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).

pkuseg-python

python版本：高准确度中文分词工具，简单易用，跟现有开源工具相比大幅提高了分词的准确率。

portfolio_construction

Portfolio Construction Functions under the Basic Mean_Variance Model, the Factor Model and the Black_Litterman Model.

pycorrelate

Fast and accurate cross-correlation over arbitrary time lags. Moved to:

pydata-book

Materials and IPython notebooks for "Python for Data Analysis" by Wes McKinney, published by O'Reilly Media

pyflux

Open source time series library for Python

pyrb

Constrained and Unconstrained Risk Budgeting / Risk Parity Allocation in Python

python_for_data_analysis_2nd_chinese_version

《利用Python进行数据分析·第2版》

Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics and many other (ex-post) risk/return characteristics both on an individual stock and portfolio-basis, stand-alone and vs. a benchmark of choice (constructed with wxPython)

python_test

this is python test project !

quant-trading

Python quantitative trading strategies including MACD, Pair Trading, Heikin-Ashi, London Breakout, Awesome, Dual Thrust, Parabolic SAR, Bollinger Bands, RSI, Pattern Recognition, CTA, Monte Carlo, Options Straddle

quantaxis

QUANTAXIS 股票/期货/自定义市场数据/回测/模拟/交易/可视化纯本地一站式解决方案

quantitative-contest

It's an experience in a quantitative contest. We are a team of three members and got first in the Round 3 period in both PnL and Sharpe Ratio. First, the virtual trading system uses Google's gRPC framework. So we wrote scripts to send commands such as orders to this system. Second, we conducted scripts to request virtual market data from this system. Third, we built a data processing class to deal with raw data and make it feasible and standard. Fourth, we wrote separately three high frequency models: RBreaker, Timeselecting( cf my first internship), Dual Thrust strategy. Fifth, we wrote a python file to help control the risk in our tradings.

reinforcement-learning-in-portfolio-management-

This project implements three deep reinforcement learning algorithms, including PG (for finance), DDPG and PPO, on portfolio management

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