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Starred repositories
C++ 17 based library (with sample applications) for testing equities, futures, currencies, etfs & options based automated trading ideas using DTN IQFeed real time data feed and Interactive Brokers …
Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.
Quantified stochastic binary option arbitrage via high-frequency tick data backtesting & optimized Martingale risk management algorithms.
This repository contains the official code for the paper "From Patterns to Predictions: A Shapelet-Based Framework for Directional Forecasting in Noisy Financial Time Series", presented at CIKM.
Fast N-dimensional aggregation functions with Numba
Closed-form solutions and fast calibration & simulation for SABR-based models with mean-reverting stochastic volatility
CodeScientist: An automated scientific discovery system for code-based experiments
A lib use polars to archive high-performance quant
FactorHub是一个自研的现代化量化因子分析平台，专为量化投资研究者设计。平台完全自主研发，集成了「数据获取-因子管理-因子分析-策略回测-因子挖掘」的完整工作流程，通过直观的Web界面和强大的计算引擎，大幅降低量化分析的门槛，提高研究效率。 FactorHub = Factor（因子） + Hub（中心），意为因子分析和管理的核心枢纽。
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…
This code is for the book
Using data analytics alongside popular trading strategies and indicators, to identify best trading actions based solely on the price action.
一个在线的微信公众号文章批量下载工具，支持下载阅读量与评论数据，支持私有化部署，通过浏览器进行使用，无需进行安装
OpenStock is an open-source alternative to expensive market platforms. Track real-time prices, set personalized alerts, and explore detailed company insights — built openly, for everyone, forever f…
Learning Deep Representations of Data Distributions
A unified interface for distributed computing. Fugue executes SQL, Python, Pandas, and Polars code on Spark, Dask and Ray without any rewrites.
Scalable machine 🤖 learning for time series forecasting.
Populate library namespace without incurring immediate import costs
A framework for building, orchestrating and deploying AI agents and multi-agent workflows with support for Python and .NET.
🚂💨 Deep Momentum Networks for Time Series Strategies
PyTorch Dual-Attention LSTM-Autoencoder For Multivariate Time Series
A declarative, 🐻❄️-native data frame validation library.
Simplifying conditional Polars Expressions with Python 🐍 🐻❄️
Polars extension for general data science use cases