Time series Timeseries Deep Learning Machine Learning Pytorch fastai | State-of-the-art Deep Learning library for Time Series and Sequences in Pytorch / fastai

A modern curriculum vitae class for LaTeX

This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", published in IEEE Transactions on Singal Processing. We use FI-201…

MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.

The GitHub repository for the paper "Informer" accepted by AAAI 2021.

Google Research

official implementation for the paper "Simplifying Graph Convolutional Networks"

Mostly experiments based on "Advances in financial machine learning" book

A game theoretic approach to explain the output of any machine learning model.

A Python package for pullword.com

Run hierarchical risk parity algorithms

Notebooks, resources and references accompanying the book Machine Learning for Algorithmic Trading

该项目通过scrapy爬虫从巨潮网络的服务器获取中国股市的公告

Library for fitting the LPPLS model to data.

PyTorch autoencoder implementation of asset pricing model using monthly returns/metrics

Performance analysis of predictive (alpha) stock factors

Create HTML profiling reports from pandas DataFrame objects

Kungfu Trader

fastFM: A Library for Factorization Machines

最忠实于CTP官方API特性、最低延时、最易使用的Python版量化投资开源框架。

Factorization machines in python

CTP for Python

Multi-thread implementation of Factorization Machines with FTRL for binary-class classification problem.

A curated list of awesome algorithmic trading frameworks, libraries, software and resources

中金所、上期所、郑商所及大商所，四大期货交易所大户持仓排名爬虫

💰Deep learning models for high-frequency financial data (limited order book)

Deep convolutional neural network for human activity recognition

Convert Matlab v7.3 '.mat' files (i.e. HDF5 file format) into Python's pickle or numpy format.