Gabrielvon / QuantWork
☆12Updated 3 years ago
Alternatives and similar repositories for QuantWork:
Users that are interested in QuantWork are comparing it to the libraries listed below
- 基于机器学习的多因子研究框架☆14Updated 4 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 3 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆12Updated 2 years ago
- ☆15Updated 2 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆23Updated 2 years ago
- Stock risk premium prediction via FM/ EXT/ GBDT/ XGB/LBGM. Mengxuan Chen's graduation thesis at WHU.☆14Updated 5 years ago
- Collection of numerical methods for high frequency data, in Python notebooks☆13Updated 4 years ago
- Market making strategies and scientific papers☆13Updated last year
- A low frequency statistical arbitrage strategy☆19Updated 6 years ago
- 多因子选股框架☆21Updated 4 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆16Updated 2 years ago
- Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.☆11Updated 2 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆33Updated 5 years ago
- High Frequency Jump Prediction Project☆35Updated 4 years ago
- ☆17Updated 4 years ago
- ☆21Updated 5 years ago
- Trend Prediction for High Frequency Trading☆39Updated 2 years ago
- Deep Reinforcement Learning Framework for Factor Investing☆25Updated last year
- Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…☆20Updated 6 years ago
- 【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …☆15Updated 2 years ago
- Crypto-Options Volatility Surface Calibration and Arbitrage☆10Updated 2 years ago
- 一些研报的复现☆12Updated 6 years ago
- ☆13Updated last year
- Calibration of a Surface SVI☆12Updated 6 years ago
- Repo for HFT project in CMF☆28Updated 2 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆25Updated 7 years ago
- SABR Implied volatility asymptotics☆21Updated 4 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 6 years ago
- My first high-frequency trading strategy using machine learning☆16Updated 2 years ago
- my first factor-stock-selecting backtest function☆21Updated 4 years ago