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Hi there 👋

---以下为我常用维护的项目(带rs的为rust项目, 其余为python项目, 有部分没有开源 直接搜索即可)

  • 历史数据, 多市场数据运维, 爬虫, 定时任务 -> quantaxis.QAFetch .QASU / qadata-rs / qacron

  • 实时数据, 采集分发, 数据推送 -> qamarket-rs/ qactpbeebroker/ qaotgbroker / qarealtimecollector / mifi/ qarealtime-rs/ qahexos-rs

  • 数据结构, 指标, 多标的批量apply -> quantaxis.QADATASTUCT / quantaxis-rs/ qaindicator-rs

  • 随机行情压力测试 -> QUANTAXIS_RandomPrice/ QAGanPrice

  • 账户系统 (支持多市场) -> quantaxis/ qifi协议/ qifiaccount / quantaxis-rs

  • 回测模板(可以自己替换) (更推荐用你自己的流程) -> qastrategy

  • 高性能回测[rust] -> quantaxis-rs / qamom-rs/ qaruntime-rs/ qifimanager/

  • 因子计算模板 调仓api -> qafactor-rs/ qafactor-rs_release/ QASTRATEGY101

  • 跨市场alpha框架 -> qaalpha-rs

  • 模拟盘系统 -> qatradeG / qifiaccount / quantaxis-rs

  • 实盘对接(股票/融资融券/篮子下单/算法交易/期货) -> QAQMTBROKER/ qaoms-rs/ qatrader / qatrader-rs / qactpbeebroker / qaotgbroker

  • 风控系统 -> qapbsystem / qariskpro

  • 订单管理 / 跟单 -> qaoms-server / qaoms-rs

  • 分仓位管理模块(单独核算) -> quantaxis_pms

  • web服务器 -> quantaxis_webserver

  • 任务队列, 多机器的局域网任务分发, 调度, 实时定时任务 -> quantaxis_run/ quantaxis_unicorn

  • 消息队列 -> qapubsub

  • 自定义线程 -> quantaxis.QAThread

  • 可视化 -> vifi协议, qamazing客户端

m

Vincent yu's Projects

barra-1 icon barra-1

barra model for financial anaylisis

barra-model icon barra-model

An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.

barra_cne5 icon barra_cne5

Provide risk forecasts by Barra China Equity Model

barra_model icon barra_model

This is an internship project aiming to make Attribution Analysis for general equity funds in China market

barra_risk icon barra_risk

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.

bastion icon bastion

Highly-available Distributed Fault-tolerant Runtime

batch-rs icon batch-rs

Background job library for Rust supporting RabbitMQ

bcolz icon bcolz

A columnar data container that can be compressed.

beringei icon beringei

Beringei is a high performance, in-memory storage engine for time series data.

beringei-http-interface icon beringei-http-interface

Beringei is a high performance, in-memory storage engine for time series data. This python script helps you in building a HTTP interface for it.

bgfx icon bgfx

Cross-platform, graphics API agnostic, "Bring Your Own Engine/Framework" style rendering library.

bifrost icon bifrost

Bifrost ---- 面向生产环境的 MySQL 同步到Redis,MongoDB,ClickHouse,MySQL等服务的异构中间件

bigarray icon bigarray

Support unlimited size numpy array using Memory-mapped I/O

bitcoin icon bitcoin

Bitcoin Core integration/staging tree

bitcoin-price icon bitcoin-price

Chrome Extension: 快速查看重要投资信息, 比特币、美元、黄金、

bitpacking icon bitpacking

SIMD algorithms for integer compression via bitpacking. This crate is a port of a C library called simdcomp.

bitrade-parent icon bitrade-parent

digital exchange, bitcoin exchange, 交易所, 数字货币交易所

black-litterman-model icon black-litterman-model

使用Python复现Black-Litterman模型。Black-Litterman模型创造性地采用贝叶斯方法将投资者对预期收益的主观看法与资产的市场均衡收益相结合,有效地解决了Markowitz均值-方差模型中投资者难以准确估计各个投资品种预期收益率、以及其权重对预期收益率的极度敏感性这两大问题。本项目使用美国市场2009年-2019年十年间的10只股票数据进行回测,证明了合理观点对资产组合收益率具有显著的正面影响效果。

blaze icon blaze

NumPy and Pandas interface to Big Data

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