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sonw123's Projects

alphagen icon alphagen

Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.

awesome-systematic-trading icon awesome-systematic-trading

A curated list of insanely awesome libraries, packages and resources for systematic trading. Crypto, Stock, Futures, Options, CFDs, FX, and more | 量化交易 | 量化投资

crowded-trades-sector-rotation icon crowded-trades-sector-rotation

Implemented the paper Kinlaw, W., Kritzman, M., & Turkington, D. (2019). Crowded trades: Implications for sector rotation and factor timing. The Journal of Portfolio Management, 45(5), 46-57.

gs-quant icon gs-quant

Python toolkit for quantitative finance

introduction-to-quantitative-finance icon introduction-to-quantitative-finance

量化投资学习资料整理：学界（行为金融、投资者情绪、常用程序函数，etc）；业界（公开资料整理，数据源，回测框架，卖方金工研报及复现，量化研究学习路线，etc）

leek-fund icon leek-fund

:chart_with_upwards_trend: 韭菜盒子——VSCode 里也可以看股票 & 基金实时数据，做最好用的投资插件 🐥

ml-nlp icon ml-nlp

此项目是机器学习(Machine Learning)、深度学习(Deep Learning)、NLP面试中常考到的知识点和代码实现，也是作为一个算法工程师必会的理论基础知识。

multitask-stockformer icon multitask-stockformer

A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network

notebooks icon notebooks

Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.

py4at icon py4at

Jupyter Notebooks and code for the book Python for Algorithmic Trading (O'Reilly) by Yves Hilpisch.

pydata-book icon pydata-book

Materials and IPython notebooks for "Python for Data Analysis" by Wes McKinney, published by O'Reilly Media

pyfolio icon pyfolio

Portfolio and risk analytics in Python

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.

rlquant icon rlquant

Applying Reinforcement Learning in Quantitative Trading

stockformer icon stockformer

PyTorch implementation for Paper "StockFormer: Learning Hybrid Trading Machines with Predictive Coding".

vnpy icon vnpy

基于Python的开源量化交易平台开发框架

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