Ktry1991 / quantLinks
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
Sorting:
- 沪深300指数增强模型☆85Updated 5 years ago
- 基于聚宽平台,探索分钟级的高频交易☆34Updated 5 years ago
- 多因子模型相关☆22Updated 4 years ago
- Backtrader量化策略研报复现☆31Updated 3 years ago
- 非平衡订单流高频交易模型☆110Updated 6 years ago
- stock☆89Updated 4 years ago
- Python Data Analysis and Financial Calculation☆66Updated 5 years ago
- 沪深300指数纯因子组合构建☆52Updated 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☆125Updated 5 years ago
- 量化开发 多因子选股模型☆136Updated 6 years ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆62Updated 2 years ago
- alpha投研示例☆78Updated 3 weeks ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆65Updated 7 years ago
- 改进gplearn,主要使用在股票公式挖掘☆97Updated 5 years ago
- High Frequency Trading Strategies☆49Updated 7 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…☆66Updated 4 years ago
- 获取经典的量化多因子模型数据☆81Updated 3 years ago
- Collect knowledge around systematic trading, including software design, trading strategies, statistical skill. 量化交易/系统化交易知识集☆43Updated last year
- 多因子策略回测框架☆33Updated 5 years ago
- 众人的因子回测框架 stock factor test☆28Updated 3 weeks ago
- 期权行情数据获取,包括实时tick数据,分钟数据,k线数据☆45Updated 2 years ago
- ☆20Updated 4 years ago
- 基于streamlit的因子分析app☆74Updated 3 months ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆108Updated last year
- 基于华泰研报对原alpha101代码进行简化和拓展☆45Updated 5 years ago
- High frequency factors based on order and trade data.☆56Updated last year
- Demonstrative examples for developing quantitative and systematic strategies☆38Updated last year
- 基于万矿平台,对alpha101因子进行测试并构造多因子策略☆92Updated 6 years ago
- Alpha研究平台☆21Updated 3 years ago
- backtrader接入国内期货实盘交易☆74Updated 3 years ago