Bohr1005 / smartquant
☆27Updated this week
Related projects: ⓘ
- A industrial high-performance High Frequency Trading System by C++11, support CTP, Femas and so on. 基于C++11开发的量化交易平台,可实现CTP、飞马等平台的高频交易策…☆67Updated 4 years ago
- 量化交易策略-多行业协整配对交易策略☆24Updated 6 years ago
- CTP期货数据收集与中转程序☆40Updated 6 years ago
- 用SVM构建高频交易策略☆13Updated 4 years ago
- 非平衡订单流高频交易模型☆100Updated 5 years ago
- backtrader接入国内期货实盘交易☆54Updated 3 years ago
- CTPTrader 项目是一个C++版的期货交易软件,封装上期所CTP接口,项目内含有编译好的压缩包,可直接使用。☆33Updated 5 years ago
- 基于聚宽平台,探索分钟级的高频交易☆29Updated 4 years ago
- 基于C++的期货策略回测平台☆10Updated 4 years ago
- QT做界面,基于ctp-api实现高频交易工具☆12Updated 7 years ago
- ctp 期货 穿透式版本☆29Updated 4 years ago
- Demonstrative examples for developing quantitative and systematic strategies☆34Updated last year
- OKX crypto☆25Updated 3 months ago
- QMT Gateway for vnpy☆31Updated 6 months ago
- ☆33Updated this week
- ☆36Updated 2 years ago
- WonderTrader学习笔记☆27Updated last year
- 沪深300指数增强模型☆70Updated 5 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆86Updated last year
- ☆45Updated last year
- ☆17Updated this week
- tick价差套利(参考vnpy网友资料、vnpy论坛资料、windquant): 1、按被动腿时间戳对齐 2、profile函数展示(需要py3) 3、平稳性检验 4、对冲手数 计算 5、2sigma开仓,3sigma止损(或者赌价差扩散?)6、连续止损后cool down一…☆14Updated 4 years ago
- ☆73Updated 5 years ago
- Just another backtester☆20Updated 3 years ago
- I will upload and update my quant strategies here☆42Updated 6 years ago
- ☆71Updated 3 years ago
- 基于streamlit的因子分析app☆46Updated 6 months ago
- Backtrader量化策略研报复现☆23Updated 2 years ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆84Updated 4 months ago
- ☆21Updated 2 years ago