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monotonicbinning

Monotonic Optimal Binning

multi-factor

因子构建、单因子测试

multi-factor-1

multi-factor-gm-wind-joinquant

基于掘金+万得+聚宽的多因子策略开发框架

multi-factor-model

Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulations.

multi-factor-model-1

Multi-Factor model with regression method

multi-factor-portfolio-selection

multi-factor-stock-selection

多因子选股(股票) ,基于Fama三因子构成的多因子策略

ppdai_risk_evaluation

“魔镜杯”风控算法大赛 拍拍贷风控模型，接近冠军分数

python-fama-french-quant-model

Python: Basic Fama French model with subset data

python3.6

This repository mainly covers the code of the python3.6 in several aspects including Basical Grammar, Scikit-Learn, XGBoost, Web scraping and Matplotlib etc.

pywoe

qtc2019

This program focused on the core concepts and practice of quantitative investment (multi-factor combination analysis, technical analysis CTA strategy, real-time stock selection and timing strategy, etc.).

quantstudy

量化策略代码

r-igraph-network-workshop-netscix

NetSciX 2016 workshop on network analysis and visualization with R and igraph

r-learning

R Exercise

r-scorecard

build scorecard with R

research_public

Quantitative research and educational materials

santander-product-recommendation

2nd Place Solution of the Kaggle Competition - Santander Product Recommendation

sc-lecture

演讲课程

scikit-learn

scikit-learn: machine learning in Python

scorecard--assessment

关于综合评价一个评分卡模型的方法总结（附代码）

shichenxie.github.io

Personal website of Shichen Xie.

stock

30天掌握量化交易 (持续更新)

stock_market

stocks

Programs for stock prediction and evaluation

team-learning-data-mining

主要存储Datawhale组队学习中“数据挖掘/机器学习”方向的资料。

toad

ESC Team's scorecard tools

vnpy

基于Python的开源量化交易平台开发框架

wheninvestment-ppd-

2017.7-2017.8, 拍拍贷第二届魔镜杯数据应用大赛，训练营的资料，作业及我的完成代码