[HELP REQUESTED] Generalized Additive Models in Python

Programming for Quantitative and Computational Finance

Foundation Models for Time Series

Official repository for the book Time Series Forecasting with Foundation Models

Scalable and user friendly neural 🧠 forecasting algorithms.

[ICLR 2024] Official implementation of " 🦙 Time-LLM: Time Series Forecasting by Reprogramming Large Language Models"

A Library for Advanced Deep Time Series Models.

The official code 👩‍💻 for - TOTEM: TOkenized Time Series EMbeddings for General Time Series Analysis

WonderTrader——量化研发交易一站式框架

An event-driven backtester used to model algorithmic trading strategies programmed in C++. The framework for this project is largely based off of the design by Michael Halls-Moore, outlined in his …

🔎 📈 🐍 💰 Backtest trading strategies in Python.

A Backtest or Trading Framework with C++

📈Lightweight k-line chart that can be highly customized. Zero dependencies. Support mobile.（可高度自定义的轻量级k线图，无第三方依赖，支持移动端）

Financial chart built out of the box based on KLineChart.

wtpy是基于wondertrader为底层的针对python的子框架

同花顺自动化交易股票下单接口, 证券量化交易必备工具, WEB API服务框架,交易下单自动排队，支持多策略和实时回报查询, 智能按钮定位，模拟点击升级版本，多年实盘稳定运行！

基于python的开源交易平台开发框架[实战增强版]-华富资产