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Kinnon's Projects

alphalens icon alphalens

Performance analysis of predictive (alpha) stock factors

backtrader icon backtrader

Python Backtesting library for trading strategies

bnu-auto-ncov-daily-report icon bnu-auto-ncov-daily-report

北师大每日上报打卡助手,支持使用 Github Actions 定时任务在线自动打卡,且支持打卡后用微信消息、电子邮件通知打卡结果。

movie_usercf icon movie_usercf

基于用户的协同过滤算法用于豆瓣电影推荐

multifactor icon multifactor

Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial engineering report. Steps include factor data collection and preprocessing, factor combination, portfolio optimization and risk return analysis.

pycascades icon pycascades

Python framework for simulating tipping cascades on complex networks

pyfolio icon pyfolio

Portfolio and risk analytics in Python

pyunicorn icon pyunicorn

Unified Complex Network and Recurrence Analysis Toolbox

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