Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio management and optimization.
☆56Jun 22, 2022Updated 4 years ago
Alternatives and similar repositories for Intelligent-Quantitative-Trading
Users that are interested in Intelligent-Quantitative-Trading are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Quantitative finance research notebooks☆28Jan 24, 2020Updated 6 years ago
- Different quantitative trading models research☆54Dec 17, 2024Updated last year
- High Frequency Market Making: Optimal Quoting☆18Mar 20, 2023Updated 3 years ago
- event-driven trading and backtesting engine☆20Nov 25, 2024Updated last year
- A collection of projects published by Bloomberg's Quantitative Finance Research team.☆143Oct 19, 2021Updated 4 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- FactorLab is a python library which enables the transformation of raw data into informative alpha and risk factors used in the investment…☆32Mar 4, 2022Updated 4 years ago
- Quantitative finance research tools in Python☆465Feb 2, 2023Updated 3 years ago
- tools for alpha research☆23Dec 20, 2017Updated 8 years ago
- Q-quant和因子投资实证汇总☆24Jul 5, 2021Updated 5 years ago
- AI based alpha research for trading☆52May 19, 2026Updated 3 months ago
- A main CTA backtesting system and several research of utilizing machine learning on asset pricing☆15Jul 31, 2026Updated last month
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆13May 30, 2021Updated 5 years ago
- As a student majoring in Financial Mathematics, I think that python is a very useful tool to quantitative research. So I create this proj…☆16Sep 3, 2017Updated 8 years ago
- High Frequency Trading Strategy☆12Dec 20, 2018Updated 7 years ago
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- Alpha mining with DEAP-based genetic programming.☆11Jul 7, 2023Updated 3 years ago
- A 3 part series of Jupyter notebooks to help one find alpha in the stock market with AI☆18Jun 10, 2023Updated 3 years ago
- Code implementations of my studies on the book Advances in Financial Machine Learning☆12May 18, 2020Updated 6 years ago
- A simple template for theoretical computer science assignments☆12Sep 6, 2023Updated 2 years ago
- Quantitative Trading☆18Mar 9, 2020Updated 6 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆76Dec 23, 2020Updated 5 years ago
- binance合约交易量化交易框架 此框架为策略编写框架,带有不同的回测和画图功能。 基于此框架可研发多因子模型和多种机器学习模型。 该框架还实现了多时间级别预测的联立☆28Dec 16, 2024Updated last year
- A Deep Reinforcement Learning model for high volume and frequency Forex Portfolio Management☆13Jan 11, 2023Updated 3 years ago
- ☆15Jun 10, 2020Updated 6 years ago
- End-to-end encrypted cloud storage - Proton Drive • AdSpecial offer: 40% Off Yearly / 80% Off First Month. Protect your most important files, photos, and documents from prying eyes.
- Alpha Generation using Data Science and Quantitative Analysis with integrated Risk Model☆62Nov 14, 2020Updated 5 years ago
- This Python code complements the video on the quantpie YouTube channel (https://www.youtube.com/c/quantpie), and contains the various fun…☆10Feb 21, 2020Updated 6 years ago
- This project is to monitor the arbitrage opportunity of stocks, options and futures every second based on Put-Call parity in Chinese stoc…☆20Oct 20, 2018Updated 7 years ago
- Backtest and run stock trading CFD strategies tick by tick☆13Mar 29, 2021Updated 5 years ago
- Collection of numerical methods for high frequency data, in Python notebooks☆13Mar 10, 2021Updated 5 years ago
- Quantitative Trading Library☆31Apr 14, 2016Updated 10 years ago
- Python DQN for practicable portfolio management☆13Sep 6, 2020Updated 5 years ago
- Stochastic local volatility model calibration☆20Apr 23, 2021Updated 5 years ago
- ☆25Oct 1, 2018Updated 7 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Portfolio Optimisation is a fundamental problem in Financial Mathematics.The objective of this project is to explore the applicability of…☆13Nov 10, 2020Updated 5 years ago
- 多因子模型相关☆23Jun 16, 2021Updated 5 years ago
- ☆28Dec 2, 2021Updated 4 years ago
- ☆11Oct 6, 2020Updated 5 years ago
- quantitative investment; genetic algorithm; data mining☆35Sep 3, 2024Updated last year
- My Personal Site☆13May 15, 2023Updated 3 years ago
- Quantitative Finance tools☆649Jul 6, 2023Updated 3 years ago