LUS8806 / csf-factorsLinks
☆13Updated 8 years ago
Alternatives and similar repositories for csf-factors
Users that are interested in csf-factors are comparing it to the libraries listed below
Sorting:
- Python Data Analysis and Financial Calculation☆65Updated 5 years ago
- 众人的因子回测框架 stock factor test☆28Updated this week
- ☆20Updated 4 years ago
- Just another backtester☆20Updated 6 months 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
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆105Updated last year
- 改进gplearn,主要使用在股票公式挖掘☆96Updated 5 years ago
- 获取经典的量化多因子模型数据☆80Updated 3 years ago
- 多因子模型相关☆22Updated 4 years ago
- 基于streamlit的因子分析app☆70Updated 2 months ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆45Updated 5 years ago
- 基于聚宽平台,探索分钟级的高频交易☆33Updated 5 years ago
- ☆26Updated 2 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
- High Frequency Trading☆109Updated 7 years ago
- 非平衡订单流高频交易模型☆108Updated 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☆124Updated 4 years ago
- python quant☆46Updated last year
- 沪深300指数增强模型☆84Updated 5 years ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆47Updated 5 years ago
- my first factor-stock-selecting backtest function☆21Updated 4 years ago
- 书籍配套代码☆53Updated 5 years ago
- High frequency factors based on order and trade data.☆51Updated last year
- ☆144Updated 2 months ago
- The source code for the paper☆21Updated last year
- ☆15Updated 3 years ago
- Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value …☆16Updated 6 months ago
- alpha投研示例☆75Updated last week
- 计算上证50ETF期权隐含波动率并验证波动率微笑☆32Updated 6 years ago
- Quant Studio Document☆24Updated 4 years ago