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quantitative asset allocation strategy
Implements different approaches to tactical and strategic asset allocation
A best-efforts collection of open-sourced macroeconomic models run by central banks and other official sector agencies (ie, ministries of economy)
Various python scripts to introduce mean reversion concepts.
An equity analysis on momentum factor investing.
A main CTA backtesting system and several research of utilizing machine learning on asset pricing
针对沪深300指数的历史交易数据，通过机器学习的方法，预测股票的价格（涨跌概率），并借此来形成相应的交易策略。
The random forest, FFNN, CNN and RNN models are developed to predict the movement of future trading price of Netflix (NFLX) stock using transaction data from the Limit Order Book (LOB).
Try to predict stock price with LSTM、GAN and DRL, exploring the features of news and technical indicators，which help improving perfomance of predictions.
stock股票.获取股票数据,计算股票指标,识别股票形态,综合选股,选股策略,股票验证回测,股票自动交易,支持PC及移动设备。
根据20170925-华泰期货-CTA量化策略因子系列（二）：动量因子研报进行复现
treasury curve of china (collectiing data from chinabond.com.cn)
Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading
This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NETWORKS"
Replication and Trading Strategy based on "Macro Trends and Factor Timing" (Favero & al, 2022)
A small Python library with most common stock market indicators
This repository contains implementation of "ADX", "Ichimoku" and "RSI" technical indicators using "Backtrader". And one new technical indicator is designed using the before-mentioned three indicato…
野村小夥伴 Chatbot :
It is a project that conducts a study on predicting the cross section of Chinese stock market returns with a large panel of 75 individual firm characteristics and also uses “big-data” econometric m…
本文通过gplearn模型，结合遗传算法中的遗传规划方法生成因子。这里因子生成基于simple-backtest中的简单回测系统，主要针对股指期货操作。