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a simple demo of using transformer model (self attention architecture) to model the distribution of price in short term future.
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market-making-quote-backtest Public
a simple backtest for market making strategy if you have active buy and sell data
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Time-Series-Library Public
Forked from thuml/Time-Series-LibraryA Library for Advanced Deep Time Series Models.
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Financial-Models-Numerical-Methods Public
Forked from cantaro86/Financial-Models-Numerical-MethodsCollection of notebooks about quantitative finance, with interactive python code.
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LOB-feature-analysis Public
Forked from nicolezattarin/LOB-feature-analysisFeature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.
Jupyter Notebook Apache License 2.0 UpdatedJan 16, 2024 -
HFT Public
Forked from jshellen/HFTHigh Frequency Market Making
Jupyter Notebook MIT License UpdatedSep 24, 2023 -
cqf-materials Public
Forked from estudos-adm/cqf-materialsSome CQF resources
Jupyter Notebook UpdatedAug 21, 2023 -
qlib Public
Forked from microsoft/qlibQlib 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…
Python MIT License UpdatedJul 30, 2022 -
Bert-Chinese-Text-Classification-Pytorch Public
Forked from 649453932/Bert-Chinese-Text-Classification-Pytorch使用Bert，ERNIE，进行中文文本分类
Python MIT License UpdatedMar 25, 2022 -
PGPortfolio Public
Forked from ZhengyaoJiang/PGPortfolioPGPortfolio: Policy Gradient Portfolio, the source code of "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem"(https://arxiv.org/pdf/1706.10059.pdf).
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High-Frequency Public
Forked from yudai-il/High-FrequencyHigh Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)
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ESunnyAPI Public
Forked from YjClan/ESunnyAPI易盛信息行情python封装；完美封装了易盛API
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