[🔥updating ...] AI 自动量化交易机器人(完全本地部署) AI-powered Quantitative Investment Research Platform. 📃 online docs: https://ufund-me.github.io/Qbot ✨ :news: qbot-mini: https://github.com/Charmve/iQuant

Technical Analysis Library using Pandas and Numpy

Homepage for STAT 157 at UC Berkeley

Performance analysis of predictive (alpha) stock factors

量化研究-券商金工研报复现

About Code release for "Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting" (NeurIPS 2021), https://arxiv.org/abs/2106.13008

Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.

optimization routines for hyperparameter tuning

量化投资

我的多因子模型、量化投资沙盒

量化投资中各类指标的择时策略的实现，基于JoinQuant回测平台。

A Python Implementation of Measures for Order Flow Risk, e.g. VPIN

基于vnpy1.73的CTA策略

GF Work Strategy

Implementation of trailing ATR stop loss for Enigma Catalyst crypto trading library