lizhen-qi Goto Github PK

alphalens

Performance analysis of predictive (alpha) stock factors

annotatechange

A simple flask application to collect annotations for the Turing Change Point Dataset, a benchmark dataset for change point detection algorithms

anomaly-detection-resources

Anomaly detection related books, papers, videos, and toolboxes

arima-lstm-hybrid-corrcoef-predict

Applied an ARIMA-LSTM hybrid model to predict future price correlation coefficients of two assets

arimafd

Popular method ARIMA for outlier detection purposes

deep-convolution-stock-technical-analysis

Uses Deep Convolutional Neural Networks (CNNs) to model the stock market using technical analysis. Predicts the future trend of stock selections.

deep-learning-applications-on-multifactor-stocks-selection

deeplearningnotes

机器学习和量化分析学习进行中

electron-playwright-e2e-test-quick-start

Electron Playwright Example on GitHub Actions Workflow for CI/CT & E2E Testing

example-electron-playwright

Simple example project showing electron test per playwright.

experiment_arimafd

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finrl

FinRL: Financial Reinforcement Learning Framework. Please star. 🔥

introrl

Intro to Reinforcement Learning (强化学习纲要）

jaqs

jest-electron-runner

custom test runner for Jest that allows tests to be run in Electron environment

macaca-electron-app-sample

By Super-Ps Macaca 测试 Electron App 的示例

multi-factor-stock-selection

select stock automatically, trade manually

multi-factor-stock-selection-model

A multi-factor stock selection model based on random forest with an average annualized yield of 33.74% from March 2014 to June 2017 when the market index yield was 12.32%.

omnianomaly

KDD 2019: Robust Anomaly Detection for Multivariate Time Series through Stochastic Recurrent Neural Network

pandas-ta

Technical Analysis Indicators - Pandas TA is an easy to use Python 3 Pandas Extension with 130+ Indicators

pft

Fast and Accurate Partial Fourier Transform for Time Series Data (KDD 2021)

pyright

Static type checker for Python

qlib

Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment. With Qlib, you can easily try your ideas to create better Quant investment strategies. An increasing number of SOTA Quant research works/papers are released in Qlib.

qtc2019

This program focused on the core concepts and practice of quantitative investment (multi-factor combination analysis, technical analysis CTA strategy, real-time stock selection and timing strategy, etc.).

riskfolio-lib

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

rnn-time-series-anomaly-detection

RNN based Time-series Anomaly detector model implemented in Pytorch.

skab

SKAB - Skoltech Anomaly Benchmark. Time-series data for evaluating Anomaly Detection algorithms.

stock-selection-a-framework

This project demonstrates how to apply machine learning algorithms to distinguish "good" stocks from the "bad" stocks.

stockscore

A python project to fetch stock financials/statistics and perform preliminary screens to aid in the stock selection process

stocktrading

Stock Trading using Reinforcement Learning