ordersinchaos Goto Github PK
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ordersinchaos's Projects
basic-option-pricing
cboe-volatility-index-vix
CBOE Volatility Index (VIX) time-series dataset including daily bid, ask, volumn, maturity and strike.
emsx_api_repository
EMSX API Code Samples
kalman-and-bayesian-filters-in-python
Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters, and more. All exercises include solutions.
machine_learning_coursera
pdblp
pandas wrapper for Bloomberg Open API
pyportfolioopt
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
qastrategy
策略基类/ 支持QIFI协议
qastrategy101
strategy 101 从今天开始 逐步开放101个基础策略的QA实现 包含5个大类
quantaxis
QUANTAXIS 支持任务调度 分布式部署的 股票/期货/期权/港股/虚拟货币 数据/回测/模拟/交易/可视化/多账户 纯本地量化解决方案
research_public
Quantitative research and educational materials
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