AmazingQuant——为交易而生的智能投研Lab。包含策略组合研究服务、量化数据服务、指标计算服务、绩效分析服务四大功能模块。

Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integrated with various data vendors and brokers, supports Crypto,…

量化交易 程序化交易 QUANT

Algorithmic Trading in Python with Machine Learning

Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment. With Qlib, yo…

量化研究-券商金工研报复现

low-cost, high-efficiency, easy-to-implement

The official API of DoubleAdapt (KDD'23), an incremental learning framework, WITHOUT dependencies on the qlib package.

Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.

中国版技术指标

[AAAI'23] FinalMLP: An Enhanced Two-Stream MLP Model for CTR Prediction https://arxiv.org/abs/2304.00902

[updating ...] 自动量化交易机器人 Qbot is an AI-oriented quantitative investment platform, which aims to realize the potential, empower AI technologies in quantitative investment.

推荐系统论文算法实现，包括序列推荐，多任务学习，元学习等。 Recommendation system papers implementations, including sequence recommendation, multi-task learning, meta-learning, etc.

Source code for Twitter's Recommendation Algorithm

Source code for Twitter's Recommendation Algorithm

FeatHub - A stream-batch unified feature store for real-time machine learning

PPL Quantization Tool (PPQ) is a powerful offline neural network quantization tool.

Developer-First API for Quote

c++ async rpc framework. 14w+qps.

alpha101, alpha191, alphalens, backtrader, 量化研究

交易模块

This is the official implementation for AAAI-23 Oral paper "Are Transformers Effective for Time Series Forecasting?"

基于QT开发的组件式框架DT

support 93k, C++/PySide2

A curated list of awesome libraries, packages, strategies, books, blogs, tutorials for systematic trading.

A set of examples around pytorch in Vision, Text, Reinforcement Learning, etc.

利用公共数据的低风险套利工具，包括可转债、ETF、期货、期权、lof、债券等

WonderTrader——量化研发交易一站式框架