☆161Dec 15, 2024Updated last year
Alternatives and similar repositories for notes
Users that are interested in notes are comparing it to the libraries listed below
Sorting:
- This is an example of 50 alphas that can pass the correlation test if they are submitted together.☆74Oct 30, 2023Updated 2 years ago
- 🌐 Documentation on the WorldQuant BRAIN market simulator and explicit examples of alpha signals.☆29Apr 11, 2025Updated 10 months ago
- Investment alphas, a concept from finance, measure an investment's risk-adjusted performance relative to a benchmark. A positive alpha in…☆27Jun 30, 2023Updated 2 years ago
- Simple API automation for submitting WorldQuant BRAIN alphas☆182Jul 13, 2023Updated 2 years ago
- This is an example of 50 alphas that can pass the correlation test if they are submitted together.☆61Oct 30, 2023Updated 2 years ago
- World Quant 101 alphas的计算和策略化☆324Mar 7, 2017Updated 8 years ago
- Repo for code used to perform research for the WorldQuant University MScFE Capstone project on "Application of algorithmic trading strate…☆25Apr 29, 2020Updated 5 years ago
- Solutions for selected exercises from Advances in Financial Machine Learning by Marcos Lopez De Prado☆87Sep 8, 2022Updated 3 years ago
- Alpha Generation using Data Science and Quantitative Analysis with integrated Risk Model☆55Nov 14, 2020Updated 5 years ago
- Tushare数据源，网格策略，年化轻松10%以上；Grid Trading with Tushare; Annual Percentage Rate >10% tested on Ping An Insurance（Group）Company of China sinc…☆12Apr 18, 2021Updated 4 years ago
- The intraday seasonality of volatility and trading volume in the cryptocurrency market☆14Feb 17, 2025Updated last year
- ☆11Oct 16, 2020Updated 5 years ago
- A Long/Short Global Macro Strategy based on French Fama 3-Factor Model with a target beta term. We evaluate its sensitivity to variation …☆16Nov 10, 2021Updated 4 years ago
- ☆15Sep 29, 2015Updated 10 years ago
- ☆17Jan 27, 2022Updated 4 years ago
- Quantitative strategy☆13Aug 17, 2019Updated 6 years ago
- ☆20Jul 11, 2023Updated 2 years ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17May 9, 2024Updated last year
- WorldQuant Brain 2024 Bootcamp API☆22May 18, 2025Updated 9 months ago
- TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative fin…☆50Jul 13, 2023Updated 2 years ago
- Different trading strategies based on technical analysis using Ethereum/USD 5-minute bars data☆21May 5, 2021Updated 4 years ago
- Machine learning model to predict NSE stocks for a year☆20Jan 14, 2019Updated 7 years ago
- Using Discrete Fourier transform to transform and eliminate noise in asset price time series and identify repeating patterns to exploit a…☆21May 28, 2021Updated 4 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆15Jul 20, 2021Updated 4 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆97Mar 10, 2023Updated 2 years ago
- This repository introduces the NICT Darknet Dataset 2022 https://csdataset.nict.go.jp/darknet-2022/☆11Sep 29, 2023Updated 2 years ago
- Implemention of 101 formulaic alphas using qstrader☆44Jul 11, 2022Updated 3 years ago
- Reinforcement Learning for trading cryptocurrencies, stocks and forex☆27Dec 25, 2022Updated 3 years ago
- Entropy Pooling in Python with a BSD 3-Clause license.☆41Jan 23, 2026Updated last month
- Meta labeling is a method of determining the size of the bet.☆32Jun 8, 2022Updated 3 years ago
- Factor Investing Library☆28Nov 12, 2022Updated 3 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆31Sep 12, 2021Updated 4 years ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆127Apr 26, 2020Updated 5 years ago
- ☆79Dec 30, 2025Updated 2 months ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆75May 23, 2020Updated 5 years ago
- This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are orga…☆39Feb 20, 2024Updated 2 years ago
- This repo contains my reimplementation and improvement of DeepLOB model.☆31Apr 22, 2021Updated 4 years ago
- Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization☆38May 13, 2024Updated last year
- Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio…☆145Dec 11, 2022Updated 3 years ago