书籍配套代码
☆51Nov 21, 2019Updated 6 years ago
Alternatives and similar repositories for book
Users that are interested in book are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Introductory tutorial for Zipline demonstrating data collection, interactive research, and backtesting of a momentum strategy for equitie…☆12Feb 7, 2025Updated last year
- ☆15Jun 27, 2024Updated last year
- [Likelihood Lab Project 2024] Official Repository for The Technical Report, Label Unbalance in High-frequency Trading☆30Mar 20, 2025Updated last year
- Wakuang is quantitative trading . Our project provides a solution of certificate of stock analysis.☆17Jan 24, 2022Updated 4 years ago
- Implementation of the paper <Model-based Reinforcement Learning for Predictions and Control for Limit Order Books (Wei et al., J.P. Morga…☆11Aug 22, 2023Updated 2 years ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- Pytorch implementation of DeepLOB-ATT and DeepLOB-Seq2Seq from Multi Horizon Forecasting for Limit Order Books☆14Feb 4, 2023Updated 3 years ago
- ☆11Jun 10, 2018Updated 7 years ago
- OCET, torch, transformers, DeepLOB,limit-order-books☆10Dec 6, 2022Updated 3 years ago
- ☆10Nov 16, 2023Updated 2 years ago
- 回測台指期日內當沖交易，若在開盤後在不同點位進場，持有至收盤出場，統計此交易策略的報酬。☆10Feb 8, 2025Updated last year
- ☆25May 1, 2025Updated 10 months ago
- 源码解析小班课☆16Aug 28, 2022Updated 3 years ago
- An Algorithmic Day Trading Bot☆13Aug 18, 2020Updated 5 years ago
- Option Strategy for Futures☆17Jul 29, 2020Updated 5 years ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- Notes on Advances in Financial Machine Learning☆84Dec 16, 2018Updated 7 years ago
- High Frequency Market Making: Optimal Quoting☆16Mar 20, 2023Updated 3 years ago
- 通过python api 获取证券宝提供的股票数据☆22May 10, 2020Updated 5 years ago
- 利用Tushare金融大数据社区的数据进行回测☆17Jun 4, 2025Updated 9 months ago
- Building and evaluating a ranking model using the MSLR-WEB10K dataset☆14Feb 17, 2021Updated 5 years ago
- Some naive low frequency stock market strategy back test algorithm including grid trading☆35Jun 16, 2023Updated 2 years ago
- Chinese Index data for zipline benchmark☆15Dec 13, 2019Updated 6 years ago
- QTA2020内培 github存档☆46Apr 29, 2021Updated 4 years ago
- Super fast backtest of any enter/exit strategy in pure rust https://crates.io/crates/rusty_backtest☆24Sep 14, 2019Updated 6 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting with the flexibility to host WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Cloudways by DigitalOcean.
- Stock trading strategy using tushare as datasource and pyalgotrade as backtesting platform☆16Dec 22, 2019Updated 6 years ago
- Order Imbalance Trading Simulation R Code☆16Sep 9, 2019Updated 6 years ago
- 关于获取金融数据的notebook，练习了JAQS、Tushare、通联的API调用☆13Dec 3, 2018Updated 7 years ago
- ☆28Apr 16, 2015Updated 10 years ago
- This repo contains my reimplementation and improvement of DeepLOB model.☆32Apr 22, 2021Updated 4 years ago
- Implementation in Python of the market making algorithm described in "Optimal high frequency trading with limit and market orders" by Gui…☆18Nov 10, 2023Updated 2 years ago
- 沪深300指数增强模型☆90Sep 3, 2019Updated 6 years ago
- This repository will follow the book "Advances in Financial Machine Learning" by marcos lopez de prado.☆10Feb 28, 2019Updated 7 years ago
- Design your own Trading Strategy☆39Feb 25, 2024Updated 2 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- High frequency prediction of Chinese stock returns. Orderbook data generation. High frequency factors construction.☆18Mar 10, 2023Updated 3 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆99Mar 10, 2023Updated 3 years ago
- event-driven trading and backtesting engine☆20Nov 25, 2024Updated last year
- ☆40Aug 15, 2017Updated 8 years ago
- Regime-Switching Model☆20Nov 9, 2017Updated 8 years ago
- Investment comparison tool using Python☆15Nov 21, 2018Updated 7 years ago
- 小Y机器人的代码☆11Mar 27, 2018Updated 8 years ago