Sign in

Repository Index

47,133 repositories indexed

Tags: Quantitative finance
Tags

A repository shows when it has any selected Tag.

Clear Tags
Filters

Filters

Clear all filters

1–8 of 8 · Most stars

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, including supervised learning, market dynamics modeling, and RL, and is now equipped with https://github.com/microsoft/RD-Agent to automate R&D process.

A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.

  • risk
  • pricing
  • risk-management
  • asset-allocation

TranslatedA-share market analysis and AI intelligent investment research agent: a desktop workbench for stock analysis, quantitative trading analysis, and post-market review — easy stock

Do stock correlations predict the market? 66 pre-registered tests, the data, and a triple pendulum that explains why not. If you have an idea you want me to try, submit it as a PR and I will test it and get back to you.

Contingency Random Number Generator — numbers with controllable fat tails, volatility clustering, and scale convergence

  • fat-tails
  • finance
  • kurtosis
  • market-simulation