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.

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

Read-only AI trading companion harness for decision logging, D1/D3 review, and rule evolution.

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

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

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

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.

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

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

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

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

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.

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 AI research workbench for quant. Turn a natural-language strategy idea into a reproducible, auditable backtest — factor code, Reviewer checks, charts, and research notes, all saved locally.面向本地的量化AI研究工作台。将自然语言策略想法转化为可复现、可审计的回测结果——因子代码、审核员检查、图表和研究笔记，全部保存于本地。

面向中国 A 股研究的 Agent Skill：公告、财报、研报解析与因子候选生成