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adv_fin_ml_exercises

Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]

algorithm

backtrader

Python Backtesting library for trading strategies

black-litterman-model

使用Python复现Black-Litterman模型。Black-Litterman模型创造性地采用贝叶斯方法将投资者对预期收益的主观看法与资产的市场均衡收益相结合，有效地解决了Markowitz均值-方差模型中投资者难以准确估计各个投资品种预期收益率、以及其权重对预期收益率的极度敏感性这两大问题。本项目使用美国市场2009年-2019年十年间的10只股票数据进行回测，证明了合理观点对资产组合收益率具有显著的正面影响效果。

crawler

There are some crawler projects in this repo.

dtw

DTW (Dynamic Time Warping) python module

ff-accruals-model

gplearn_finiance_stock_futures_extension

This implementation contains the application of GPlearn's symbolic transformer on a commodity futures sector of the financial market.

gvar

An interpretable framework for inferring nonlinear multivariate Granger causality based on self-explaining neural networks.

kalman-and-bayesian-filters-in-python

Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters, and more. All exercises include solutions.

minisom

:red_circle: MiniSom is a minimalistic implementation of the Self Organizing Maps

neural-gc

Granger causality discovery for neural networks.

obpi_strategy

which is the program used to execute OBPI strategy

openctp

CTP开放平台提供A股、港股、美股、期货、期权等全品种接入通道，通过提供中泰证券XTP、华鑫证券奇点、东方证券OST、东方财富证券EMT、盈透证券TWS等各通道的CTPAPI接口，CTP程序可以无缝对接各股票柜台。平台也提供了一套基于TTS交易系统的模拟环境，同样提供了CTPAPI兼容接口，可以替代Simnow，为CTP量化交易开发者提供7x24可用的模拟环境。

pair_trading_dev

Initial cryptos pair trading develop

pe-ratio-and-stock-return-analysis

spiderbook

<<python爬虫开发与项目实战>>书籍配套源码和说明

tagenalgo

A genetic algorithm incorporated with technical analysis indicator to optimize parameters of a strategy.

test

test_0829

websockets

Library for building WebSocket servers and clients in Python