TruthHun / Market-Maker-Trading
做市商交易(期货),基于Tick价差的交易策略
☆16Updated 6 years ago
Related projects: ⓘ
- 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 4 years ago
- 跨品种套利(期货) ,期货的跨品种套利策略☆16Updated 6 years ago
- 量化交易经典策略:alpha对冲(股票+期货) ,利用股指期货进行对冲的股票策略☆22Updated 6 years ago
- ☆25Updated this week
- Alpha研究平台☆17Updated 3 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
- 基于聚宽平台,探索分钟级的高频交易☆29Updated 4 years ago
- A Binance Futures trading and backteasting framework with Backtrader based on rodrigo-brito's backtrader-binance-bot☆23Updated 2 years ago
- verify OrderBook Tick Data Trading Strategy on futures.☆15Updated 5 years ago
- My Trading System - Quantified High-frequency Trading System☆12Updated 5 years ago
- 非平衡 订单流高频交易模型☆100Updated 5 years ago
- 把回测从vnpy抽出来,换成py3.5的,把wind的数据写进mongodb,数据结构参考vnpy的,增加遗传算法对策略的回测☆38Updated 6 years ago
- ☆17Updated this week
- CTP期货数据收集与中转程序☆40Updated 6 years ago
- 重新造轮子构建投资组合框架,适合大类资产配置和股票交易。☆49Updated 6 years ago
- ☆23Updated this week
- 跨期套利(期货),期货的跨期套利策略☆49Updated 6 years ago
- ☆45Updated last year
- 事件驱动的量化交易/做市框架。☆75Updated 5 years ago
- backtrader接入国内期货实盘交易☆54Updated 3 years ago
- High Frequency Trading Strategies☆40Updated 7 years ago
- 接入okcoin的数字货币行情,并在众安交易所做市☆23Updated 6 years ago
- 实行gamma scalping策略时的期权组合选择工具☆13Updated 5 years ago
- Derive order flow from Tick and Trade data.☆26Updated 3 years ago
- for 18HS MFOEC198 Introduction to systematic risk premia strategies traded at hedge funds (L+E)☆13Updated 4 years ago
- ☆14Updated 6 years ago
- vn.py到天勤行情的接口☆30Updated 6 years ago
- 用SVM构建高频交易策略☆13Updated 4 years ago
- 量化FOF框架☆11Updated 5 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 6 years ago