Package based on the work of Dr Marcos Lopez de Prado regarding his research with respect to Advances in Financial Machine Learning

最忠实于CTP官方API特性、最低延时、最易使用的Python版量化投资开源框架。

期权隐含波动率/历史波动率

Research Repo (Archive)

There are 50 Visualizations which can you to finish 7 different purposes of data analysis.

Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.

Contributions last year: 0

Max continuous contributions: 0

Recent contributions: 0

Commits, issues, and pull requests will appear on your contribution graph. Only when the email address used for the commits in local configuration is associated with your GitOSC account, the commits' contribution will be counted.