Chandlercjy / OnePy_Old

Related projects ⓘ

Alternatives and complementary repositories for OnePy_Old

• wbbhcb / futures_strategy
  ☆48Updated last year
• sfl666 / option_tools
  期权隐含波动率/历史波动率
  ☆185Updated 2 years ago
• szy1900 / Event_driven_framework_for_backtesting
  It is suitable for beginners
  ☆44Updated 4 years ago
• phonegapX / bt-ctpbee-store
  backtrader接入国内期货实盘交易
  ☆60Updated 3 years ago
• Jensenberg / volatility-and-option
  计算波动率的六种方法，计算隐含波动率，凤凰期权的定价，编制基于50ETF期权的VIX指数
  ☆116Updated 4 years ago
• Quant132 / BackTrader_Multifactors
  BackTrader多因子回测框架 （Multi-factors backtesting framework for BackTrader）
  ☆92Updated 2 years ago
• Jensenberg / multi-factor
  因子构建、单因子测试
  ☆66Updated 3 years ago
• lc-sysbs / alpha101
  基于万矿平台，对alpha101因子进行测试并构造多因子策略
  ☆83Updated 5 years ago
• xingetouzi / jaqs-fxdayu
  jaqs-fxdayu:股票多因子策略研究和分析框架jaqs拓展包
  ☆124Updated 5 years ago
• jiangtiantu / factorhub
  ☆187Updated 4 years ago
• zhangjinzhi / Wind_Python
  量化开发 多因子选股模型
  ☆129Updated 5 years ago
• Chandlercjy / OnePy
  Python Backtesting library for OnePiece in trading.
  ☆306Updated 4 years ago
• DingTobest / JQdataServiceForVNPY
  数据服务：使用聚宽jqdatasdk获取分钟数据按vnpy的Bar格式导入至mongodb中，提供本地数据库数据校验功能
  ☆64Updated 5 years ago
• algosenses / Order_Imbalance_HFT
  非平衡订单流高频交易模型
  ☆102Updated 6 years ago
• Barramodel / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆120Updated 4 years ago
• YTZzzzz / Barra_CNE5
  Provide risk forecasts by Barra China Equity Model
  ☆160Updated 6 years ago
• wjsbjl / use-gplearn-to-generate-CTA-factor
  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。
  ☆102Updated 10 months ago
• hansihuang2016 / Barra-Multiple-factor-risk-model
  Barra-Multiple-factor-risk-model
  ☆129Updated 7 years ago
• ruyisee / vnpy_qmt
  QMT Gateway for vnpy
  ☆39Updated 8 months ago
• sabirjana / Strategies
  ☆74Updated 3 years ago
• xingetouzi / vnpy_fxdayu
  ☆74Updated 5 years ago
• ShiliangZhang-nku / HS300_index_enhance
  沪深300指数增强模型
  ☆75Updated 5 years ago
• yutiansut / QASTRATEGY101
  strategy 101 从今天开始 逐步开放101个基础策略的QA实现 包含5个大类
  ☆90Updated 5 years ago
• quantOS-org / quantOSUserGuide
  quantOS user guide
  ☆150Updated 6 years ago
• WIFAQuant / HS300
  沪深300指数纯因子组合构建
  ☆48Updated 5 years ago
• coamo2 / Barra
  Barra Multifactor Model
  ☆135Updated 4 years ago
• Alexdachen / ivix
  中国波指的计算
  ☆123Updated 6 years ago
• yutiansut / QUANTAXIS_Strategy
  QUANTAXIS 策略文档中心
  ☆127Updated 6 years ago
• jrothschild33 / Black-Litterman-Model
  使用Python复现Black-Litterman模型。Black-Litterman模型创造性地采用贝叶斯方法将投资者对预期收益的主观看法与资产的市场均衡收益相结合，有效地解决了Markowitz均值-方差模型中投资者难以准确估计各个投资品种预期收益率、以及其权重对预期收…
  ☆132Updated 4 years ago
• htdai / Campisi-Fixed-Income-Performance-Attribution-Model
  Campisi纯债型基金业绩归因模型程序，适用于中国市场，需要有Wind的API接口权限
  ☆38Updated last year