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Mutex86'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]

aioquant icon aioquant

Asynchronous event I/O driven quantitative trading framework.

dtw icon dtw

DTW (Dynamic Time Warping) python module

financial-data-collection-from-web- icon financial-data-collection-from-web-

A python scripe that collecting financial data from ju-chao web, and can download pdf files from it , more important is it can parase data you want from pdf files using pdfplumber .

ft icon ft

算法交易系统,采用策略和引擎解耦的架构,支持CTP、XTP、本地模拟的交易及行情网关。有较详细文档说明,并且不断迭代更新中。交易平台部分已趋于稳定,现着手开发算法交易模块

fucking-algorithm icon fucking-algorithm

刷算法全靠套路,认准 labuladong 就够了!English version supported! Crack LeetCode, not only how, but also why.

gpquant icon gpquant

Mining technical factors based on symbolic regression via genetic algorithm

mini-yijinjing icon mini-yijinjing

易筋经作为封装良好的内存数据库,有很多值得学习的地方。这里抽离出最精简的代码,学习之。

qlib icon qlib

Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment. With Qlib, you can easily try your ideas to create better Quant investment strategies.

qtrader icon qtrader

A Light Event-Driven Algorithmic Trading Engine

support_resistance_line icon support_resistance_line

A well-tuned algorithm to generate & draw support/resistance line on time series. 根据时间序列自动生成支撑线压力线

use-gplearn-to-generate-cta-factor icon use-gplearn-to-generate-cta-factor

本文通过gplearn模型,结合遗传算法中的遗传规划方法生成因子。这里因子生成基于simple-backtest中的简单回测系统,主要针对股指期货操作。

zentheory icon zentheory

缠论(缠中说禅)实现代码,包含了分型、笔、线段、走势中枢、走势类型,第1/2/3类买卖点

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