World Quant 101 alphas的计算和策略化
☆326Mar 7, 2017Updated 9 years ago
Alternatives and similar repositories for World_Quant_Alphas
Users that are interested in World_Quant_Alphas are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Code implementation of the Quantigic 101 Formulaic Alphas☆706Mar 7, 2019Updated 7 years ago
- 量化交易经典策略：alpha对冲(股票+期货) ，利用股指期货进行对冲的股票策略☆29Jan 31, 2018Updated 8 years ago
- 101 alpha factors calculate based on Alpha101☆173Jun 24, 2019Updated 6 years ago
- python implement for WorldQuant-Alpha101☆60Aug 8, 2018Updated 7 years ago
- High frequency trading algorithm for Bitmex☆22Jun 22, 2020Updated 5 years ago
- High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)☆116May 20, 2024Updated last year
- Simulator of a basic order book flow and order execution☆18Mar 22, 2023Updated 3 years ago
- 两家交易所做比特币的高频对冲☆19Dec 5, 2019Updated 6 years ago
- 基于万矿平台，对alpha101因子进行测试并构造多因子策略☆94Jul 19, 2019Updated 6 years ago
- ☆171Dec 15, 2024Updated last year
- ☆376May 22, 2023Updated 2 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆152May 9, 2020Updated 5 years ago
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆256Apr 12, 2022Updated 3 years ago
- High Frequency Trading Strategies☆50Aug 14, 2017Updated 8 years ago
- 多因子指数增强策略/多因子全流程实现☆379Mar 6, 2024Updated 2 years ago
- 🌐 Documentation on the WorldQuant BRAIN market simulator and explicit examples of alpha signals.☆29Apr 11, 2025Updated 11 months ago
- implement worldquant 101 alpha for stock alpha strategy☆15Aug 4, 2020Updated 5 years ago
- An algorithmic trading robot written in Python.☆28Jun 4, 2017Updated 8 years ago
- High Frequency Market Making☆616Sep 24, 2023Updated 2 years ago
- a new simulator for statistical arbitrage☆15Sep 12, 2015Updated 10 years ago
- Creating Alphas - World Quant Brain☆15May 28, 2024Updated last year
- This is for the capstone project "Optimal Execution of a VWAP order".☆39Nov 21, 2019Updated 6 years ago
- Simple API automation for submitting WorldQuant BRAIN alphas☆188Jul 13, 2023Updated 2 years ago
- Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Ti…☆2,240Aug 27, 2022Updated 3 years ago
- TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative fin…☆50Jul 13, 2023Updated 2 years ago
- Performance analysis of predictive (alpha) stock factors☆4,178Feb 12, 2024Updated 2 years ago
- Vpin caculation and backtesting☆14Aug 16, 2019Updated 6 years ago
- A 3 part series of Jupyter notebooks to help one find alpha in the stock market with AI☆20Jun 10, 2023Updated 2 years ago
- Alpha,deap,数字货币☆14Dec 9, 2020Updated 5 years ago
- High Frequency Trading Strategy☆12Dec 20, 2018Updated 7 years ago
- 聚宽单因子分析工具☆621Feb 20, 2025Updated last year
- 中国版技术指标☆188Dec 27, 2023Updated 2 years ago
- Literature survey of order execution strategies implemented in python☆44Jul 24, 2020Updated 5 years ago
- This is a simulator to help with backtesting your alphas offline for platform WorldQuant BRAIN☆25Dec 2, 2024Updated last year
- ☆14Mar 16, 2021Updated 5 years ago
- Backtest result archive for Momentum Trading Strategies☆66Mar 18, 2019Updated 7 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆144May 6, 2023Updated 2 years ago
- Avellaneda-Stoikov HFT market making algorithm implementation☆652Jul 6, 2023Updated 2 years ago
- 量化研究-券商金工研报复现☆4,628Dec 29, 2025Updated 2 months ago