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alphaquant

AlphaQuant: 股票实盘交易SDK，支持华泰，广发等70多个券商

barra-multiple-factor-risk-model

Barra-Multiple-factor-risk-model

bitpredict

Machine learning for high frequency bitcoin price prediction

combination-of-multiple-alpha-factors

cryptobot

High(ish) frequency trading bot for cryptocurrencies, using Machine Learning for future price predictions

dataapi

datacore

gdcosimulator

GDCOSimulator is a simulator of options for testing of option trading strategies.

hmm

该文档是对隐马尔科夫模型在商品期货择时中的一种尝试。

implied-volatility-smirk-trading

The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return

ivix

**波指的计算

ivtws

台灣期貨交易所報價爬蟲即時波動率計算與視覺化(taifex qoute python wrapper, calculate implied volatility and visualization )

jaqs

mictools

A practical tool for Maximal Information Coefficient (MIC) analysis

movie-compare

豆瓣电影的评分靠谱吗？——一点数据分析的视角

multifactor-portfolio-trading-strategy

multifactorstockselection

omm

Option Market Maker

opendata

开源的金融投资数据提取工具，专注在各类网站上爬取数据，并通过简单易用的API方式使用

opensource_bsd

My Open Source Projects

option-pricer

European Option, Asian Option, Basket Option

option-trading-repo-1

Trading Algorithms

option-volatility

Option Volatility Smile, Term and Structure

option_calculator

optionmath

A collection of option trading related utilities

optionpricing

Research on OTC options pricing models

orderbook

Matching Engine for Limit Order Book

pyalgotrade-huobi

test and learn

pybacktest

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

pyfin

Basic options pricing in Python