High-performance TensorFlow library for quantitative finance.
created at July 24, 2019, 4:09 p.m.
In this noteboook I will create a complete process for predicting stock price movements. Follow along and we will achieve some pretty good results. For that purpose we will use a Generative Adversarial Network (GAN) with LSTM, a type of Recurrent Neural Network, as generator, and a Convolutional Neural Network, CNN, as a discriminator. We use LSTM for the obvious reason that we are trying to predict time series data. Why we use GAN and specifically CNN as a discriminator? That is a good question: there are special sections on that later.
created at Jan. 9, 2019, 8:02 a.m.
Performance analysis of predictive (alpha) stock factors
created at June 3, 2016, 9:49 p.m.
🦖 𝗟𝗲𝗮𝗿𝗻 about 𝗟𝗟𝗠𝘀, 𝗟𝗟𝗠𝗢𝗽𝘀, and 𝘃𝗲𝗰𝘁𝗼𝗿 𝗗𝗕𝘀 for free by designing, training, and deploying a real-time financial advisor LLM system ~ 𝘴𝘰𝘶𝘳𝘤𝘦 𝘤𝘰𝘥𝘦 + 𝘷𝘪𝘥𝘦𝘰 & 𝘳𝘦𝘢𝘥𝘪𝘯𝘨 𝘮𝘢𝘵𝘦𝘳𝘪𝘢𝘭𝘴
created at June 28, 2023, 6:23 a.m.
Quant/Algorithm trading resources with an emphasis on Machine Learning
created at Nov. 5, 2018, 9:09 p.m.
A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python
created at May 18, 2014, 7:20 p.m.
Bitcoin arbitrage - opportunity detector
created at Jan. 31, 2013, 11:43 a.m.
📈Lightweight k-line chart that can be highly customized. Zero dependencies. Support mobile.（可高度自定义的轻量级k线图，无第三方依赖，支持移动端）
created at May 19, 2019, 9:04 a.m.
A visual, technical analysis and charting (Candlestick, OHLC, indicators) library built on D3.
created at May 28, 2014, 1:24 p.m.
Common financial technical indicators implemented in Pandas.
created at Sept. 1, 2016, 9:02 p.m.
Quantitative analysis, strategies and backtests
created at June 27, 2020, 2:38 a.m.
Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
created at July 21, 2016, 5:14 a.m.
PGPortfolio: Policy Gradient Portfolio, the source code of "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem"(https://arxiv.org/pdf/1706.10059.pdf).
created at Nov. 12, 2017, 4:08 p.m.
Trading and Backtesting environment for training reinforcement learning agent or simple rule base algo.
created at May 1, 2017, 1:53 p.m.