Gabrielvon / QuantWorkLinks
☆12Updated 4 years ago
Alternatives and similar repositories for QuantWork
Users that are interested in QuantWork are comparing it to the libraries listed below
Sorting:
- 基于机器学习的多因子研究框架☆14Updated 5 years ago
- Collection of numerical methods for high frequency data, in Python notebooks☆13Updated 4 years ago
- my first factor-stock-selecting backtest function☆23Updated 5 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 4 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆35Updated 6 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆19Updated 3 years ago
- My first high-frequency trading strategy using machine learning☆19Updated 3 years ago
- 多因子选股框架☆27Updated 5 years ago
- Market making strategies and scientific papers☆14Updated 2 years ago
- Stock risk premium prediction via FM/ EXT/ GBDT/ XGB/LBGM. Mengxuan Chen's graduation thesis at WHU.☆15Updated 5 years ago
- from for/if/else to my first option back-test function☆21Updated 5 years ago
- 【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …☆17Updated 2 years ago
- High Frequency Jump Prediction Project☆39Updated 5 years ago
- Portfolio Construction Utilizing Lead-Lag Relationship Discovery: Identify leaders and followers in financial markets to inform strategic…☆31Updated 2 years ago
- 雪球结构产品定价☆29Updated 2 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆25Updated 2 years ago
- Trend Prediction for High Frequency Trading☆43Updated 3 years ago
- High Frequency Trading Strategy☆12Updated 6 years ago
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆15Updated 6 years ago
- Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…☆22Updated 7 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆14Updated 2 years ago
- 一些研报的复现☆12Updated 7 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 7 years ago
- ☆15Updated 3 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆28Updated 4 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆27Updated 7 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Updated 9 years ago
- The source code for the paper☆25Updated 2 years ago
- Channel break out strategy for High Frequency Trading.☆15Updated 7 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 7 years ago