证券、期货市场量化交易相关业务和技术知识笔记
-
Updated
May 5, 2025 - Python
证券、期货市场量化交易相关业务和技术知识笔记
Python package that enables access to the entire Darwinex Data Offering (DARWIN, FX, Stock, Commodity, Index and Cryptocurrency assets) from one Wrapper Library.
Nautilus_Trader_Jerry_fall_2023 is a customized verision of Nautilus trader by Zhuoran "Jerry" Li on Fall 2023
Trading Evolved book code
A set of personal trading and quant research projects in the crypto markets.
Generates returns of Mutual Funds and comparison them
Reinforcement Learning for Execution & Portfolio Allocation -- open research repo using PPO/SAC with classical baselines (TWAP, VWAP, Almgren-Chriss). LGPL-3.0 Licensed. Contributions welcome.
End-to-end quantitative finance portfolio demonstrating skills in financial modeling, risk analysis, and data-driven investment research.
Data science project analyzing bitcoin market sentiment and trader performance using hyperliquid data. Combines sentiment indicators with trading records to uncover behavioral patterns, quantify correlations, and deliver insights for smarter web3 trading strategies.
ProbPy is a comprehensive repository dedicated to providing an extensive collection of probability puzzles, riddles, and solutions typically encountered in data science and quantitative research interviews.
A quant research-backed tool designed to visualize and analyze the interplay between key macroeconomic indicators and financial assets performance.
This repository contains a curated set of Python scripts I designed for practicing & developing skills in quantitative research and analysis. The codebase explores a range of topics commonly encountered in quantitative finance and data-driven investment strategies.
LLM-powered Quantitative research assistant which combines financial data, quantitative models, and natural laungage generation to produce insightful market research reports. AI/ML + FinTech Engineering
High-performance C++ limit order book engine built for quantitative research, with microsecond-level matching, realistic order types, and strict price-time priority.
AI-powered private equity deal screener inspired by Blackstone
A comprehensive list of quantitative finance portfolio/strategy performance measures.
Minimal PEAD (post-earnings announcement drift) backtest using Wharton Research Data Services (IBES + CRSP) — Python pipeline for research & plots.
Add a description, image, and links to the quant-research topic page so that developers can more easily learn about it.
To associate your repository with the quant-research topic, visit your repo's landing page and select "manage topics."