GitHub - NiuCoder/ml_for_quant: machine_learning applied in quant basic cases

这是一个机器学习与量化交易相结合的例子

主要包含如下内容：
1.从tushare或者yahoo finance上爬股票数据存储起来
2.pandas股票特征信息提取以数据清洗
3.利用sk-learn机器学习模型对特征做行训练
4.模型调优的一般方法
5.一个用作参考的最小量化交易系统原型

Name		Name	Last commit message	Last commit date
Latest commit History 6 Commits
Mini_Trade_System		Mini_Trade_System
CalcResidual.ipynb		CalcResidual.ipynb
EstimateMeanReverting.ipynb		EstimateMeanReverting.ipynb
FeatureImportances.ipynb		FeatureImportances.ipynb
FeatureUtils.ipynb		FeatureUtils.ipynb
FeatureUtils.py		FeatureUtils.py
HS300Cluster.ipynb		HS300Cluster.ipynb
ModelPredict.ipynb		ModelPredict.ipynb
README.md		README.md
code for lecture 4.ipynb		code for lecture 4.ipynb
daily_price.csv		daily_price.csv
forecast.py		forecast.py
grid_search.py		grid_search.py
hs300s.csv		hs300s.csv
sz50.csv		sz50.csv
zz500.csv		zz500.csv