Msfund / CTA_factor_backtrade
☆15Updated 6 years ago
Alternatives and similar repositories for CTA_factor_backtrade:
Users that are interested in CTA_factor_backtrade are comparing it to the libraries listed below
- Quant finance Portal based on project BearAlpha. This project contains strategy back test framework with backtrader, database construct w…☆17Updated 2 years ago
- ☆20Updated 4 years ago
- 基于机器学习的多因子研究框架☆14Updated 4 years ago
- Testing trading signals of commodity futures☆16Updated 5 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 6 years ago
- 基于聚宽平台,探索分钟级的高频交易☆33Updated 4 years ago
- 多因子选股框架☆20Updated 4 years ago
- 多因子模型相关☆21Updated 3 years ago
- Just another backtester☆20Updated 4 months ago
- 一些研报的复现☆12Updated 6 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆67Updated 9 years ago
- verify OrderBook Tick Data Trading Strategy on futures.☆15Updated 6 years ago
- lightweight backtester☆29Updated 4 months ago
- Backtrader量化策略研报复现☆28Updated 3 years ago
- Python Data Analysis and Financial Calculation☆65Updated 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
- ☆15Updated 3 years ago
- Stock trading strategy using tushare as datasource and pyalgotrade as backtesting platform☆16Updated 5 years ago
- my first factor-stock-selecting backtest function☆21Updated 4 years ago
- 衍生品定价、对冲回测与主观交易工具☆15Updated 3 years ago
- CTA_Strategies☆40Updated 7 years ago
- 改写了gplearn源码,原有的gplearn会把数据转为numpy,丢失了datetime和stockcode的原始信息。很难做截面的因子ic、ir分析,所以改动了相应的源码,使之可以做因子的截面ic分析。另外增加了时序函数和并行化框架ray的支持。☆18Updated last year
- High Frequency Trading Strategies☆44Updated 7 years ago
- The source code for the paper☆21Updated last year
- 量化研究-多因子模型☆20Updated last year
- 带界面的PandoraTrader☆13Updated 4 years ago
- Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…☆13Updated last week
- 沪深300指数纯因子组合构建☆51Updated 6 years ago
- 基于基因表达式规划算法的因子挖掘☆29Updated 3 years ago
- Some Quant ideas in Backtrader☆12Updated 3 years ago