Open-source AI-oriented quantitative investment platform covering data, strategy research, backtesting, simulated and live trading.
Code for Machine Learning for Trading, 3rd edition β from data sourcing to live execution.
Python and Jupyter reproductions of quant strategies from Chinese brokerage research reports, covering A-share timing, factors, value and portfolio optimization.
Collection of notebooks about quantitative finance, with interactive python code.
Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.
Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.
A curated list of awesome resources for quantitative investment and trading strategies focusing on artificial intelligence and machine learning applications in finance.
Systematic ETF relative-strength research, overlapping-sleeve portfolio construction, LEAN implementation, and factor attribution.
Independent quantitative finance research project comparing U.S. and Kazakhstan equity markets using Python and portfolio theory.
Companion code for predicting returns of delta-neutral portfolio.