A main CTA backtesting system and several research of utilizing machine learning on asset pricing
☆15Dec 9, 2024Updated last year
Alternatives and similar repositories for Quant-Finance
Users that are interested in Quant-Finance are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆14Dec 11, 2022Updated 3 years ago
- graphql tool written in rust☆10Sep 12, 2023Updated 2 years ago
- 基于机器学习的多 因子研究框架☆14Jun 22, 2020Updated 6 years ago
- 根据20170925-华泰期货-CTA量化策略因子系列（二）：动量因子研报进行复现☆37Mar 20, 2023Updated 3 years ago
- Collection of numerical methods for high frequency data, in Python notebooks☆13Mar 10, 2021Updated 5 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- 证券量化研究聚宽实现☆11Jan 31, 2020Updated 6 years ago
- An equity analysis on momentum factor investing.☆11Oct 30, 2018Updated 7 years ago
- ☆15Aug 21, 2021Updated 4 years ago
- A repository for Chinese text normalization.☆20May 2, 2021Updated 5 years ago
- ☆24Jan 26, 2020Updated 6 years ago
- 衍生品定价、对冲回测与主观交易工具☆15Dec 21, 2021Updated 4 years ago
- KSIC (Korea Standard Industry Code), 한국표준산업분류☆14Dec 3, 2018Updated 7 years ago
- 众人的因子回测框架 stock factor test☆31Apr 18, 2026Updated 3 months ago
- 基金司机，老司机帮你玩转基金☆15Jun 28, 2020Updated 6 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- 复现华泰证券《强化学习初探与DQN择时》研报中的DQN模型与效果☆42Oct 4, 2022Updated 3 years ago
- this project is developing to crawl stock A finance and trade data from website, process finance and trade data to get factors, and then …☆17Jan 12, 2023Updated 3 years ago
- Use hidden Markov models to label regimes on S&P 500 data, train three classifiers (naive Bayes, logistic regression, and support vector …☆16Feb 28, 2023Updated 3 years ago
- 逢甲大學黑客社社團規章☆13Sep 19, 2023Updated 2 years ago
- As a student majoring in Financial Mathematics, I think that python is a very useful tool to quantitative research. So I create this proj…☆16Sep 3, 2017Updated 8 years ago
- 通过遗传算法、强化学习来自动选择高频因子☆27Jan 5, 2023Updated 3 years ago
- Codebase for the Blogs of Famous Quantitative Research Algorithms☆16May 3, 2024Updated 2 years ago
- 本文通过gplearn模型，结合遗传算法中的遗传规划方法生成因子。这里因子生成基于simple-backtest中的简单回测系统，主要针对股指期货操作。☆152Dec 29, 2023Updated 2 years ago
- Open design of my Nixie Clock (Divergence Meter)☆14Aug 12, 2019Updated 6 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- This repository contains implementation of "ADX", "Ichimoku" and "RSI" technical indicators using "Backtrader". And one new technical ind…☆18Feb 10, 2020Updated 6 years ago
- Script for trade arbitrage opportunities between European-style options and Perpetual futures, with notifications in telegram☆11Jun 10, 2023Updated 3 years ago
- ☆31Aug 7, 2022Updated 3 years ago
- 编译扣子空间生成的 jsx 网页，方便部署到自己的服务器☆14Apr 29, 2025Updated last year
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆56Jun 22, 2022Updated 4 years ago
- High frequency factors based on order and trade data.☆75Dec 16, 2023Updated 2 years ago
- Mean Reversion Trading Strategy☆30Apr 20, 2021Updated 5 years ago
- DOFEN is a novel tree-inspired deep tabular neural network, accepted by NeurIPS 2024☆13Dec 17, 2024Updated last year
- Building a High Frequency Trading Engine with Neural Networks☆12Apr 2, 2018Updated 8 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- LSTM神经网络预测沪深300指数及其涨跌☆44May 9, 2020Updated 6 years ago
- Documents of WonderTrader☆24Nov 7, 2023Updated 2 years ago
- 我愛批踢踢 A PTT Crawler and Photo downloader which written in Golang☆18Feb 11, 2025Updated last year
- Various python scripts to introduce mean reversion concepts.☆23Jul 25, 2018Updated 7 years ago
- MDL Complexity computations and experiments from the paper "Revisiting complexity and the bias-variance tradeoff".☆18Jun 12, 2023Updated 3 years ago
- Python module for converting Markdown files to HTML☆17Mar 20, 2024Updated 2 years ago
- [ACM MM 2024] Reasoning and Correcting Diffusion for HOI Generation☆14Oct 1, 2024Updated last year