Alternatives and similar repositories for learning_notes:

Users that are interested in learning_notes are comparing it to the libraries listed below

• yuyingfeng / MostHarmlessQuantitativeFinance
  Codes for Mostly Harmless Quantitative Finance
  ☆37Updated 2 years ago
• zhuhuibeishadiao / Tdx
  ☆18Updated 8 years ago
• mtaxot / adaboost-trading-system
  An trading system basing on adaboost algorithm using weak classifiers assembled to predict.
  ☆18Updated 7 years ago
• skenan / BitcoinStrategy
  bitcoin arbitrage between Huobi and Okcoin
  ☆22Updated 8 years ago
• soulmachine / awesome-deep-trading
  Papers of deep learning for trading
  ☆10Updated 4 years ago
• tashaxing / TWAP_VWAP_code
  量化交易中twap和vwap算法的简单实现
  ☆54Updated 7 years ago
• QuantFans / quantapi
  交易接口
  ☆26Updated 9 years ago
• SZeCloud / EasyQuant
  数字货币极简单做量化
  ☆13Updated 4 years ago
• wangshan / disruptor
  C++ implementation of LMAX disruptor
  ☆11Updated 10 years ago
• wangzhe3224 / chanlun
  Chanlun
  ☆18Updated 7 years ago
• JulyEdu-PaperTranslation / DeepLearning
  Translation of papers in Deep Learning Research
  ☆34Updated 7 years ago
• leeong05 / orca
  a new simulator for statistical arbitrage
  ☆15Updated 9 years ago
• wizardforcel / nyu-mlif-notes
  NYU 金融机器学习 中文笔记
  ☆95Updated 6 years ago
• kite8 / Quantopian-lectures-notebook-translation
  Quantopian lectures notebook translation
  ☆23Updated 4 years ago
• yuyingfeng / QuantFin
  ☆23Updated last year
• MichaelPaddon / volatility
  A model for forecasting stock volatility
  ☆22Updated 7 years ago
• blockchain99 / stock-predict-by-RNN-LSTM
  Stock prediction project using Recurrent Neural Network and LSTM
  ☆43Updated 8 years ago
• bluemapleman / Chinese-translation-for-Handbook-of-High-Frequency-Trading-and-Modeling-in-Finance-
  ☆39Updated 7 years ago
• parsiad / QuantPDE
  A high-performance, open-source, header-only C++(>=11) library for pricing derivatives.
  ☆58Updated 2 years ago
• apachecn / fastai-num-linalg-v2-zh
  [译] fast.ai 数值线性代数讲义 v2
  ☆91Updated 4 years ago
• AlexPetit12 / EventDrivenPlatform
  Basic event driven platform for backtesting financial strategies in C++
  ☆13Updated 9 years ago
• gifitsp / taf
  Trading Application Foundations
  ☆41Updated 4 years ago
• iewoai / Quantitative-Investment_Learning
  [iewoai]量化投资学习，多因子、三因子、五因子、索罗斯投资策略
  ☆58Updated 4 years ago
• ShenJimei / QTC2019
  This program focused on the core concepts and practice of quantitative investment (multi-factor combination analysis, technical analysis …
  ☆42Updated 5 years ago
• wgzhao / Python_For_FTS3
  金融时间序列分析教材的Python实现
  ☆7Updated 4 years ago
• fs714 / chanlun
  ☆12Updated 9 years ago
• yuwangying / PyCTP
  CTP with python3.4.3
  ☆10Updated 7 years ago
• hugo2046 / GetAstockFactors
  获取经典的量化多因子模型数据
  ☆72Updated 3 years ago
• metjush / panel_reg
  Implementation of panel data regression (first differences, fixed effects) in python (numpy, pandas)
  ☆12Updated 8 years ago
• zzqboy / static_study
  《统计学习方法》的读书笔记，重现了大部分的课后题，仅供参考。
  ☆68Updated 7 years ago