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PyTorch implementation of Advantage async actor-critic Algorithms (A3C) in PyTorch
factor return calculation, mean-variance / Black&Litterman portfolio optimization, risk decomposition
A library implementing measures outlined in Grinold & Kahn 1999 plus some quant dev tools.
Notes for Active Portfolio Management, by Grinold and Kahn
NYU FRE-GY 9713 Active Portfolio Management
Example/Notes/Solutions for Active Portfolio Management, by Grinold and Kahn
Policy Gradient Actor-Critic PyTorch | Lunar Lander v2
quantitative security portfolio analysis
Congratulation to DeepMind! This is a reengineering implementation (on behalf of many other git repo in /support/) of DeepMind's Oct19th publication: [Mastering the Game of Go without Human Knowledge]. The supervised learning approach is more practical for individuals. (This repository has single purpose of education only)
Performance analysis of predictive (alpha) stock factors
An implementation of a stock market trading bot, which uses Deep Q Learning
An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implement APT model, BARRA's risk model and dynamic multi-factor model in this project.
Adjusting an implementaion of AlphaZero to trading.
Experimental code supporting the results presented in the scientific research paper entitled "An Application of Deep Reinforcement Learning to Algorithmic Trading"
Ansible roles to deploy Kubernetes, JupyterHub, Jupyter Enterprise Gateway and Spark on Kubernetes cluster
Arnold - DOOM Agent
C++ Trading Algorithm Backtest Environment
Backtesting Alpha Signals and Performance Attribution based on Barra Factor Model
An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
Barra-Multiple-factor-risk-model
Barra CNE6 因子构建
This is an internship project aiming to make Attribution Analysis for general equity funds in China market
A risk evaluation program that follows BARRA's CNE6 and USE4 risk model to predict the risk and distribution of factors in a portfolio. Created by Rosemary He Sept. 2019, under Zhiqiang Zhang.
Agent experiments in stable-baselines3
Bloomberg Python API
A trading bot for the BTCChina exchange that acts as a market maker
A JavaScript / Python / PHP cryptocurrency trading library with support for more than 100 bitcoin/altcoin exchanges
Chess reinforcement learning by AlphaGo Zero methods.
Source code for the publications on "a non-linear Granger-causality framework to investigate climate–vegetation dynamics", by Papagiannopoulou et al., GMD & ERL 2017
CNN for stock market prediction using raw data & candlestick graph.
A declarative, efficient, and flexible JavaScript library for building user interfaces.
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google ❤️ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.