mhan11 Goto Github PK

alphaquant

AlphaQuant: 股票实盘交易SDK，支持华泰，广发

apm_exercises

Exercises for the book Applied Predictive Modeling by Kuhn and Johnson (2013)

applied-predictive-modeling-with-python

A collection of notebook to learn the Applied Predictive Modeling using Python.

appliedpredictivemodeling

:exclamation: This is a read-only mirror of the CRAN R package repository. AppliedPredictiveModeling — Functions and Data Sets for 'Applied Predictive Modeling'. Homepage: http://appliedpredictivemodeling.com/

avellaneda-stoikov

Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008): 217-224.

awesome-blockchain-cn

收集所有区块链(BlockChain)技术开发相关资料，包括Fabric和Ethereum开发资料

bigdata

bitcoinexchangefh

Cryptocurrency exchange market data feed handler

bt

bt - flexible backtesting for Python

china_ip_list

dx

DX Analytics

forecasting

An attempt to translate "Forecasting: Principles and Practice" by Rob J Hyndman and George Athanasopoulos (https://otexts.org/fpp2/) to python

fpp3-python-readalong

Python-centered read-along of Forecasting: Principles and Practice

hft

high-frequency trading

hft-orderbook

Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C

hosts

小众hosts，请低调使用

ipython

Official repository for IPython itself. Other repos in the IPython organization contain things like the website, documentation builds, etc.

jxquant

该库主要分享“匠芯量化”公众号内的策略源码，更多策略细节请关注微信公众号：“匠芯量化”（微信搜索公众号“jxquant”）。

kerf

Kerf

linux-pdf

lstm-neural-network-for-time-series-prediction

LSTM built using Keras Python package to predict time series steps and sequences. Includes sin wave and stock market data

mhan11.github.io

my blog

ml_hft

Price Prediction with Machine Learning Models (practicum project at CME group)

orderimbalance

Order Imbalance Strategy in High Frequency Trading

pandasql

sqldf for pandas

pandastutorial

python and pandas tutorial

py4fi

Python for Finance (O'Reilly)

pybacktest

Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier — compact, simple and fast

pyctp

ctp wrapper for python

pystore

Fast data store for Pandas time-series data