MATLAB toolbox for high frequency portfolio analysis, intraday backtesting and optimization
☆32Feb 10, 2016Updated 10 years ago
Alternatives and similar repositories for PE-HFT-Matlab
Users that are interested in PE-HFT-Matlab are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆70Aug 8, 2017Updated 9 years ago
- R package for high frequency trading (HFT) backtests, intraday portfolio analysis and portfolio optimization.☆16Feb 8, 2016Updated 10 years ago
- Momentum and position based trading strategy analysis☆11May 31, 2017Updated 9 years ago
- For the first time we derived a closed form solution for Black-Scholes impled volatility☆11Apr 11, 2020Updated 6 years ago
- 带界面的PandoraTrader☆15Sep 7, 2020Updated 6 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Simple backtester for human.☆74Jul 17, 2017Updated 9 years ago
- DEPRECATED Former Matlab version of Quantiacs toolbox and sample trading strategies. New toolbox available at: https://github.com/quantia…☆17Mar 19, 2021Updated 5 years ago
- The backtest package provides facilities for exploring portfolio-based conjectures about financial instruments (stocks, bonds, swaps, opt…☆20Jul 8, 2021Updated 5 years ago
- ☆22Feb 11, 2026Updated 8 months ago
- Time series data similarity matching based on Fourier Transform and Wavelet Transform.☆10Apr 2, 2021Updated 5 years ago
- A Surrogate Model with Data Augmentation and Deep Transfer Learning for Temperature Field Prediction of Heat Source Layout☆11Nov 25, 2020Updated 5 years ago
- This project's aim is to 1) build macro (inflation, interest rates) factor mimicking portfolios (FMPs), 2) compare the performance of dif…☆18Jan 27, 2026Updated 9 months ago
- 非平衡订单流高频交易模型☆115Nov 6, 2018Updated 8 years ago
- Fortran fLuid Object☆11Mar 25, 2020Updated 6 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- 二进制行情存储格式☆32Jun 29, 2017Updated 9 years ago
- Multi region (air, solid) plasma actuator OpenFOAM solver☆12Nov 9, 2020Updated 5 years ago
- Assets' Risk Management Using Mean-Variance Opt Based On Mult-Factors Trending Prediction☆30Mar 31, 2017Updated 9 years ago
- Semi-automated investing strategy (risk parity)☆28Oct 27, 2016Updated 10 years ago
- 非 SWIG 纯 Go 原生上海期货 CTP SDK 简洁封装☆11Dec 14, 2024Updated last year
- 基于QFactor模型的A股实证研究☆20Sep 4, 2019Updated 7 years ago
- Binance Futures C++ : A C++17 library. This has been redesigned, see binancebeast repo.☆11Aug 29, 2021Updated 5 years ago
- Functions built on material from Columbia's Coursera courses on Financial Engineering and Risk Management (I & II).☆16Jan 15, 2018Updated 8 years ago
- Python implementation of scalable support vector clustering☆14Feb 10, 2021Updated 5 years ago
- Open source password manager - Proton Pass • AdSecurely store, share, and autofill your credentials with Proton Pass, the end-to-end encrypted password manager trusted by millions.
- source : http://coin.wne.uw.edu.pl/pwojcik/hfd_en.html☆37Jul 12, 2018Updated 8 years ago
- An exponential moving average class for Arduino/Wiring.☆13Aug 2, 2015Updated 11 years ago
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Sep 23, 2024Updated 2 years ago
- ☆23Jul 1, 2023Updated 3 years ago
- 一个通用的框架,后续增加DDS支持☆11Oct 10, 2023Updated 3 years ago
- my first test☆259Sep 19, 2019Updated 7 years ago
- Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM☆10May 11, 2020Updated 6 years ago
- Web app - FX Trading Simulation and Historic Data Visualisation☆10Jun 29, 2016Updated 10 years ago
- fortran program to solve simple cfd problem☆10May 13, 2016Updated 10 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- 使用MATLAB开发的量化回测系统☆11Oct 21, 2018Updated 8 years ago
- A C++ framework for building concurrent applications concerned with processing streams of data at very high speeds☆12Apr 10, 2015Updated 11 years ago
- 天勤量化 TQSDK 期货期权行情/历史数据/交易 go 语言接口封装☆16Aug 29, 2026Updated 2 months ago
- Machine Learning for Quantitative Finance☆26Jun 8, 2018Updated 8 years ago
- Collection of lectures, courses and books for hydrodynamic, computational physics and programming☆15Mar 18, 2021Updated 5 years ago
- CTP CTPTradeApi☆13Dec 24, 2019Updated 6 years ago
- Apply different deep learning models to limit order book.☆13Mar 6, 2018Updated 8 years ago