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adv_fin_ml_exercises

Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]

akshare

AKShare is an elegant and simple financial data interface library for Python, built for human beings! 开源财经数据接口库

alpha101

My implementation of WorldQuant Alpha101

alphagen

Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.

alphalens

Performance analysis of predictive (alpha) stock factors

cornell-moe

A Python library for the state-of-the-art Bayesian optimization algorithms, with the core implemented in C++.

cs7641

cs7642_notes

demo

dlsa-public

Deep Learning Statistical Arbitrage

finance_ml

Advances in Financial Machine Learning

finrl-trading

For trading. Please star.

gplearn_stock

改进gplearn,主要使用在股票公式挖掘

gplearnplus

升级后的gplearn， 支持包含时序和截面参数的自定义函数，例如均线

introduction-to-quantitative-finance

量化投资学习资料整理：学界（行为金融、投资者情绪、常用程序函数，etc）；业界（公开资料整理，数据源，回测框架，卖方金工研报及复现，量化研究学习路线，etc）

lean

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

learn_backtrader

BackTrader中文教程笔记（by：量化投资与机器学习），系统性介绍Bactrader的特性、策略构建、数据结构、回测交易等，彻底掌握量化神器的使用方法。章节：介绍篇、数据篇、指标篇、交易篇、策略篇、可视化篇……（持续更新中）

machine-learning-for-asset-managers

Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitative Finance) written by Prof. Marcos López de Prado.

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.

pyfolio

Portfolio and risk analytics in Python

pysystemtrade

Systematic Trading in python

reinforcement-learning-in-equity-market-making

Reinforcement Learning in Equity Market Making

ta-lib-python

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

use-gplearn-to-generate-cta-factor

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。