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jqfactor_analyzer

聚宽单因子分析工具

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.

lime

Lime: Explaining the predictions of any machine learning classifier

lob

Benchmark Dataset of Limit Order Book in China Markets

lppl

This is a genetic algorithm implemented in python to solve the LPPL equation looking for market bubbles

lppls

Library for fitting the LPPLS model to data.

lstm

基于LSTM神经网络的时间序列预测

lstm-crypto-price-prediction

Predicting price trends in cryptomarkets using an lstm-RNN for the use of a trading bot

lstm-neural-network-for-time-series-prediction

LSTM built using Keras Python package to predict time series steps and sequences. Includes sin wave and stock market data

ltsf-linear

[AAAI-23 Oral] Official implementation of the paper "Are Transformers Effective for Time Series Forecasting?"

machine-learning-for-financial-market-prediction

Machine Learning for Financial Market Prediction

machinelearning

My blogs and code for machine learning. http://cnblogs.com/pinard

master

This is the official code and supplementary materials for our AAAI-2024 paper: MASTER: Market-Guided Stock Transformer for Stock Price Forecasting. MASTER is a stock transformer for stock price forecasting, which models the momentary and cross-time stock correlation and guide feature selection with market information.

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.

mm-tsflib

fork from AdityaLab

mpdp-code

《精通Python设计模式》一书的示例代码

multi-factor-gm-wind-joinquant

基于掘金+万得+聚宽的多因子策略开发框架

nlp_study

nonstationary_transformers

Code release for "Non-stationary Transformers: Exploring the Stationarity in Time Series Forecasting" (NeurIPS 2022), https://arxiv.org/abs/2205.14415

pa

Performance Attribution for Equity Portfolios

panther

pathformer

pfrl

PFRL: a PyTorch-based deep reinforcement learning library

pgportfolio

PGPortfolio: Policy Gradient Portfolio, the source code of "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem"(https://arxiv.org/pdf/1706.10059.pdf).

portfolio-optimizer

py-patterns

设计模式的python实现

pybroker

Algorithmic Trading in Python with Machine Learning

pyfolio

Portfolio and risk analytics in Python

pythondict-quant

Quant Examples Based on Backtrader.

pytorch_time2vec