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Starred repositories
Seeking Alpha, Machine Learning, ETFs Strategy
Investment Research for Everyone, Everywhere.
GPU-accelerated Factors analysis library and Backtester
StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks
A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network
Official code implementation of AAAI 2024 paper "StockMixer: A Simple yet Strong MLP-based Architecture for Stock Price Forecasting".
PyTorch implementation for Paper "StockFormer: Learning Hybrid Trading Machines with Predictive Coding".
Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices
Accepted at AAAI 25 Workshop Long Research Paper
A sophisticated quantitative trading strategy leveraging momentum and volatility signals for ETF sector rotation, enhanced with LLM-powered strategy analysis.
51bitquant Python数字货币量化交易视频 CCXT框架 爬取交易所数据 比特币量化交易 交易机器人51bitquant tradingbot cryptocurrency quantitative trading btc trading
Algo trade project in python
To classify trades into buyer- and seller-initiated.
A living benchmark framework for symbolic regression
Python bindings and scikit-learn interface for the Operon library for symbolic regression.
A cryptocurrency arbitrage framework implemented with ccxt and cplex. It can be used to monitor multiple exchanges, find a multi-lateral arbitrage path which maximizes rate of return, calculate the…
Extremly fast c++/python symbolic regression library based on parallel local search.
Evolutionary algorithm using standard genetic programming techniques. The algorithm is designed to solve a regression problem.
SymReg-DragBench is an open-source benchmarking framework designed to evaluate the performance of symbolic regression methods in drag coefficient modeling for gas-solid two-phase flows.
High-Performance Symbolic Regression in Python and Julia