financial market analyst with ai agent
☆42Feb 26, 2025Updated last year
Alternatives and similar repositories for quantml-agent
Users that are interested in quantml-agent are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- The strategy module for using VeighNa (vnpy) quant trading platform on the crypto market.☆23Dec 11, 2025Updated 10 months ago
- ☆13Apr 2, 2025Updated last year
- ☆27Nov 7, 2025Updated 11 months ago
- 将DolphinDB接入Qlib☆35Aug 6, 2026Updated 2 months ago
- Vpin caculation and backtesting☆14Aug 16, 2019Updated 7 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- 获取经典的量化多因子模型数据☆101Oct 13, 2021Updated 5 years ago
- FactorMoE: A Framework with Mixture-of-Experts and Attention to Dynamically Combine Alpha Factors in Quantitative Investment☆25Jul 2, 2026Updated 3 months ago
- The implementation of AlphaEval: A Comprehensive and Efficient Evaluation Framework for Formula Alpha Mining(https://www.arxiv.org/abs/25…☆223Oct 8, 2025Updated last year
- 量化机器学习/深度学习模型（Model Zoo）；Alpha 因子（Factor Zoo）； 量化资源以及相关论文代码☆259Jul 24, 2025Updated last year
- ☆211Oct 10, 2023Updated 3 years ago
- Python Data Analysis and Financial Calculation☆66Aug 19, 2019Updated 7 years ago
- 回測台指期日內當沖交易，若在開盤後在不同點位進場，持有至收盤出場，統計此交易策略的報酬。☆11Feb 8, 2025Updated last year
- Python-based stock analysis tool that combines traditional technical analysis with AI prediction capabilities. Providing comprehensive s…☆345Aug 6, 2025Updated last year
- ☆23Nov 27, 2024Updated last year
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- ☆12Sep 29, 2024Updated 2 years ago
- 源码解析小班课☆16Aug 28, 2022Updated 4 years ago
- ☆48Mar 28, 2023Updated 3 years ago
- Quantative Trading, building a trading strategy by generating alpha, optimizing a portfolio.☆26Jul 6, 2023Updated 3 years ago
- Supporting data package for the Portfolio Optimization Book☆26Feb 17, 2025Updated last year
- FactorLab is a python library that enables the discovery and analysis of alpha and risk factors used in the investment algorithm developm…☆12May 17, 2026Updated 5 months ago
- from for/if/else to my first option back-test function☆21Jul 8, 2020Updated 6 years ago
- Benchmark Dataset of Limit Order Book in China Markets☆226Mar 23, 2021Updated 5 years ago
- Order Imbalance Trading Simulation R Code☆17Sep 9, 2019Updated 7 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- ☆21Oct 19, 2026Updated last week
- 基于HTML文档的轻量级PDF电子书管理方案☆10May 1, 2025Updated last year
- This repository provides a Python Notebook and resources for calibrating the parameters of the Heston model using observed Call Option pr…☆12Sep 17, 2024Updated 2 years ago
- A Statistical Arbitrage Strategy to trade Cryptocurrency Pairs☆14Nov 6, 2020Updated 5 years ago
- snowball option pricing, Monte Carlo, PDE, Greeks☆10Apr 28, 2023Updated 3 years ago
- ☆10Aug 9, 2022Updated 4 years ago
- 🐮首创性地运用Transformer+XDEEPFM预测中国A股单只股票每天的涨跌幅！☆15Mar 29, 2021Updated 5 years ago
- It is suitable for beginners☆49Aug 28, 2020Updated 6 years ago
- 雪球结构产品定价☆29Sep 25, 2023Updated 3 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- factor return calculation, mean-variance / Black&Litterman portfolio optimization, risk decomposition☆32Feb 10, 2019Updated 7 years ago
- High frequency prediction of Chinese stock returns. Orderbook data generation. High frequency factors construction.☆19Mar 10, 2023Updated 3 years ago
- a novel framework for stock portfolio trading that employs a 'Relaxation and Refinement' strategy to boost the Soft Actor-Critic (SAC) ag…☆38Mar 25, 2024Updated 2 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Dec 12, 2021Updated 4 years ago
- Learn how to research fundamental factors using Pipeline, Alphalens, and Sharadar price and fundamental data.☆16Oct 9, 2026Updated 3 weeks ago
- Introduction to the decoupling solutions of qlib, an open-source software library for signal processing and machine learning.☆68Dec 5, 2025Updated 10 months ago
- Neural networks can detect model-free arbitrage static strategies☆17Jul 6, 2023Updated 3 years ago