TruthHun / cross-speciesc-arbitrage
跨品种套利(期货) ，期货的跨品种套利策略
☆16Updated 6 years ago
Related projects ⓘ
Alternatives and complementary repositories for cross-speciesc-arbitrage
- 跨期套利(期货)，期货的跨期套利策略☆50Updated 6 years ago
- CTP期货数据收集与中转程序☆42Updated 6 years ago
- 学习vnpy框架写的一些测试代码☆15Updated 7 years ago
- 非平衡订单流高频交易模型☆102Updated 6 years ago
- ☆74Updated 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 5 years ago
- 日内回转交易(股票)，基于股票日内偏离度回归的日内回转策略☆10Updated 6 years ago
- vn.py到天勤行情的接口☆30Updated 6 years ago
- C++ backtesting system for trading strategies (Chinese future market)☆20Updated 6 years ago
- ☆41Updated 3 years ago
- ☆40Updated 7 years ago
- CTPTrader 项目是一个C++版的期货交易软件，封装上期所CTP接口，项目内含有编译好的压缩包，可直接使用。☆33Updated 5 years ago
- Just another backtester☆20Updated 3 years ago
- backtrader接入国内期货实盘交易☆60Updated 3 years ago
- 基于vnpy的ctp接口，保存资金、持仓、委托、未成交信息到本地☆38Updated 5 years ago
- Python Data Analysis and Financial Calculation☆63Updated 5 years ago
- 事件驱动的量化交易/做市框架。☆80Updated 5 years ago
- 获取股票期货等数据☆56Updated 4 years ago
- 基于vnpy的ctp接口的python3版本简单示例☆69Updated 5 years ago
- Event-Driven Backtester / Live Trader, inspired by QuantStart articles☆73Updated 5 years ago
- 做市商交易(期货)，基于Tick价差的交易策略☆17Updated 6 years ago
- ☆48Updated last year
- 量化交易策略-多行业协整配对交易策略☆25Updated 6 years ago
- 虚拟币 跨市场 做市套利策略实现 基于VNPY☆12Updated 5 years ago
- QMT Gateway for vnpy☆39Updated 8 months ago