Harvey-Sun / World_Quant_AlphasLinks
World Quant 101 alphas的计算和策略化
☆320Updated 8 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
Sorting:
- ☆117Updated 6 years ago
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆253Updated 3 years ago
- Benchmark Dataset of Limit Order Book in China Markets☆214Updated 4 years ago
- 101 alpha factors calculate based on Alpha101☆164Updated 6 years ago
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆381Updated 7 years ago
- Barra-Multiple-factor-risk-model☆148Updated 8 years ago
- Supplemental Material for Algorithmic Trading and Quantitative Strategies☆305Updated 4 years ago
- Analysis of High Frequency Trading on Bitcoin exchanges☆169Updated 8 years ago
- Code implementation of the Quantigic 101 Formulaic Alphas☆672Updated 6 years ago
- Provide risk forecasts by Barra China Equity Model☆173Updated 7 years ago
- ☆163Updated 2 years ago
- ☆213Updated 5 years ago
- 基于万矿平台,对alpha101因子进行测试并构造多因子策略☆94Updated 6 years ago
- experiments with pair trading☆332Updated last year
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆67Updated 5 years ago
- Mining technical factors based on symbolic regression via genetic algorithm☆215Updated 2 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆143Updated 2 years ago
- An event-driven backtester☆112Updated 6 years ago
- Barra Multifactor Model☆160Updated 5 years ago
- 非平衡订单流高频交易模型☆113Updated 7 years ago
- The book <Advanced Algorithmic Trading> and its source code☆61Updated 8 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆270Updated 3 years ago
- Order Imbalance Strategy in High Frequency Trading☆141Updated 7 years ago
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆236Updated 2 years ago
- A well-tuned algorithm to generate & draw support/resistance line on time series. 根据时间序列自动生成支撑线压力线☆152Updated 5 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆124Updated 6 years ago
- High-frequency statistical arbitrage☆241Updated 2 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆135Updated 7 years ago
- ☆209Updated 2 years ago
- python implement for WorldQuant-Alpha101☆60Updated 7 years ago