I will upload and update my quant strategies here
☆63Sep 18, 2018Updated 7 years ago
Alternatives and similar repositories for Quant.Strategy
Users that are interested in Quant.Strategy are comparing it to the libraries listed below
Sorting:
- Quantitative Finance & Algorithmic Trading in Python course of Udemy☆13Nov 14, 2017Updated 8 years ago
- A Long/Short Global Macro Strategy based on French Fama 3-Factor Model with a target beta term. We evaluate its sensitivity to variation …☆16Nov 10, 2021Updated 4 years ago
- Set of functions to perform (financial) peer performance calculations☆12Aug 18, 2025Updated 6 months ago
- OCET, torch, transformers, DeepLOB,limit-order-books☆10Dec 6, 2022Updated 3 years ago
- This repository demonstrates application of unsupervised learning in the financial markets. K-Means clustering is employed to create a di…☆12May 4, 2022Updated 3 years ago
- various valuation tools for financial derivatives☆11Nov 8, 2016Updated 9 years ago
- convertible bond pricing☆13Sep 17, 2014Updated 11 years ago
- Pairs Trading in CTA trending strategy backtesting, by iterateing parameters on the last 6 months and pick the optimal one, then start tr…☆11Sep 13, 2017Updated 8 years ago
- Implementation of the paper <Model-based Reinforcement Learning for Predictions and Control for Limit Order Books (Wei et al., J.P. Morga…☆11Aug 22, 2023Updated 2 years ago
- A machine learning pipeline that ingest and process a 20-year historical stock price dataset and try to predict future prices using Light…☆16Nov 20, 2020Updated 5 years ago
- Time-Series Momentum Strategies☆12Jul 20, 2018Updated 7 years ago
- 多因子打分选股☆13Jan 12, 2022Updated 4 years ago
- Pytorch implementation of DeepLOB-ATT and DeepLOB-Seq2Seq from Multi Horizon Forecasting for Limit Order Books☆14Feb 4, 2023Updated 3 years ago
- Backtest result archive for Momentum Trading Strategies☆66Mar 18, 2019Updated 6 years ago
- verify OrderBook Tick Data Trading Strategy on futures.☆17Mar 21, 2019Updated 6 years ago
- ☆24May 1, 2025Updated 10 months ago
- ☆16May 28, 2022Updated 3 years ago
- Pytorch implementation of deep learning models for financial time series forecasting using LOB☆21May 25, 2023Updated 2 years ago
- experiments with crypto trading☆16Jul 26, 2024Updated last year
- Dispersion Trading using Options☆33Apr 9, 2017Updated 8 years ago
- ☆18May 7, 2020Updated 5 years ago
- MarketGPT: Developing a Pre-trained transformer (GPT) for Modeling Financial Time Series☆17Sep 5, 2025Updated 5 months ago
- Option Strategy for Futures☆17Jul 29, 2020Updated 5 years ago
- Project completed during my studies at BGSE together with Travis Dunlop, Matthew Keys and Jordi Llorens☆17Sep 2, 2018Updated 7 years ago
- Financial analysis, algorithmic trading, portfolio optimization examples with Python (DISCLAIMER - No Investment Advice Provided, YASAL U…☆45Nov 25, 2022Updated 3 years ago
- Baruch course - Market Microstructure☆14Feb 2, 2016Updated 10 years ago
- Web dashboard to visualize equity factor dynamics using solely publicly available data.☆18Feb 11, 2021Updated 5 years ago
- Python package for a class of tractable SPDE models for limit order book modeling☆37Jun 20, 2021Updated 4 years ago
- ☆17Mar 26, 2018Updated 7 years ago
- ☆22Aug 14, 2023Updated 2 years ago
- quant-learning☆18Aug 14, 2020Updated 5 years ago
- This project is based upon the paper: Frazzini, A. & Pedersen, L. (2014). Betting against beta.☆23Jan 20, 2022Updated 4 years ago
- Phd repo☆17Jul 14, 2022Updated 3 years ago
- Python Code for Meucci Related Blog Posts☆15Jul 5, 2016Updated 9 years ago
- 基于 TheNextQuant 的量化交易框架☆21Aug 14, 2022Updated 3 years ago
- PyTrendFollow - systematic futures trading using trend following☆442Apr 25, 2018Updated 7 years ago
- My codework for my economics undergraduate thesis titled "Empirical Asset Pricing via Deep Learning"☆49Apr 21, 2020Updated 5 years ago
- ☆24Jan 26, 2020Updated 6 years ago
- Futures trading database/backtester/analysis☆20Dec 31, 2018Updated 7 years ago