harrisliuwk Goto Github PK

aiif

Jupyter Notebooks and code for the book Artificial Intelligence in Finance (O'Reilly) by Yves Hilpisch.

algorithmbasic2020

算法和数据结构体系学习班

alphanetv3

Recurrent Neural Network for predicting Stock Returns

alphatrading

An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implement APT model, BARRA's risk model and dynamic multi-factor model in this project.

awesome_time_series_in_python

This curated list contains python packages for time series analysis

barra

Barra Multifactor Model

barra-model

An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.

barra-multiple-factor-risk-model

Barra-Multiple-factor-risk-model

barra_cne5

Provide risk forecasts by Barra China Equity Model

barra_cne6

Barra CNE6 因子构建

barra_risk

A risk evaluation program that follows BARRA's CNE6 and USE4 risk model to predict the risk and distribution of factors in a portfolio. Created by Rosemary He Sept. 2019, under Zhiqiang Zhang.

blog

Everything about database,business.(Most for PostgreSQL).

book

:green_book:我的个人书籍学习和收藏

crosssection

Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"

ctpbee

专注于量化领域技术解决方案

deep-finance

Datasets, papers and books on AI & Finance.

financial-machine-learning

A curated list of practical financial machine learning tools and applications.

hyperts

A Full-Pipeline Automated Time Series (AutoTS) Analysis Toolkit.

integrated-examples

以Xray或v2ray（V4）、trojan或trojan-go、naiveproxy、hysteria等打造科学上网的优化配置及最优组合示例，且提供集成常用插件的caddy（caddy2）程序，分享给大家食用及自己备份。

jaqs

jaqs-fxdayu

jaqs-fxdayu:股票多因子策略研究和分析框架jaqs拓展包

machine-learning-for-economic-analysis

Material for the exercise sessions of master course Machine Learning for Economic Analysis @UZH

market-neutral-model

A Market Neutral Equity Model based on Barra's model

note

embedded system programming note

perspective

A data visualization and analytics component, especially well-suited for large and/or streaming datasets.

phbs_mlf_2021

Repo for MLF in PHBS

python-knowledge-handbook

Python Knowledge Handbook by Python数据之道， website： http://liyangbit.com/

qtatraining2019

北京大学量化交易协会2019级培训课件及代码

qtatraining2020

QTA2020内培 github存档

qtatraining2021

北京大学量化交易协会21级内培存档