TruthHun / Market-Maker-TradingLinks
做市商交易(期货),基于Tick价差的交易策略
☆22Updated 7 years ago
Alternatives and similar repositories for Market-Maker-Trading
Users that are interested in Market-Maker-Trading are comparing it to the libraries listed below
Sorting:
- 事件驱动的量化交易/做市框架。☆83Updated 6 years ago
- 非平衡订单流高频交易模型☆113Updated 7 years ago
- tick价差套利(参考vnpy网友资料、vnpy论坛资料、windquant): 1、按被动腿时间戳对齐 2、profile函数展示(需要py3) 3、平稳性检验 4、对冲手数计算 5、2sigma开仓,3sigma止损(或者赌价差扩散?)6、连续止损后cool down一…☆14Updated 6 years ago
- 跨期套利(期货),期货的跨期套利策略☆59Updated 7 years ago
- 量化交易策略-多行业协整配对交易策略☆25Updated 7 years ago
- Some naive low frequency stock market strategy back test algorithm including grid trading☆36Updated 2 years ago
- A tool as Data Analyzer for commodity or stock by DataFrame☆81Updated 6 years ago
- Just another backtester☆22Updated 3 months ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆111Updated last year
- My Trading System - Quantified High-frequency Trading System☆14Updated 6 years ago
- 跨品种套利(期货) ,期货的跨品种套利策略☆17Updated 7 years ago
- Event-Driven Backtester / Live Trader, inspired by QuantStart articles☆74Updated 6 years ago
- BT CCXT Store☆85Updated 4 years ago
- 接入okcoin的数字货币行情,并在众安交易所做市☆23Updated 8 years ago
- Demonstrative examples for developing quantitative and systematic strategies☆37Updated 2 years ago
- High Frequency Trading Strategies☆48Updated 8 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆33Updated 4 years ago
- Derive order flow from Tick and Trade data.☆32Updated 4 years ago
- backtrader接入国内期货实盘交易☆76Updated 4 years ago
- ☆72Updated 6 years ago
- verify OrderBook Tick Data Trading Strategy on futures.☆16Updated 6 years ago
- ☆52Updated 2 years ago
- #易经 #道家 #十二生肖 #姓氏堂号子嗣贞节牌坊 #天文历法 #张灯结彩 #农历 #夜观星象 #廿四节气 #算卜 #紫微斗数 #十二时辰 #生辰八字 #命运 #风水 《始祖赢政之子赢家黄氏江夏堂联富•秦谏——大秦赋》 万般皆下品,唯有读书高。🚩🇨🇳🏹🦔中科红旗,…☆50Updated 7 months ago
- 基于聚宽平台,探索分钟级的高频交易☆36Updated 5 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆72Updated 9 years ago
- ☆42Updated 4 years ago
- A Binance Futures trading and backteasting framework with Backtrader based on rodrigo-brito's backtrader-binance-bot☆25Updated 3 years ago
- ☆28Updated 3 years ago
- High Frequency Trading☆111Updated 7 years ago
- 用SVM构建高频交易策略☆13Updated 6 years ago