LucindaYa / quant-resources
resources of quantitative trading
☆76Updated 5 years ago
Alternatives and similar repositories for quant-resources:
Users that are interested in quant-resources are comparing it to the libraries listed below
- ☆287Updated last year
- 2 books and related source codes for algorithmic trading.☆489Updated 9 months ago
- The CQF program☆88Updated 8 years ago
- ☆136Updated last year
- High-frequency statistical arbitrage☆177Updated last year
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆208Updated 2 years ago
- Performance analysis of predictive (alpha) stock factors☆381Updated 6 months ago
- experiments with pair trading☆284Updated 3 months ago
- Code implementation of the Quantigic 101 Formulaic Alphas☆485Updated 6 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☆41Updated last year
- Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.☆416Updated 11 months ago
- I will upload and update my quant strategies here☆53Updated 6 years ago
- CS7641 Team project☆93Updated 4 years ago
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆294Updated last week
- Implementation of HFT backtesting simulator and Stoikov strategy☆113Updated last year
- 非平衡订单流高频交易模型☆107Updated 6 years ago
- btplotting provides plotting for backtests, optimization results and live data from backtrader.☆358Updated 7 months ago
- The book <Advanced Algorithmic Trading> and its source code☆58Updated 7 years ago
- Supplemental Material for Algorithmic Trading and Quantitative Strategies☆279Updated 4 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆108Updated 11 months ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆70Updated 4 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆62Updated 4 years ago
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆122Updated 3 years ago
- High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)☆99Updated 10 months ago
- Top training materials in quantitative finance☆408Updated 6 months ago
- FinML: A Practical Machine Learning Framework for Dynamic Stock Selection☆130Updated last year
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆564Updated 2 weeks ago
- A collection of homeworks of market microstructure models.☆227Updated 6 years ago
- powerful ai-copilot for quant traders and researchers☆153Updated 10 months ago
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆70Updated last year