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rqym's Projects

adgat icon adgat

Modeling the Momentum Spillover Effect for Stock Prediction via Attribute-Driven Graph Attention Networks

alpha101 icon alpha101

101 alpha factors calculate based on Alpha101

examples icon examples

A set of examples around pytorch in Vision, Text, Reinforcement Learning, etc.

finbert icon finbert

Financial Sentiment Analysis with BERT

googlecloud-ml-for-trading icon googlecloud-ml-for-trading

Notes and exercises for Machine Learning for Trading Specialization Offered by Google Cloud and New York Institute of Finance on Coursera

hats icon hats

HATS: A Hierarchical Graph Attention Network for Stock Movement Prediction

highfrequencytradingsvms icon highfrequencytradingsvms

This project implements a high frequency trading strategy that utilizes Support Vector Machines to capture statistical arbitrage in the pricing of Class A and Class C Google stocks.

hist icon hist

The source code and data of the paper "HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Information".

qlib icon 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.

slow-momentum-fast-reversion icon slow-momentum-fast-reversion

This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (https://arxiv.org/pdf/2105.13727.pdf).

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