Ktry1991 / quant
量化交易策略-多行业协整配对交易策略
☆25Updated 7 years ago
Alternatives and similar repositories for quant:
Users that are interested in quant are comparing it to the libraries listed below
- 基于聚宽平台，探索分钟级的高频交易☆33Updated 4 years ago
- Backtrader量化策略研报复现☆28Updated 3 years ago
- 多因子策略回测框架☆32Updated 5 years ago
- 多因子模型相关☆21Updated 3 years ago
- 沪深300指数增强模型☆81Updated 5 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆44Updated 5 years ago
- 基于万矿平台，对alpha101因子进行测试并构造多因子策略☆92Updated 5 years ago
- 沪深300指数纯因子组合构建☆51Updated 6 years ago
- 获取经典的量化多因子模型数据☆76Updated 3 years ago
- 非平衡订单流高频交易模型☆108Updated 6 years ago
- ☆50Updated last year
- Demonstrative examples for developing quantitative and systematic strategies☆38Updated last year
- 根据20170925-华泰期货-CTA量化策略因子系列（二）：动量因子研报进行复现☆25Updated 2 years ago
- Python Data Analysis and Financial Calculation☆65Updated 5 years ago
- alpha投研示例☆72Updated 2 weeks ago
- 多因子选股(股票) ,基于Fama三因子构成的多因子策略☆76Updated 7 years ago
- ☆37Updated 2 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 6 years ago
- 计算波动率的六种方法，计算隐含波动率，凤凰期权的定价，编制基于50ETF期权的VIX指数☆121Updated 4 years ago
- stock☆87Updated 3 years ago
- A risk evaluation program that follows BARRA's CNE6 and USE4 risk model to predict the risk and distribution of factors in a portfolio. C…☆64Updated 4 years ago
- Just another backtester☆20Updated 4 months ago
- 因子构建、单因子测试☆71Updated 4 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆63Updated 7 years ago
- High Frequency Trading Strategies☆44Updated 7 years ago
- High frequency factors based on order and trade data.☆49Updated last year
- CTP期货数据收集与中转程序☆45Updated 6 years ago
- [iewoai]量化投资学习，多因子、三因子、五因子、索罗斯投资策略☆58Updated 5 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆62Updated 4 years ago
- 基于基因表达式规划算法的因子挖掘☆29Updated 3 years ago