https://github.com/chenglongchen/long-capital
Quant Trading with Microsoft Qlib (https://github.com/microsoft/qlib)
https://github.com/chenglongchen/long-capital
algorithmic-trading deep-learning finance fintech investment machine-learning python qlib qlib-tutorial quant quant-trading quantitative-finance quantitative-trading reinforcement-learning rl stock-trading
Last synced: 11 days ago
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Quant Trading with Microsoft Qlib (https://github.com/microsoft/qlib)
- Host: GitHub
- URL: https://github.com/chenglongchen/long-capital
- Owner: ChenglongChen
- Created: 2023-02-18T12:14:42.000Z (over 2 years ago)
- Default Branch: main
- Last Pushed: 2023-04-22T14:11:49.000Z (over 2 years ago)
- Last Synced: 2025-04-10T02:54:34.567Z (6 months ago)
- Topics: algorithmic-trading, deep-learning, finance, fintech, investment, machine-learning, python, qlib, qlib-tutorial, quant, quant-trading, quantitative-finance, quantitative-trading, reinforcement-learning, rl, stock-trading
- Language: Python
- Homepage:
- Size: 33.8 MB
- Stars: 18
- Watchers: 2
- Forks: 2
- Open Issues: 0
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Metadata Files:
- Readme: README.md
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README
# Long-Capital: Quant Trading with Microsoft [Qlib](https://github.com/microsoft/qlib)
## Performance
|Method| Signal Model | Trading Strategy | AR | IR |
| :--- | :------- |:------- | :-----------: | :-----------: |
| [Supervised Learning](examples/sl.ipynb) | LGBM | TopkDropoutStrategy | TBD |TBD |
| [Reinforcement Learning](examples/rl.ipynb) | LGBM | TopkDropoutDiscreteRerankDynamicParamStrategy | TBD |TBD |
## Dependency
- My fork of [Qlib](https://github.com/microsoft/qlib): https://github.com/ChenglongChen/qlib
- You can get crowd source data from [investment_data](https://github.com/chenditc/investment_data)