William Jin's Projects
Matlab Particle Filtering and Smoothing Example Code
Probability of Backtest Overfitting
Painlessly create beautiful matplotlib plots.
probability forecasting with macro variables
Materials and IPython notebooks for "Python for Data Analysis" by Wes McKinney, published by O'Reilly Media
A Package To Make Publication Quality Latex Tables From Python Regression Output
Code samples from the "Python Cookbook, 3rd Edition", published by O'Reilly & Associates, May, 2013.
告别枯燥,60 秒学会一个 Python 小例子
Code to generate a Google Trends Index
Pseudo API for Google Trends
A Python library for mathematical finance
qstock由“Python金融量化”公众号开发,试图打造成个人量化投研分析包,目前包括数据获取(data)、可视化(plot)、选股(stock)和量化回测(策略backtest)模块。 qstock将为用户提供简洁的数据接口和规整化后的金融市场数据。可视化模块为用户提供基于web的交互图形的简单接口; 选股模块提供了同花顺的选股数据和自定义选股,包括RPS、MM趋势、财务指标、资金流模型等; 回测模块为大家提供向量化(基于pandas)和基于事件驱动的基本框架和模型。 关注“Python金融量化“微信公众号,获取更多应用信息。
量化研究-券商金工研报复现
Quantitative analysis, strategies and backtests
Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2022)
The pricing models and neural network representations used in part one of the paper "Empirical analysis of rough and classical stochastic volatility models to the SPX and VIX markets".
An RStudio theme inspired by Visual Studio Code.
List of companies in the S&P 500 together with associated financials
国内环境下可用的scihub论文下载器
An intuitive library to add plotting functionality to scikit-learn objects.
Econ 722, Spring 2020, UPenn
Statsmodels: statistical modeling and econometrics in Python
中文常用停用词表(哈工大停用词表、百度停用词表等)
:herb: 中文近义词:聊天机器人,智能问答工具包
Tensorflow tutorial from basic to hard
text2vec, text to vector. 文本向量化表示,包括:词向量化表示,句子向量化表示,长文本向量化表示,文本相似度计算。
This repository hosts the source code for the textbook "Tidy Finance with R"
Time Series Analysis - ritvikmath
Top2Vec learns jointly embedded topic, document and word vectors.