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abu

阿布量化交易系统(股票，期权，期货，比特币，机器学习) 基于python的开源量化交易，量化投资架构

annual_stat_python

分年统计量，包括年化收益率，年化波动率，夏普比率，最大回撤，最大回撤开始时间，最大回撤结束时间

awesome-quant-machine-learning-trading

Quant/Algorithm trading resources with an emphasis on Machine Learning

efdr

Enhanced False Discovery Rate

estimagic

Tools for the estimation of (structural) econometric models.

eventstudy

A simple repo for conducting event study in finance

fdr_ratios

利用信息协变量和错误发现率构建基金组合

finrl

FinRL: The first open-source project for financial reinforcement learning. Please star. 🔥

fof_replicate

Mata analysis and replication code for fund manager leave

getfamafrenchfactors

This programme gets data for fama french factors from the Kenneth French library and returns it as a pandas dataframe.

gettsim

The GErman Taxes and Transfers SIMulator

grafana-tutorial

Grafana 使用教程

ionquant

A label free quantification tool.

machine-learning-models

Decision Trees, Random Forest, Dynamic Time Warping, Naive Bayes, KNN, Linear Regression, Logistic Regression, Mixture Of Gaussian, Neural Network, PCA, SVD, Gaussian Naive Bayes, Fitting Data to Gaussian, K-Means

multipy

Multiple hypothesis testing in Python

ose-course-data-science

course on data science for economists

py4at

Jupyter Notebooks and code for the book Python for Algorithmic Trading (O'Reilly) by Yves Hilpisch.

quantitative-analysis

量化研究-券商金工研报复现

qvalue

R package to estimate q-values and false discovery rate quantities.

research_module

risk_aversion

skillmodels

snowball_final

雪球定价及胜率测算

tqsdk-python

天勤量化开发包, 期货量化, 实时行情/历史数据/实盘交易

tutorials

机器学习相关教程