JVfisher / gammascalpingLinks
实行gamma scalping策略时的期权组合选择工具
☆18Updated 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.☆16Updated 6 years ago
- 基于聚宽平台,探索分钟级的高频交易☆36Updated 5 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆36Updated 6 years ago
- A simply framework of researching stock data through LSTM by Tensorflow☆17Updated 6 years ago
- Trend Prediction for High Frequency Trading☆42Updated 3 years ago
- High frequency trading algorithm for Bitmex☆22Updated 5 years ago
- 🏦 Collect quant trade strategy and deep learning trading implementation☆13Updated 7 years ago
- Some Quant ideas in Backtrader☆12Updated 3 years ago
- Collect knowledge around systematic trading, including software design, trading strategies, statistical skill. 量化交易/系统化交易知识集☆46Updated 2 years ago
- tick价差套利(参考vnpy网友资料、vnpy论坛资料、windquant): 1、按被动腿时间戳对齐 2、profile函数展示(需要py3) 3、平稳性检验 4、对冲手数计算 5、2sigma开仓,3sigma止损(或者赌价差扩散?)6、连续止损后cool down一…☆14Updated 6 years ago
- Implementing a medium freq trading strategy by estimating price impact via order flow.☆16Updated 5 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆27Updated 7 years ago
- Channel break out strategy for High Frequency Trading.☆15Updated 7 years ago
- Derive order flow from Tick and Trade data.☆33Updated 4 years ago
- This repo contains my reimplementation and improvement of DeepLOB model.☆32Updated 4 years ago
- Intraday momentum strategy that buys (sells) leveraged ETFs late in the trading session following a significant intraday gain (loss) and …☆27Updated last year
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆70Updated 3 years ago
- Python implementation of the strategies described in the book "151 trading strategies", written by Kakushadze and Serur.☆79Updated 5 years ago
- High Frequency Trading Strategies☆48Updated 8 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆71Updated 9 years ago
- ☆24Updated 5 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 7 years ago
- 用SVM构建高频交易策略☆13Updated 6 years ago
- ☆15Updated 7 years ago
- High Frequency Jump Prediction Project☆38Updated 5 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Updated 9 years ago
- VeighNa框架的期权波动率交易模块☆57Updated last week
- This program focused on the core concepts and practice of quantitative investment (multi-factor combination analysis, technical analysis …☆47Updated 5 years ago
- lightweight backtester☆30Updated 7 months 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…☆14Updated 6 years ago