Msfund / CTA_factor_backtrade
☆14Updated 6 years ago
Related projects ⓘ
Alternatives and complementary repositories for CTA_factor_backtrade
- Quant finance Portal based on project BearAlpha. This project contains strategy back test framework with backtrader, database construct w…☆16Updated 2 years ago
- Just another backtester☆20Updated 3 years ago
- 一些研报的复现☆11Updated 6 years ago
- 基于机器学习的多因子研究框架☆13Updated 4 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 6 years ago
- Stock trading strategy using tushare as datasource and pyalgotrade as backtesting platform☆15Updated 4 years ago
- ☆20Updated 3 years ago
- 多因子模型相关☆21Updated 3 years ago
- 多因子选股框架☆21Updated 3 years ago
- lightweight backtester☆26Updated 2 months ago
- 基于聚宽平台,探索分钟级的高频交易☆31Updated 4 years ago
- Some Quant ideas in Backtrader☆11Updated 2 years ago
- verify OrderBook Tick Data Trading Strategy on futures.☆15Updated 5 years ago
- Backtrader量化策略研报复现☆25Updated 2 years ago
- Alpha研究平台☆17Updated 3 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆42Updated 4 years ago
- Testing trading signals of commodity futures☆14Updated 4 years ago
- VeighNa框架的期权波动率交易模块☆32Updated last month
- Price Prediction with Machine Learning Models (practicum project at CME group)☆65Updated 8 years ago
- This program focused on the core concepts and practice of quantitative investment (multi-factor combination analysis, technical analysis …☆42Updated 4 years ago
- 沪深300指数增强模型☆75Updated 5 years ago
- Pairs Trading in CTA trending strategy backtesting, by iterateing parameters on the last 6 months and pick the optimal one, then start tr…☆12Updated 7 years ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆55Updated 2 years ago
- 实行gamma scalping策略时的期权组合选择工具☆14Updated 5 years ago
- Python Data Analysis and Financial Calculation☆63Updated 5 years ago
- A multi-factor stock selection model based on random forest with an average annualized yield of 33.74% from March 2014 to June 2017 when …☆13Updated 5 years ago
- CTA_Strategies☆40Updated 7 years ago
- Demonstrative examples for developing quantitative and systematic strategies☆35Updated last year