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☆14Updated 3 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆25Updated 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
- This repo contains my reimplementation and improvement of DeepLOB model.☆32Updated 4 years ago
- ☆12Updated 4 years ago
- ☆19Updated 8 years ago
- Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…☆23Updated 7 years ago
- Testing trading signals of commodity futures☆17Updated 5 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆35Updated 6 years ago
- ☆24Updated 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
- Q-quant和因子投资实证汇总☆23Updated 4 years ago
- High Frequency Jump Prediction Project☆39Updated 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
- 这是一个包含Zakamouline和WW两种期权对冲策略的项目☆18Updated 3 years ago
- High Frequency Trading Strategies☆48Updated 8 years ago
- Deep learning models for high-frequency financial data (limited order book)☆19Updated 6 years ago
- ☆15Updated 7 years ago
- 基于聚宽平台，探索分钟级的高频交易☆36Updated 5 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆28Updated 4 years ago
- Trend Prediction for High Frequency Trading☆43Updated 3 years ago
- Phd repo☆18Updated 3 years ago
- Option Strategy for Futures☆16Updated 5 years ago
- High Frequency Trading Strategy☆12Updated 6 years ago
- Collection of numerical methods for high frequency data, in Python notebooks☆13Updated 4 years ago
- Pytorch implementation of TransLOB from Transformer for limit order books☆29Updated 2 years ago
- Code to support my Master's thesis☆22Updated 2 years ago
- We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise wealth trading zero-cos…☆10Updated 5 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Updated 4 years ago