JunyueLiu / alphaFactory
☆14Updated 2 years ago
Alternatives and similar repositories for alphaFactory
Users that are interested in alphaFactory are comparing it to the libraries listed below
Sorting:
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆12Updated 2 years ago
- High Frequency Trading Strategies☆44Updated 7 years ago
- 基于机器学习的多因子研究框架☆14Updated 4 years ago
- High Frequency Jump Prediction Project☆36Updated 4 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆24Updated 2 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆33Updated 5 years ago
- Channel break out strategy for High Frequency Trading.☆14Updated 6 years ago
- Literature survey of order execution strategies implemented in python☆44Updated 4 years ago
- 基于聚宽平台,探索分钟级的高频交易☆33Updated 4 years ago
- Testing trading signals of commodity futures☆16Updated 5 years ago
- 一些研报的复现☆12Updated 6 years ago
- High Frequency Trading Strategy☆12Updated 6 years ago
- 多因子模型相关☆21Updated 3 years ago
- Alpha研究平台☆19Updated 3 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
- 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…☆14Updated 5 years ago
- from for/if/else to my first option back-test function☆16Updated 4 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆18Updated 2 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 6 years ago
- 实行gamma scalping策略时的期权组合选择工具☆15Updated 6 years ago
- tools for alpha research☆23Updated 7 years ago
- Trend Prediction for High Frequency Trading☆40Updated 2 years ago
- Q-quant和因子投资实证汇总☆20Updated 3 years ago
- Quantlib是一个个人维护、使用的量化模块,主要用于金融数据的获取、清洗、变换和分析等功能。☆21Updated 7 years ago
- ☆12Updated 4 years ago
- ☆16Updated 4 years ago
- Risk Parity and Factors Model on multi asseet management☆22Updated 4 years ago
- Quant finance Portal based on project BearAlpha. This project contains strategy back test framework with backtrader, database construct w…☆17Updated 2 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 3 years ago
- verify OrderBook Tick Data Trading Strategy on futures.☆15Updated 6 years ago