{"repo":"AbnerTeng/Quant-Finance","free":true,"listed":false,"github":"https://github.com/AbnerTeng/Quant-Finance","clone":"git clone https://github.com/AbnerTeng/Quant-Finance.git","description":"A main CTA backtesting system and several research of utilizing machine learning on asset pricing","language":"Python","stars":15,"topics":["asset-pricing","machine-learning","quantitative-finance"],"license":null,"category":"trading","readme_excerpt":"Quant-Finance Qunatitative Trading Space Note : This repo is also for all my mentees in the department of Algorithm Trading, TMBA. Author: - Yu-Chen (Abner) Den - Tzu-Hao (Howard) Liu Folders CTA (Ongoing) Single asset CTA trading strategy and backtesting system, including various data collection APIs. Full documentation can be found in the CTA/docs folder Usage: - Create environment - venv - Docker (On-going) - Change the config/combine test.yaml file to your own settings (including API keys). - Run the main.py file. BetterRSP / ETF\\ entry (Ongoing) A better RSP strategy for ETFs that utilize machine learning models to predict the confidence score of next-month entry point HWs Homeworks for my mentees @ TMBA. Learning to Rank on Portfolio Construction (LR\\ rank) Instead of classifying portfolio return into 10 independent classes, we rank those returns because we want the relationships between them. Options Untidy folder full of options payoff diagrams and strategies. (I don't want to clean it up.) Start First create a virtual environment and activate it. Then install the required packages.","default_branch":null,"files":null,"tree":[],"storefront":"/r/AbnerTeng","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/AbnerTeng/Quant-Finance/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}