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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, including supervised learning, market dynamics modeling, and RL, and is now equipped with https://github.com/microsoft/RD-Agent to automate R&D process.
MarS: a Financial Market Simulation Engine Powered by Generative Foundation Model
Go library containing a collection of financial functions for time value of money (annuities), cash flow, interest rate conversions, bonds and depreciation calculations.
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