TruthHun / cross-speciesc-arbitrage
跨品种套利(期货) ,期货的跨品种套利策略
☆17Updated 7 years ago
Alternatives and similar repositories for cross-speciesc-arbitrage:
Users that are interested in cross-speciesc-arbitrage are comparing it to the libraries listed below
- 跨期套利(期货),期货的跨期套利策略☆54Updated 7 years ago
- 事件驱动的量化交易/做市框架。☆81Updated 5 years ago
- 学习vnpy框架写的一些测试代码☆16Updated 8 years ago
- 量化交易策略-多行业协整配对交易策略☆25Updated 7 years ago
- ☆75Updated 5 years ago
- 非平衡订单流高频交易模型☆108Updated 6 years ago
- CTP期货数据收集与中转程序☆45Updated 6 years ago
- backtrader接入国内期货实盘交易☆71Updated 3 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 5 years ago
- 基于聚宽平台,探索分钟级的高频交易☆33Updated 4 years ago
- MooQuant 是一个基于 pyalgotrade 衍生而来的支持 python3 的支持国内A股的量化交易框架。☆26Updated 4 years ago
- 基于vnpy的ctp接口的python3版本简单示例☆73Updated 5 years ago
- ☆50Updated last year
- Python Data Analysis and Financial Calculation☆65Updated 5 years ago
- ☆39Updated 7 years ago
- backtrader adapted for Chinese stock market☆71Updated 7 years ago
- first☆28Updated 6 years ago
- A&B professional platform for quantitative finance. God is Asking & Bidding Me. ABQ 基于 通达信 数据的量化.☆48Updated 2 months ago
- vn.py到天勤行情的接口☆31Updated 7 years ago
- BT CCXT Store☆77Updated 3 years ago
- 证券高频量化交易系统,提供抢板、半路板服务。☆72Updated 9 months ago
- Event-Driven Backtester / Live Trader, inspired by QuantStart articles☆73Updated 5 years ago
- A tool as Data Analyzer for commodity or stock by DataFrame☆80Updated 5 years ago
- C++ backtesting system for trading strategies (Chinese future market)☆21Updated 6 years ago
- 支持更新一版的同花顺,改了一些因为UI变化而出现问题的地方☆39Updated last year
- Live trading robot based on Backtrader.☆48Updated 5 years ago
- ☆83Updated 3 years ago
- 做市商交易(期货),基于Tick价差的交易策略☆17Updated 7 years ago
- My Trading System - Quantified High-frequency Trading System☆14Updated 6 years ago
- Simple backtester for human.☆74Updated 7 years ago