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
- Market making strategies and scientific papers☆13Updated last year
- ☆17Updated 3 years ago
- Stock risk premium prediction via FM/ EXT/ GBDT/ XGB/LBGM. Mengxuan Chen's graduation thesis at WHU.☆14Updated 5 years ago
- SABR Implied volatility asymptotics☆22Updated 5 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆24Updated 2 years ago
- from for/if/else to my first option back-test function☆17Updated 5 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆34Updated 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
- High Frequency Trading Strategy☆12Updated 6 years ago
- 多因子选股框架☆24Updated 4 years ago
- my first factor-stock-selecting backtest function☆21Updated 4 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆18Updated 2 years ago
- 【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …☆16Updated 2 years ago
- Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM☆10Updated 5 years ago
- Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…☆21Updated 6 years ago
- Collection of numerical methods for high frequency data, in Python notebooks☆13Updated 4 years ago
- 雪球结构产品定价☆29Updated last year
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- My first high-frequency trading strategy using machine learning☆17Updated 2 years ago
- Apply LASSO in High-Frequency-Trading☆9Updated 6 years ago
- I use a LSTM ( long short term memory model) model to predict the fluctuations of VIX index ( the index of 50ETF options), and trade t…☆13Updated 6 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆12Updated 2 years ago
- 这是一个包含Zakamouline和WW两种期权对冲策略的项目☆18Updated 3 years ago
- Calibration of a Surface SVI☆13Updated 6 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Updated 9 years ago
- Multi Factor Stock Selection Model with XGBoost Tree Boosting☆8Updated 2 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆25Updated 7 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆27Updated 4 years ago
- High Frequency Jump Prediction Project☆37Updated 5 years ago