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5 stars written in Python
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vnpy / vnpy

基于Python的开源量化交易平台开发框架

Python 27,752 9,200 Updated Feb 12, 2025

clf110510 / stochastic-volatility

three stochastic volatility model: Heston, SABR, SVI

Python 85 24 Updated Mar 6, 2019

journeyH / debtDefaultResearch

对截止至2017年7月17日的债券违约事件进行梳理归因，并寻找宏观流动性影响因素，组成数据集。运用Lasso回归进行特征提取后，输入带L2惩罚项LR、SVM、NN、GBDT、RF等机器学习模型进行违约预测，得出GBDT预测效果最好以及特征工程对线性模型预测效果具有重要性的结论。

Python 53 29 Updated Mar 7, 2019

anoval / market-maker-keeper

Forked from makerdao/market-maker-keeper

Maker Keeper Framework: Market maker keepers for OasisDEX, EtherDelta, 0x (RadarRelay, ERCdEX), Paradex, DDEX, IDEX, Bibox, Ethfinex, GoPax, HitBTC, TheOcean, OKEX and Gate.io.

Python 1 Updated Dec 8, 2018

anoval / market-marker

Forked from xmdi/market-marker

cryptocurrency trading bot

Python 1 Updated Jul 25, 2018