证券、期货市场量化交易相关业务和技术知识笔记

Python package that enables access to the entire Darwinex Data Offering (DARWIN, FX, Stock, Commodity, Index and Cryptocurrency assets) from one Wrapper Library.

Systematic Volatility Research and Backtesting for equity options

Trading Evolved book code

Nautilus_Trader_Jerry_fall_2023 is a customized verision of Nautilus trader by Zhuoran "Jerry" Li on Fall 2023

Generates returns of Mutual Funds and comparison them

LLM-powered Quantitative research assistant which combines financial data, quantitative models, and natural laungage generation to produce insightful market research reports. AI/ML + FinTech Engineering

Structured collection of quantitative finance projects organized by core methodological domains, covering stochastic modeling, valuation, portfolio construction, risk management, trading simulations, and predictive modeling.

A set of personal trading and quant research projects in the crypto markets.

Explore how Bitcoin market sentiment influences trader behavior and performance using real trading data and emotional indicators like the Fear & Greed Index. This project applies data science, clustering, and visualization techniques to uncover actionable insights for crypto trading strategies.

Agentic-first CTA research system for autonomous hypothesis generation, backtesting, evaluation, and strategy governance.

ProbPy is a comprehensive repository dedicated to providing an extensive collection of probability puzzles, riddles, and solutions typically encountered in data science and quantitative research interviews.

Curated roadmap for quant finance interviews (Quant Trader, Quant Researcher, Quant Analyst): probability, mental math, brainteasers, coding & high-signal resources.

A comprehensive list of quantitative finance portfolio/strategy performance measures.

Reinforcement Learning for Execution & Portfolio Allocation -- open research repo using PPO/SAC with classical baselines (TWAP, VWAP, Almgren-Chriss). LGPL-3.0 Licensed. Contributions welcome.

RBI-grade market regime detection & liquidity stress modelling using volatility, yield curves, and ensemble HMMs.

SEC filing intelligence for causal, backtestable market signals powered by LLMs

Systematic signal refinement framework using point-in-time data, triple-barrier labeling, calibrated ML models, and probability-aware portfolio construction.

A platform for quant researchers to analysis and communicate

Cross-sectional Transformer and FFN for stock return prediction and alpha generation. Implements GKX (2020) NN5 replication and MSRR loss (Kelly et al. 2025) for direct portfolio Sharpe optimization. Avg SDF Sharpe 2.05, significant alpha (t=5.34) unexplained by FF5+Momentum.