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

Name	Name	Last commit message	Last commit date
Latest commit letianzj Aug 26, 2023 79bbf6a · Aug 26, 2023 History 123 Commits
.idea	.idea	backtest strats	Jul 4, 2020
backtest	backtest	Improve Readability	May 30, 2022
dash	dash	dash	Apr 22, 2021
data	data	downloader	Jul 13, 2020
eod	eod	Improve Readability	May 30, 2022
market	market	Merge branch 'master' of https://github.com/letianzj/QuantResearch	Sep 19, 2020
ml	ml	Improve Readability	May 30, 2022
notebooks	notebooks	Created using Colaboratory	Jul 29, 2022
report	report	Improve Readability	May 30, 2022
utils	utils	Improve Readability	May 30, 2022
workbooks	workbooks	Created using Colaboratory	Aug 26, 2023
.gitignore	.gitignore	dash	Apr 22, 2021
Books.md	Books.md	pmi news	Jun 23, 2022
LICENSE	LICENSE	Initial commit	Jun 27, 2020
News.md	News.md	pmi news	Jun 23, 2022
README.md	README.md	readme	Dec 30, 2021
Resources.md	Resources.md	pmi news	Jun 23, 2022