Alternatives and similar repositories for QuantWork

Users that are interested in QuantWork are comparing it to the libraries listed below

• STHSF / MultiFactors
  基于机器学习的多因子研究框架
  ☆14Updated 5 years ago
• maxlamberti / optimal-order-execution
  Exploring Optimal Order Execution in Simulated Limit Order Books
  ☆20Updated 3 years ago
• huangzz119 / OptimalExecution_stochastic_control
  This is for the capstone project "Optimal Execution of a VWAP order".
  ☆36Updated 6 years ago
• rune-l / HighFrequency
  High Frequency Jump Prediction Project
  ☆38Updated 5 years ago
• gaelwjl / ML_Optimal_Trading
  Collection of numerical methods for high frequency data, in Python notebooks
  ☆13Updated 4 years ago
• yuba316 / SABR_Volatility_Arbitrage
  A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model
  ☆25Updated 3 years ago
• xiaotfeng / SecuritySelect
  多因子选股框架
  ☆27Updated 5 years ago
• egorrazzhivin / HFT-Market-Making
  Market making strategies and scientific papers
  ☆14Updated 2 years ago
• JackJacquier / SABR-Implied-Volatility
  SABR Implied volatility asymptotics
  ☆25Updated 5 years ago
• yuba316 / FactorBackTest
  my first factor-stock-selecting backtest function
  ☆22Updated 5 years ago
• yuba316 / OptionBackTest
  from for/if/else to my first option back-test function
  ☆21Updated 5 years ago
• ARahimiQuant / lead-lag-portfolios
  Portfolio Construction Utilizing Lead-Lag Relationship Discovery: Identify leaders and followers in financial markets to inform strategic…
  ☆33Updated 2 years ago
• Ray-0403 / HFT-using-Machine-Learning
  My first high-frequency trading strategy using machine learning
  ☆18Updated 3 years ago
• dkl0707 / SnowballPricing
  雪球结构产品定价
  ☆29Updated 2 years ago
• JennyCCDD / Empirical_asset_pricing_via_boosting
  Stock risk premium prediction via FM/ EXT/ GBDT/ XGB/LBGM. Mengxuan Chen's graduation thesis at WHU.
  ☆15Updated 6 years ago
• YJiangcm / improved_DeepLOB
  This repo contains my reimplementation and improvement of DeepLOB model.
  ☆32Updated 4 years ago
• kpuchalskixiv / Impact-of-market-microstructure-on-stock-price
  ☆16Updated 3 years ago
• xixi0222 / Find-Alpha-Volatility-Factor
  Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.
  ☆12Updated 4 years ago
• chenhq / Data-Mining-on-BTC-Trading-Statistics
  Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…
  ☆23Updated 7 years ago
• lxin62107 / High-Frequency-Trading
  High Frequency Trading Strategy
  ☆12Updated 7 years ago
• kartikay94 / Selecting-stock-pairs-for-pairs-trading-while-incorporating-lead-lag-relationship
  ☆19Updated 5 years ago
• szy1900 / autoAlpha
  The source code for the paper
  ☆27Updated 2 years ago
• rfbressan / py_ssvi
  Calibration of a Surface SVI
  ☆13Updated 7 years ago
• armoreal / hft
  High Frequency Trading Strategies
  ☆49Updated 8 years ago
• BryceMeng / mlfinlab_research_bryce
  ☆24Updated 5 years ago
• Weichong515 / Algo-Trading-14
  Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm
  ☆16Updated 6 years ago
• FranklinMa810 / Market-Microstructure
  ☆24Updated 6 years ago
• jeremymck / High-Frequency-Data---Limit-Order-Books
  Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.
  ☆50Updated 5 years ago
• ChaosQuant / stockindex500
  Trend Prediction for High Frequency Trading
  ☆42Updated 3 years ago
• TYtianyang / scbnn
  Implied volatility surface interpolation with shape-constrained bayesian neural network.
  ☆15Updated 4 years ago