Stars
This is a repository containing the list of company wise questions available on leetcode premium
A high-frequency trading and market-making backtesting and trading bot in Python and Rust, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and o…
ContinuumIO / pytrth
Forked from brotchie/pytrthPythonic interface and helpers for the Thomson Reuters Tick History API web service.
msincenselee / vnpy
Forked from vnpy/vnpy基于python的开源交易平台开发框架[实战增强版]-华富资产
A curated list of awesome libraries, packages, strategies, books, blogs, tutorials for systematic trading.
DeepSeek Coder: Let the Code Write Itself
LocalCTP is a locally-deployed imitation CTP project that is free to use (double meaning).
Python wrapper for TA-Lib (http://ta-lib.org/).
PyTorch Tutorial for Deep Learning Researchers
OpenFE: automated feature generation with expert-level performance
A curated list of insanely awesome libraries, packages and resources for systematic trading. Crypto, Stock, Futures, Options, CFDs, FX, and more | 量化交易 | 量化投资
openctp提供CTP股票期权、中泰证券XTP、华鑫证券奇点TORA、东方证券OST、东方财富证券EMT、盈透证券TWS、易盛TAP、量投QDP等各通道的CTPAPI兼容接口,CTP程序可以无缝对接各股票柜台。openctp也提供了一套基于TTS交易系统的模拟环境,同样提供了CTPAPI兼容接口,不仅支持国内期货与期权全品种,也支持A股股票、基金、债券以及股票期权模拟交易,可以替代Simn…
Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.
An unnecessarily tiny implementation of GPT-2 in NumPy.
Automatic extraction of relevant features from time series:
High performance, easy-to-use, and scalable machine learning (ML) package, including linear model (LR), factorization machines (FM), and field-aware factorization machines (FFM) for Python and CLI …
《统计学习方法》与常见机器学习模型(GBDT/XGBoost/lightGBM/FM/FFM)的原理讲解与python和类库实现
A fast, distributed, high performance gradient boosting (GBT, GBDT, GBRT, GBM or MART) framework based on decision tree algorithms, used for ranking, classification and many other machine learning …
Calculate predictive causality between time series using information-theoretic techniques
Python Backtesting library for trading strategies
open-source feature selection repository in python
An open source python library for automated feature engineering
Code repo for the book "Feature Engineering for Machine Learning," by Alice Zheng and Amanda Casari, O'Reilly 2018