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wuyunhua's Projects

adv_fin_ml_exercises icon adv_fin_ml_exercises

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

alphalens icon alphalens

Performance analysis of predictive (alpha) stock factors

arctic icon arctic

High performance datastore for time series and tick data

awesome-quant icon awesome-quant

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

empyrical icon empyrical

Common financial risk and performance metrics. Used by zipline and pyfolio.

feature-engineering-book icon feature-engineering-book

Code repo for the book "Feature Engineering for Machine Learning," by Alice Zheng and Amanda Casari, O'Reilly 2018

otter icon otter

阿里巴巴分布式数据库同步系统(解决中美异地机房)

portfolio_construction icon portfolio_construction

Portfolio Construction Functions under the Basic Mean_Variance Model, the Factor Model and the Black_Litterman Model.

pyportfolioopt icon pyportfolioopt

Financial portfolio optimisation in python, including classical efficient frontier and advanced methods.

quantaxis icon quantaxis

QUANTAXIS 股票/期货/自定义市场 数据/回测/模拟/交易/可视化 纯本地一站式解决方案

stackeddae icon stackeddae

Stacked Denoising AutoEncoder based on TensorFlow

swin-transformer icon swin-transformer

This is an official implementation for "Swin Transformer: Hierarchical Vision Transformer using Shifted Windows".

swin-transformer-object-detection icon swin-transformer-object-detection

This is an official implementation for "Swin Transformer: Hierarchical Vision Transformer using Shifted Windows" on Object Detection and Instance Segmentation.

tap icon tap

Track, Attend and Parse for Online Handwritten Mathematical Expression Recognition

zipline icon zipline

Zipline, a Pythonic Algorithmic Trading Library

zipline-chinese icon zipline-chinese

zipline 是开源量化平台,但是当前zipline 并不支持A股的测试,很多在线平台如优矿,聚宽等都是基于zipline,本项目改进zipline,使得zipline支持A股测试

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