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adv_fin_ml

Advances in Financial Machine Learning by Marcos Lopez De Prado

adv_fin_ml_exercises

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

advanced-algorithmic-trading

The book <Advanced Algorithmic Trading> and its source code

advanced-deep-trading

Mostly experiments based on "Advances in financial machine learning" book

advances-in-financial-machine-learning

Notes on Advances in Financial Machine Learning

advances-in-financial-ml-notes

advances_in_financial_machine_learning

I tried to solve the questions in 'Advances in Financial Machine Learning' by Lopez de Prado. Many are cloned from other gits.

afml

All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.

afml_in_catalyst

Implementing features from "Advances in Financial Machine Learning" by Marcos López del Prado in a financial algorithm using Enigma Catalyst.

algorithmic_trading_book

2 books and related source codes for algorithmic trading.

algotrading

This is complete algo trading package is for downloading historical OHLC data for backtesting and performing live trading on Interactive Brokers. For learning step by step procedure to recreate this is also included. OHLC data for backtesting and performing live trading on interactive brokers.

backtesting

Backtrader量化策略研报复现

backtrader

backtrader-finstrat

Trading strategies, back-tested with Backtrader

backtrader-momentum-strategy

Momentum Strategy implemented in Backtrader for newbies

backtrader-walkforward_optunity

Example of walk-forward for Backtrader

backtrader_plus

扫地僧backtrader闭环生态系统技术教程

backtrader_template

Basic template for managing Backtrader backtests.

blog

Code and data for my blogs

blogmaterials

blpkm-cc

Constrained clustering algorithm that considers must-link and cannot-link constraints

bt-ccxt-store-cn

BT CCXT Store

btplotting

btplotting provides plotting for backtests, optimization results and live data from backtrader.

cobra

A set of reusable components for fast prototyping CVRP heuristic solution approaches.

combining_alpha_signals

Combines alpha signals using a random forest, and demonstrates solutions to overlapping labels issue (rolling autocorrelation) proposed by Marcos Lopez de Prado in Advances in Financial Machine Learning

crp-ip-models

Integer programming models for the container relocation problem

crypto-arbitrage-framework

A cryptocurrency arbitrage framework implemented with ccxt and cplex. It can be used to monitor multiple exchanges, find a multi-lateral arbitrage path which maximizes rate of return, calculate the optimal trading amount for each pair in the path given flexible constraints, and execute trades with multi-threading implemenation.

cs

my talk for credit suisse

ctpbee

一键启动的超快乐期货实盘交易框架 支持ctp和ctp_mini

ctpbee_api

此处描述ctpbee里面的ctp API 生成