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zhac0220's Projects

alphalens icon alphalens

Performance analysis of predictive (alpha) stock factors

codeql icon codeql

GitHub Satellite 2020 workshops on finding security vulnerabilities with CodeQL for Java/JavaScript.

demo icon demo

A demonstration of a web application with tests

pyfolio icon pyfolio

Portfolio and risk analytics in Python

qdb icon qdb

Quantopian Remote Debugger for Python

qgrid icon qgrid

An interactive grid for sorting, filtering, and editing DataFrames in Jupyter notebooks

quantopian-lecture-notes icon quantopian-lecture-notes

These are my notes on Quantopian Lecture Series. They have some great lectures teaching Scientific and Statistical Rigor Through Real Data Examples.

stock-analysis-engine icon stock-analysis-engine

Backtest 1000s of minute-by-minute trading algorithms for training AI with automated pricing data from: IEX, Tradier and FinViz. Datasets and trading performance automatically published to S3 for building AI training datasets for teaching DNNs how to trade. Runs on Kubernetes and docker-compose. >150 million trading history rows generated from +5000 algorithms. Heads up: Yahoo's Finance API was disabled on 2019-01-03 https://developer.yahoo.com/yql/

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