hugo2046 / QuantsPlaybook

Python and Jupyter reproductions of quant strategies from Chinese brokerage research reports, covering A-share timing, factors, value and portfolio optimization.

charliedream1 / ai_quant_trade

Stock AI Trader: 1-stop platform for learning, sim & live trading. Covers: stock basics, strategies, LLMs, factor mining, ML/DL/RL, graph nets, HFT, C++ deploy & JoinQuant code. 股票AI操盘手：一站式学习、模拟、实盘平台。涵盖：股票基础、策略、大模型、因子挖掘、机器学习/深度学习/强化学习、图网络、高频交易、C++部署及聚宽代码。

borglab / gtsam

GTSAM is a library of C++ classes that implement smoothing and mapping (SAM) in robotics and vision, using factor graphs and Bayes networks as the underlying computing paradigm rather than sparse matrices.

wenqi9115-glitch / systematic-etf-relative-strength-alpha-attribution

Systematic ETF relative-strength research, overlapping-sleeve portfolio construction, LEAN implementation, and factor attribution.

gtbook / robotics

Notebook-based book "Introduction to Robotics and Perception" by Frank Dellaert and Seth Hutchinson