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-chanlun

缠论量化，包含严格笔，线段作为最低级别，中枢的构成，级别的扩展，第一二三类买卖点，同级别分解的，背驰的判断，区间套

adv_fin_ml_exercises

Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]

alphagen

Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.

alphanet-v1

alphasickle

多因子指数增强策略/多因子全流程实现

americanoptionpinn

chatgpt

corrloss

cta_summary

Testing trading signals of commodity futures

data-science-notes

数据科学的笔记以及资料搜集

deep_learning_alchemy

深度学习炼丹笔记，包含深度学习数学基础知识、神经网络基础部件详解、构建 CNN 网络总结，深度学习炼丹策略，以及如何实现深度学习推理框架实战。

deep_learning_for_seeking_alpha

CS230_Course_Project

deephedging

Implementation of the vanilla Deep Hedging engine

deeplearning

dynamicsocialnetworkfrauddetection

“DynamicSocialNetworkFraudDetection”（动态社交网络反欺诈检测）是一个专注于动态社交网络中金融欺诈检测的图神经网络项目。该项目利用来自企业不同业务时间段的数据集，构建了一个代表用户复杂关系的全连通有向动态图。本项目的目标是通过利用图神经网络模型，包括但不限于GAT、GraphSAGE以及新型的GEARSage，分析用户间的复杂互联关系并预测欺诈活动。我们的工作通过深入理解社交网络的演化性质并应用最前沿的机器学习技术，增强了金融欺诈检测的能力。

earnhft

factorvae

Reproduce AAAI22-FactorVAE

financial-knowledge-graphs

小型金融知识图谱构建流程

financial-prediction

金融数据预测分析（Random Forest; LSTM; CNN）

finite-difference-in-option-pricing

Use the Finite Difference method to price European, American and Bermudan options.

finrl

A Deep Reinforcement Learning Framework for Automated Trading in Quantitative Finance. NeurIPS 2020. 🔥

gplearn_finiance_stock_futures_extension

This implementation contains the application of GPlearn's symbolic transformer on a commodity futures sector of the financial market.

leedl-tutorial

《李宏毅深度学习教程》，PDF下载地址：https://github.com/datawhalechina/leedl-tutorial/releases

machine-learning-for-asset-managers

Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitative Finance) written by Prof. Marcos López de Prado.

machinesmiling

marketgan

Implementing a Generative Adversarial Network on the Stock Market

mlfinlab

Package based on the textbooks: Advances in Financial Machine Learning and Machine Learning for Asset Managers, by Marcos Lopez de Prado.

pairstrading

A low frequency statistical arbitrage strategy

pfhedge

PyTorch-based framework for Deep Hedging

portfoliomanagement