JVfisher / gammascalpingLinks
实行gamma scalping策略时的期权组合选择工具
☆16Updated 6 years ago
Alternatives and similar repositories for gammascalping
Users that are interested in gammascalping are comparing it to the libraries listed below
Sorting:
- verify OrderBook Tick Data Trading Strategy on futures.☆15Updated 6 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆34Updated 5 years ago
- High frequency trading algorithm for Bitmex☆23Updated 5 years ago
- Intraday momentum strategy that buys (sells) leveraged ETFs late in the trading session following a significant intraday gain (loss) and …☆26Updated last year
- A simply framework of researching stock data through LSTM by Tensorflow☆17Updated 6 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆25Updated 7 years ago
- Trend Prediction for High Frequency Trading☆42Updated 2 years ago
- High Frequency Jump Prediction Project☆37Updated 5 years ago
- High Frequency Trading Strategies☆46Updated 7 years ago
- Channel break out strategy for High Frequency Trading.☆14Updated 7 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆59Updated 2 years ago
- 基于聚宽平台,探索分钟级的高频交易☆34Updated 5 years ago
- This repo contains my reimplementation and improvement of DeepLOB model.☆29Updated 4 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
- Price Prediction with Machine Learning Models (practicum project at CME group)☆70Updated 9 years ago
- Some Quant ideas in Backtrader☆12Updated 3 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆12Updated 2 years ago
- 🏦 Collect quant trade strategy and deep learning trading implementation☆13Updated 7 years ago
- #易经 #道家 #十二生肖 #姓氏堂号子嗣贞节牌坊 #天文历法 #张灯结彩 #农历 #夜观星象 #廿四节气 # 算卜 #紫微斗数 #十二时辰 #生辰八字 #命运 #风水 《始祖赢政之子赢家黄氏江夏堂联富•秦谏——大秦赋》 万般皆下品,唯有读书高。🚩🇨🇳🏹🦔中科红旗,…☆49Updated 3 months ago
- Backtest result archive for Momentum Trading Strategies☆60Updated 6 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 6 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆14Updated 3 years ago
- A multi-factor stock selection model based on random forest with an average annualized yield of 33.74% from March 2014 to June 2017 when …☆16Updated 6 years ago
- This is the final project of Statistical Arbitrage course and it aims to apply pairs trading in high frequency data to realize auto-tradi…☆19Updated 6 years ago
- Literature survey of order execution strategies implemented in python☆44Updated 4 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆66Updated last year
- Exploring Optimal Order Execution in Simulated Limit Order Books☆18Updated 2 years ago
- 量化FOF框架☆13Updated 6 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 7 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago