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  1. volatility-and-option volatility-and-option Public

    计算波动率的六种方法,计算隐含波动率,凤凰期权的定价,编制基于50ETF期权的VIX指数

    Python 125 55

  2. way-of-the-turtle way-of-the-turtle Public

    海龟交易系统

    Python 42 19

  3. strategy-ML-DL strategy-ML-DL Public

    机器学习算法在策略上的应用

    Jupyter Notebook 6 15

  4. multi-factor multi-factor Public

    因子构建、单因子测试

    Python 74 37