Use Garry Tan's exact Claude Code setup: 23 opinionated tools that serve as CEO, Designer, Eng Manager, Release Manager, Doc Engineer, and QA

FULL Augment Code, Claude Code, Cluely, CodeBuddy, Comet, Cursor, Devin AI, Junie, Kiro, Leap.new, Lovable, Manus, NotionAI, Orchids.app, Perplexity, Poke, Qoder, Replit, Same.dev, Trae, Traycer AI…

A framework for collecting and analyzing prediction market data, including the largest publicly available dataset of Polymarket and Kalshi market and trade data.

Python class for generation and parameter estimation of multivariate Hawkes processes

使用符号回归在中国股市与加密市场上进行高效因子挖掘。

Kronos: A Foundation Model for the Language of Financial Markets

❗ This is a read-only mirror of the CRAN R package repository. logspline — Routines for Logspline Density Estimation

Hawkes Processes

A Library for Advanced Deep Time Series Models for General Time Series Analysis.

Code for Transformer Hawkes Process, ICML 2020.

trend / momentum and other patterns in financial timeseries

A curated list of insanely awesome libraries, packages and resources for systematic trading. Crypto, Stock, Futures, Options, CFDs, FX, and more | 量化交易 | 量化投资

python package for DFA (Detrended Fluctuation Analysis) and related algorithms

Deep q learning on determining buy/sell signal and placing orders

Materials and IPython notebooks for "Python for Data Analysis" by Wes McKinney, published by O'Reilly Media

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Qlib is an AI-oriented Quant investment platform that aims to use AI tech to empower Quant Research, from exploring ideas to implementing productions. Qlib supports diverse ML modeling paradigms, i…

Quant_Strategy

Config files for my GitHub profile.