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letianzj/QuantResearch

A quantitative finance research repository implementing trading strategies and backtests using machine learning and deep reinforcement learning techniques.

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This repository provides Jupyter notebooks and Python scripts for quantitative analysis, focusing on portfolio optimization, risk management, pairs trading, and statistical arbitrage. It implements various regression techniques (Bayesian, MCMC, Kalman filter) and applies deep learning and reinforcement learning to develop and backtest trading algorithms. The work includes live trading integration via the companion quanttrader project.

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