证券、期货市场量化交易相关业务和技术知识笔记

Systematic Volatility Research and Backtesting for equity options

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

Trading Evolved book code

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

Generates returns of Mutual Funds and comparison them

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.

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

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.

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

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

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.

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

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.

Local-first Python + TypeScript SDK for public data — one interface for quants, ML pipelines, and AI agents. Adapters ship weather (METAR, ASOS, GHCNh, NWS CLI) + prediction-market settlements (Kalshi, Polymarket) today. SEC filings (EDGAR), Federal Reserve (FRED), court filings, FDA approvals, and equities structured data are next.

H-SPAE AlphaAgent: session-persistent harness for LLM-driven alpha factor mining with memory, resume, context compression, and reproducible artifacts.

A quant research-backed tool designed to visualize and analyze the interplay between key macroeconomic indicators and financial assets performance.

C++/Python microstructure research engine for event-driven limit order book prediction and reproducible quantitative experiments.

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.