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ai_csp_sudoku

awesome-quant

A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

cnn_alpha

Derivative work from literature review on topics of Deep CNN and image-recognition, intending to serve as potential benchmark alpha for the research project developed. The underlying logic and technique follows through with the attached abstract.

conquerv0

coursera-ml-andrewng-notes

吴恩达老师的机器学习课程个人笔记

dynamicoptimization

AEM 7130: Dynamic Optimization/Computational Methods

eco499

This repository features ongoing research and relative preparation for the honor thesis in microeconomics at University of Toronto

empricalassetpricing

foundation-machinelearning

Algorithms and Models Implementation for introductory courses to Machine Learning. Features Linear Regression, K-Nearest Neighbor, Linear Classifier with Logistic Regression, SVM, NeuralNet and Reinforcement Learning.

monetarypolicy-stockreturns

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.

nlp_macroeconindiactors

- Researching and Modelling new indicators in macroeconomic trend, market sentiment, business cycle and technological shocks. - Deploys SOTA machine learning models in analysis of textual information such as economic policy statement, financial news report, equity research report. For Prof.Alexopoulos and Prof.Andritsos at UofT

olps

Online Portfolio Selection toolbox

pynaissance

A walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will include a full-fledged integration and utilization of Quantopian, GS-Quant, WRDS API and their relevant datasets and analytics.

quantaxis

QUANTAXIS 支持任务调度 分布式部署的 股票/期货/期权/港股/虚拟货币 数据/回测/模拟/交易/可视化 纯本地PAAS量化解决方案

renaissance

rsm2013

rsm439

svm-genetic_alpha

Derivative work from literature review on topics of SVM and genetic-coded algorithm, intending to serve as alternative alpha for the research project developed under ETC Investment Group, Academy Division. The underlying logic and technique follows through with the attached abstract.

tools_workflow

This repository mostly features various tools that intends to improve workflow or advances personal skillsets. It is a collection of notes, codes and relevant files that does not have a uni-focus, but rather, just random tools I learned through the journey of a algorithm-engineer/quant investor. Most materials is derivative works of my own from team study with DataWhale China

universal-portfolios

Collection of algorithms for online portfolio selection

wenyan

文言文編程語言 A programming language for the ancient Chinese.

yahoo_finance_api

Python wrapper for yahoo finance api v8.

zipline

Zipline, a Pythonic Algorithmic Trading Library