VK525 / aioquantLinks
copy_to_huangtao
☆11Updated 2 years ago
Alternatives and similar repositories for aioquant
Users that are interested in aioquant are comparing it to the libraries listed below
Sorting:
- 基于 TheNextQuant 的量化交易框架☆21Updated 3 years ago
- The Interactive Frontend Built for Aioquant.☆13Updated 3 years ago
- Demonstrative examples for developing quantitative and systematic strategies☆37Updated 2 years ago
- 非平衡订单流高频交易模型☆113Updated 7 years ago
- 事件驱动的量化交易/做市框架。☆83Updated 6 years ago
- alpha投研示例☆86Updated 2 months ago
- 改写了gplearn源码，原有的gplearn会把数据转为numpy，丢失了datetime和stockcode的原始信息。很难做截面的因子ic、ir分析，所以改动了相应的源码，使之可以做因子的截面ic分析。另外增加了时序函数和并行化框架ray的支持。☆21Updated last year
- Asynchronous event I/O driven quantitative trading framework.☆20Updated 4 years ago
- Implementation in Python of the market making algorithm described in "Optimal high frequency trading with limit and market orders" by Gui…☆17Updated 2 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆137Updated 2 years ago
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆35Updated last year
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆68Updated 3 years ago
- VeighNa框架的Deribit交易接口☆20Updated 2 years ago
- High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)☆111Updated last year
- High Frequency Trading Strategies☆48Updated 8 years ago
- ☆28Updated 3 years ago
- Orderflow chart GUI using finplot and pyqt5graph☆122Updated 2 years ago
- Derive order flow from Tick and Trade data.☆32Updated 4 years ago
- lightweight backtester☆30Updated 6 months ago
- my first factor-stock-selecting backtest function☆23Updated 5 years ago
- Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…☆22Updated 7 years ago
- Quantized transaction strategy open source☆39Updated 5 years ago
- Asynchronous driven quantitative trading framework.☆15Updated 2 years ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆66Updated 3 years ago
- Python GUI visualizing real-time market trading activity☆29Updated last year
- High Frequency Market Making: Optimal Quoting☆13Updated 2 years ago
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆36Updated last year
- Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM☆10Updated 5 years ago
- Comprehensive data services for Binance quantitative trading.☆120Updated last month
- high-frequency grid trading strategy backtesting for binance futures☆24Updated 3 years ago