JVfisher / gammascalping
实行gamma scalping策略时的期权组合选择工具
☆15Updated 6 years ago
Alternatives and similar repositories for gammascalping:
Users that are interested in gammascalping are comparing it to the libraries listed below
- Some Quant ideas in Backtrader☆11Updated 3 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆52Updated 2 years ago
- Trend Prediction for High Frequency Trading☆39Updated 2 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 …☆14Updated 6 years ago
- verify OrderBook Tick Data Trading Strategy on futures.☆15Updated 5 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆33Updated 5 years ago
- A simply framework of researching stock data through LSTM by Tensorflow☆17Updated 6 years ago
- Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.☆11Updated 2 years ago
- High Frequency Trading Strategies☆41Updated 7 years ago
- Literature survey of order execution strategies implemented in python☆41Updated 4 years ago
- This trading strategy deploy the copula model to define the divergence of two correlated asset. The backtesting system is built on backtr…☆22Updated 2 years ago
- XGBoost is known to be fast and achieve good prediction results as compared to the regular gradient boosting libraries. This project atte…☆31Updated 5 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆12Updated 2 years ago
- Particle swarm optimization (PSO) in algorithmic trading example using Backtrader backtesting framework.☆19Updated 4 years ago
- Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…☆20Updated 6 years ago
- Channel break out strategy for High Frequency Trading.☆13Updated 6 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆13Updated 3 years ago
- 基于聚宽平台，探索分钟级的高频交易☆34Updated 4 years ago
- A financial trading method using machine learning.☆60Updated last year
- A low frequency statistical arbitrage strategy☆19Updated 6 years ago
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆28Updated 11 months ago
- for 18HS MFOEC198 Introduction to systematic risk premia strategies traded at hedge funds (L+E)☆13Updated 4 years ago
- ☆17Updated 8 years ago
- High Frequency Jump Prediction Project☆35Updated 4 years ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆56Updated 2 years ago
- Gamma Scalping Trading Strategies☆18Updated 8 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆25Updated 7 years ago
- 多因子模型相关☆21Updated 3 years ago
- Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM☆10Updated 4 years ago