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18s096

18.S096 three-week course at MIT

backtrader

Python Backtesting library for trading strategies

cs-self-learning

计算机自学指南

cs106l_23sp

CS106L : Standard C++ Programming Course

data100_sp22

sp22 public facing repo

deep_calibration

A pytorch implemention for deep calibration of complicated derivatives pricing model

efficient-kan

An efficient pure-PyTorch implementation of Kolmogorov-Arnold Network (KAN).

fdty

复旦体育理论考试 自动做题器

financepy

A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.

forex-lstm-prediction

fudan-sport-automate

刷锻

fudan-sport-automator

gpt_academic

为ChatGPT/GLM提供实用化交互界面，特别优化论文阅读/润色/写作体验，模块化设计，支持自定义快捷按钮&函数插件，支持Python和C++等项目剖析&自译解功能，PDF/LaTex论文翻译&总结功能，支持并行问询多种LLM模型，支持chatglm2等本地模型。兼容文心一言, moss, llama2, rwkv, claude2, 通义千问, 书生, 讯飞星火等。

gtja-snowball-strategy

lunatranslator

Galgame翻译工具，支持剪贴板、OCR、HOOK，支持40余种翻译引擎。Galgame translate tool , support clipboard / OCR/ HOOK, support 40+ translate engines.

nn-stochvol-calibrations

We implement the paper: Deep Learning Volatility

optlib

A library for financial options pricing written in Python.

pfhedge

PyTorch-based framework for Deep Hedging

pytorch-deep-learning

Materials for the Learn PyTorch for Deep Learning: Zero to Mastery course.

qlib

Qlib is an AI-oriented quantitative investment platform that aims to realize the potential, empower research, and create value using AI technologies in quantitative investment, from exploring ideas to implementing productions. Qlib supports diverse machine learning modeling paradigms. including supervised learning, market dynamics modeling, and RL.

quantlib-python-docs

Documentation for QuantLib-Python

rough_bergomi

A Python implementation of the rough Bergomi model.

sakura-13b-galgame

适配轻小说/Galgame的日中翻译大模型

sigformer

SigFormer: Signature Transformer for Deep Hedging (ICAIF 2023)

worldquant_alpha101_code

Code implementation of the Quantigic 101 Formulaic Alphas