Code for "Recurrent Independent Mechanisms"

Implementation of the paper Recurrent Independent Mechanisms (https://arxiv.org/pdf/1909.10893.pdf)

The implementation of the paper "HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Information".

Python learning to rank (LTR) toolkit

A collection of important graph embedding, classification and representation learning papers with implementations.

Learning to Rank in TensorFlow

Code for paper "Temporal Relational Ranking for Stock Prediction"

Implement Statistical Leanring Methods, Li Hang the hard way. 李航《统计学习方法》一书的硬核 Python 实现

QUANTAXIS 支持任务调度 分布式部署的 股票/期货/期权/港股/虚拟货币 数据/回测/模拟/交易/可视化/多账户 纯本地量化解决方案

Python Backtesting library for trading strategies

Mean Variance (Markowitz) Portfolio Optimization and Beyond

Machine Learning in Asset Management (by @firmai)

根据均值方差理论优化fof组合资产配比并进行回测

Barra CNE6 因子构建

Time series forecasting for individual household power prediction: ARIMA, xgboost, RNN

Apache Superset (incubating) is a modern, enterprise-ready business intelligence web application

Portfolio and risk analytics in Python

🌈 A UI Design Language and React UI library

Zipline, a Pythonic Algorithmic Trading Library

Create HTML profiling reports from pandas DataFrame objects

Performance analysis of predictive (alpha) stock factors

基于Python的开源量化交易平台开发框架

中文技术文档的写作规范

吴恩达老师的机器学习课程个人笔记

Learning to rank with neuralnet - RankNet and ListNet

coursera吴恩达机器学习课程作业自写Python版本+Matlab原版

深入了解zipline回测框架