TruthHun / Market-Maker-TradingLinks
做市商交易(期货),基于Tick价差的交易策略
☆20Updated 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☆112Updated 7 years ago
- 基于聚宽平台,探索分钟级的高频交易☆36Updated 5 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
- My Trading System - Quantified High-frequency Trading System☆14Updated 6 years ago
- backtrader接入国内期货实盘交易☆76Updated 4 years ago
- verify OrderBook Tick Data Trading Strategy on futures.☆16Updated 6 years ago
- 跨期套利(期货),期货的跨期套利策略☆59Updated 7 years ago
- BT CCXT Store☆84Updated 4 years ago
- 用SVM构建高频交易策略☆13Updated 6 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
- 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。☆52Updated 7 years ago
- Event-Driven Backtester / Live Trader, inspired by QuantStart articles☆73Updated 6 years ago
- CTP期货数据收集与中转程序☆46Updated 7 years ago
- ☆72Updated 6 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…☆11Updated 8 years ago
- CTA_Strategies☆47Updated 8 years ago
- Python Data Analysis and Financial Calculation☆66Updated 6 years ago
- Alpha研究平台☆21Updated 4 years ago
- Just another backtester☆22Updated 2 months ago
- High Frequency Trading Strategies☆48Updated 8 years ago
- A Binance Futures trading and backteasting framework with Backtrader based on rodrigo-brito's backtrader-binance-bot☆25Updated 3 years ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆111Updated last year
- 基于vnpy的ctp接口的python3版本简单示例☆72Updated 6 years ago
- High frequency prediction of Chinese stock returns. Orderbook data generation. High frequency factors construction.☆18Updated 2 years ago
- A tool as Data Analyzer for commodity or stock by DataFrame☆81Updated 6 years ago
- Demonstrative examples for developing quantitative and systematic strategies☆37Updated 2 years ago
- 基于streamlit的因子分析app☆83Updated 7 months ago
- ☆53Updated 2 years ago