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iamjackzhang's Projects

backtrader icon backtrader

Python Backtesting library for trading strategies

barra-model icon barra-model

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

barra_cne5 icon barra_cne5

Provide risk forecasts by Barra China Equity Model

barra_model icon barra_model

This is an internship project aiming to make Attribution Analysis for general equity funds in China market

bgi-data-analysis icon bgi-data-analysis

assemblies, annotations, further analysis on sequenced strains from the EHEC outbreak

bt icon bt

bt - flexible backtesting for Python

ctptrader icon ctptrader

back testing and trading system by python and c++

deep_stock icon deep_stock

This project aims to build effective stock selection models based on machine learning tools such as Keras, Tensorflow, XGBoost, etc., for Chinese stock market participants.

dopamine icon dopamine

Dopamine is a research framework for fast prototyping of reinforcement learning algorithms.

easytrader icon easytrader

提供银河/国金/华泰客户端/同花顺客户端/雪球的基金、股票自动程序化交易以及自动打新,支持跟踪 joinquant /ricequant 模拟交易 和 实盘雪球组合, 量化交易组件

emm-for-stock-prediction icon emm-for-stock-prediction

We propose a model to analyze sentiment of online stock forum and use the information to predict stock volatility in the Chinese market. By generating a sentimental dictionary, we analyze the sentimental tendencies of each post as sentiment indicators. Such sentimental information will be fused with market data for prediction based on Recurrent Neural Networks (RNNs). We manually labeled the sentiment of forum post and make the data public available for research. Empirical evidence shows that 8 of the 10 stocks perform better with sentimental indicators.

financial-nlp icon financial-nlp

Constructing Financial Sentimental Factors in Chinese Market Using Techniques of Natural Language Processing

finmarketpy icon finmarketpy

Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)

jqdatasdk icon jqdatasdk

简单易用的量化金融数据包(easy utility for getting financial market data of China)

keras icon keras

Theano-based Deep Learning library (convnets, recurrent neural networks, and more).

multi-factor-models icon multi-factor-models

Here I try to generate and identify all possible factors that are working in Chinese and American Equity Market. After this step, I will built a Market Neutral using these factors. Codes are in Python and should run on 'Ricequant.com'

personae icon personae

📈 Personae is a repo of implements and environment of Deep Reinforcement Learning & Supervised Learning for Quantitative Trading.

pytorch icon pytorch

Tensors and Dynamic neural networks in Python with strong GPU acceleration

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