JimmyStudio / CTPTraderLinks
back testing and trading system by python and c++
☆9Updated 7 years ago
Alternatives and similar repositories for CTPTrader
Users that are interested in CTPTrader are comparing it to the libraries listed below
Sorting:
- Channel break out strategy for High Frequency Trading.☆14Updated 7 years ago
- This project deals with the use of machine learning to predict changes in stock values as well as we incorporating study on effect of dif…☆13Updated 7 years ago
- 把回测从vnpy抽出来,换成py3.5的,把wind的数据写进mongodb,数据结构参考vnpy的,增加遗传算法对策略的回测☆39Updated 7 years ago
- In the high-frequency era of trading, orders of stocks can be executed under a millsecond. The information about the thousands of orders …☆10Updated 9 years ago
- Randomly partitions time series segments into train, development, and test sets; Trains multiple models optimizing parameters for develo…☆11Updated 5 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆25Updated 7 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Updated 9 years ago
- verify OrderBook Tick Data Trading Strategy on futures.☆15Updated 6 years ago
- High Frequency Trading Strategy☆12Updated 6 years ago
- 结合深度学习的期货程序化交易系统☆19Updated 7 years ago
- ☆39Updated 7 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…