TruthHun / Market-Maker-Trading
做市商交易(期货),基于Tick价差的交易策略
☆17Updated 6 years ago
Related projects ⓘ
Alternatives and complementary repositories for Market-Maker-Trading
- 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 5 years ago
- 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
- Derive order flow from Tick and Trade data.☆26Updated 3 years ago
- 虚拟币 跨市场 做市套利策略实现 基于VNPY☆12Updated 5 years ago
- 接入okcoin的数字货币行情,并在众安交易所做市☆23Updated 7 years ago
- ☆11Updated 6 years ago
- Just another backtester☆20Updated 3 years ago
- verify OrderBook Tick Data Trading Strategy on futures.☆15Updated 5 years ago
- 非平衡订单流高频交易模型☆102Updated 6 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆24Updated 6 years ago
- High Frequency Trading Strategies☆41Updated 7 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆28Updated 3 years ago
- lightweight backtester☆26Updated 2 months ago
- 事件驱动的量化交易/做市框架。☆80Updated 5 years ago
- Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM☆10Updated 4 years ago
- 用SVM构建高频交易策略☆13Updated 5 years ago
- Python Data Analysis and Financial Calculation☆63Updated 5 years ago
- for 18HS MFOEC198 Introduction to systematic risk premia strategies traded at hedge funds (L+E)☆13Updated 4 years ago
- AS model performance versus trivial delta for market-makers☆17Updated 2 years ago
- 跨期套利(期货),期货的 跨期套利策略☆50Updated 6 years ago
- 跨品种套利(期货) ,期货的跨品种套利策略☆16Updated 6 years ago
- 基于聚宽平台,探索分钟级的高频交易☆31Updated 4 years ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆85Updated 6 months ago
- backtrader接入国内期货实盘交易☆60Updated 3 years ago
- My Trading System - Quantified High-frequency Trading System☆14Updated 5 years ago
- vn.py到天勤行情的接口☆30Updated 6 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 6 years ago