scratch

常用机器学习的算法简洁实现

nvim

The Ultimate NeoVim Config for Colemak Users

pandas-ta

Technical Analysis Indicators - Pandas TA is an easy to use Python 3 Pandas Extension with 130+ Indicators

pyibcc

A Bayesian method for combining crowdsourced classifications, e.g. for citizen science projects. The default class, ibcc.py provides a variational Bayes algorithm for Independent Bayesian Classifier Combination.

quant-report

quantitative-analysis

券商金工研报复现

research_public

Quantitative research and educational materials

rnn-

simultaneous-equations

Programs that can create and solve a system of simultaneous equations

ta-lib

Python wrapper for TA-Lib (http://ta-lib.org/).

tesseract

Tesseract Open Source OCR Engine (main repository)