入门资料整理：1.多因子股票量化框架开源教程 2.学界和业界的经典资料收录 3.AI + 金融的相关工作，包括LLM, Agent, benchmark(evaluation), etc.
QuantMind is an intelligent knowledge extraction and retrieval framework for quantitative finance.
An open-source, lightweight, and blazing-fast financial machine learning library built with Numba. Process raw trades, generate advanced bars, features, and labels for quantitative research.
Autonomous quantitative trading research platform that transforms stock lists into fully backtested strategies using AI agents, real market data, and mathematical formulations, all without requiring any coding.
End-to-end RL trading framework with PPO agent, self-attention neural network, custom Gym environment, and advanced backtesting.
Course Website Repo for JOURN 8006: Quantitative Research Methods in Journalism
Charting library for candlestick and technical indicator visualization with overlay and multi-pane support
UNMAINTAINED | R-package providing access to fundamental data and valuation metrics for thousands of publicly traded companies worldwide.
Research experiments exploring uncommon quant techniques.
Real-time forex trading system with modular architecture, multi-timeframe signal generation, GMM-based regime detection, Kelly-based risk management, and CLI tools for backtesting, monitoring, and performance analysis.
Quantitative Research & Algorithmic Trading 2025: Comprehensive trading systems including MQL5 Expert Advisors, TradingView Pine Script indicators, Python analytics tools, and self-reviewed research papers on strategy optimization, pattern recognition, orderflow, volume profile analysis, and more. Revolving around Exness Broker
Official public repository of Berlin Quant Lab (BQλ), the quantitative finance initiative of the Berlin Investment Group (BIG). Featuring quantitative finance research, algorithmic trading strategies, market analyses, educational materials, and open-source projects.
Extracted financial data(equity, commodity) via APIs and web scraping. Created technical indicators(MA, MACD, RSI) and conducted fundamental analysis. Designed, backtested and assessed trading strategies to calculate KPIs(Sharpe, Sortino etc.). Implemented ML strategies to achieve full automation
A new era of cloud-native quantitative trading covering the complete pipeline of quant research + trading with automation at scale
Quantitative research of the Consumer Discretionary sector in the NYSE and NASDAQ exchanges to find an optimal pair of automotive stocks for use in a pairs trading strategy.
End-to-end quantitative finance portfolio demonstrating skills in financial modeling, risk analysis, and data-driven investment research.
End-to-end volatility forecasting platform
This repository contains the code for analyzing LGTBIQ-phobia on Twitter, focusing on Spanish tweets from June 28th (Pride Day) between 2015 and 2024, with a special focus on the impact of Elon Musk's acquisition of the platform. It includes data collection, toxicity classification using the Perspective API, statistical analysis, and visualization
A modular Python toolkit for advanced options pricing, volatility modeling, Greeks computation, and risk analysis. Includes Monte Carlo and Black-Scholes models, machine learning volatility surfaces, and interactive visualizations via Streamlit.
Uses quantamental methods for investing. Includes 4.5 years' experience in the accounting field.
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