letianzj/QuantResearch

Quantitative analysis, strategies and backtests

Jupyter Notebook

3,043

123 commits

updated Aug 26, 2023

letianzj.github.io

See the code

README

QuantResearch

Notebooks and Blogs

Index	Notebooks	Blogs
1	Portfolio Optimization One	link
2	Value at Risk One	link
3	Classical Linear Regression	link
4	Bayesian Linear Regression	link
5	MCMC Linear Regression	link
6	Kalman Filter Linear Regression	link
7	Tensorflow Linear Regression	link
8	quanttrader	link
9	Mean Reversion	link
10	Cointegration and Pairs Trading	link
11	Kalman Filter and Pairs Trading	link
12	Hidden Markov Chain	link
13	RNN Stock Prediction	link
14	Principal Componenet Analysis	link
15	ARIMA and GARCH Models	link
16	Fama-French three-factor
17	Vector AutoRegression
18	Gaussian Mixture and Markov Switching	link
19	Portfolio Optimization Two	link
20	Volume Factor Evaluation Alphalens
21	Reinforcement Backtest
22	Reinforcement Option Pricing	link
23	Irregular Interval EMA	link
24	Free Historical Market Data Download	link
25	Market Profile and Volume Profile	link
26	From Reinforcement Gamer to Reinforcement Trader	link
27	Reinforcement Portfolio Manager	wip

algorithmic-trading

algotrading

asset-allocation

asset-management

backtesting-trading-strategies

backtests

data-science

deep-learning

derivatives-pricing

financial-analysis

machine-learning

pairs-trading

portfolio-management

quantitative-finance

quantitative-trading

reinforcement-learning

risk-management

statistical-arbitrage

trading-algorithms

trading-strategies

Significant stargazers

swithek

45 followers · starred Dec 2023

Gyan Prakash

634 followers · starred Feb 2026

Mandeep Singh

56 followers · starred Nov 2021

Kazuki Matsumoto

5 followers · starred Nov 2024

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