JunyueLiu / alphaFactory
☆14Updated last year
Related projects ⓘ
Alternatives and complementary repositories for alphaFactory
- 基于机器学习的多因子研究框架☆13Updated 4 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆11Updated last year
- High Frequency Trading Strategies☆41Updated 7 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆27Updated 3 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆22Updated last year
- Exploring Optimal Order Execution in Simulated Limit Order Books☆15Updated last year
- Repo for HFT project in CMF☆26Updated last year
- FactorLab is a python library that enables the discovery and analysis of alpha and risk factors used in the investment algorithm developm…☆18Updated this week
- Trend Prediction for High Frequency Trading☆38Updated last year
- This is for the capstone project "Optimal Execution of a VWAP order".☆30Updated 5 years ago
- High Frequency Jump Prediction Project☆34Updated 4 years ago
- ☆46Updated 3 years ago
- tools for alpha research☆23Updated 6 years ago
- ☆24Updated 8 years ago
- 这是一个包含Zakamouline和WW两种期权对冲策略的项目☆17Updated 2 years ago
- Market making strategies and scientific papers☆12Updated last year
- VeighNa框架的期权波动率交易模块☆32Updated last month
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆12Updated 3 years ago
- Testing trading signals of commodity futures☆14Updated 4 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆42Updated 2 years ago
- Quant finance Portal based on project BearAlpha. This project contains strategy back test framework with backtrader, database construct w…☆16Updated 2 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆24Updated 6 years ago
- ☆15Updated 2 years ago
- High Frequency Trading Strategy☆12Updated 5 years ago
- Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…☆18Updated 6 years ago
- 实行gamma scalping策略时的期权组合选择工具☆14Updated 5 years ago
- Collection of numerical methods for high frequency data, in Python notebooks☆13Updated 3 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆28Updated 3 years ago
- Phd repo☆16Updated 2 years ago