AtomMe / Quant.Strategy
I will upload and update my quant strategies here
☆53Updated 6 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:
- Backtest result archive for Momentum Trading Strategies☆57Updated 6 years ago
- Derive order flow from Tick and Trade data.☆32Updated 3 years ago
- 非平衡订单流高频交易模型☆108Updated 6 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆56Updated 2 years ago
- High Frequency Trading Strategies☆44Updated 7 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆102Updated 6 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆132Updated 6 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆117Updated 2 years ago
- SVI volatility surface model and an example of China 50ETF option☆70Updated 5 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆31Updated 3 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆63Updated 2 years ago
- Demonstrative examples for developing quantitative and systematic strategies☆38Updated last year
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆92Updated 4 years ago
- Pair Trading Strategy using Machine Learning written in Python☆117Updated 3 years ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆103Updated 11 months ago
- Literature survey of order execution strategies implemented in python☆44Updated 4 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- Async integration between backtrader and Interactive brokers.☆71Updated last year
- ☆47Updated 4 months ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆67Updated 9 years ago
- ☆24Updated 6 years ago
- #易经 #道家 #十二生肖 #姓氏堂号子嗣贞节牌坊 #天文历法 #张灯结彩 #农历 #夜观星象 #廿四节气 #算卜 #紫微斗数 #十二时辰 #生辰八字 #命运 #风水 《始祖赢政之子赢家黄氏江夏堂联富•秦谏——大秦赋》 万般皆下品,唯有读书高。🚩🇨🇳🏹🦔中科红旗,…☆46Updated last month
- Addons (analyzers, observers, indicators, data feeds etc) for backtrader☆31Updated last year
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆62Updated 4 years ago
- ☆50Updated 7 years ago
- ☆113Updated 7 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆76Updated 6 years ago
- 多因子模型相关☆21Updated 3 years ago
- Volume-Synchronized Probability of Informed Trading☆111Updated 11 years ago
- High Frequency Trading☆107Updated 6 years ago