JunyueLiu / alphaFactoryLinks
☆15Updated 2 years ago
Alternatives and similar repositories for alphaFactory
Users that are interested in alphaFactory are comparing it to the libraries listed below
Sorting:
- 基于机器学习的多因子研究框架☆14Updated 5 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆13Updated 2 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 4 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆24Updated 2 years ago
- This repo contains my reimplementation and improvement of DeepLOB model.☆30Updated 4 years ago
- Testing trading signals of commodity futures☆17Updated 5 years ago
- Quant finance Portal based on project BearAlpha. This project contains strategy back test framework with backtrader, database construct w…☆17Updated 3 years ago
- ☆12Updated 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 3 years ago
- High Frequency Jump Prediction Project☆37Updated 5 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 …☆17Updated 6 years ago
- ☆19Updated 8 years ago
- Trend Prediction for High Frequency Trading☆42Updated 2 years ago
- Time-Series Momentum Strategies☆12Updated 7 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆34Updated 5 years ago
- ☆23Updated 5 years ago
- from for/if/else to my first option back-test function☆18Updated 5 years ago
- High Frequency Trading Strategies☆49Updated 8 years ago
- 多因子选股框架☆24Updated 4 years ago
- Deep learning models for high-frequency financial data (limited order book)☆19Updated 6 years ago
- The course, authored by Prof. Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading) …☆13Updated 7 years ago
- 基于聚宽平台,探索分钟级的高频交易☆34Updated 5 years ago
- High Frequency Trading Strategy☆12Updated 6 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆30Updated 4 years ago
- Literature survey of order execution strategies implemented in python☆44Updated 5 years ago
- 实行gamma scalping策略时的期权组合选择工具☆16Updated 6 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆61Updated 2 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆27Updated 7 years ago
- 量化研究-多因子模型☆21Updated 2 years ago
- ☆15Updated 7 years ago