VK525 / aioquant
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
- 基于 TheNextQuant 的量化交易框架☆20Updated 2 years ago
- The Interactive Frontend Built for Aioquant.☆13Updated 3 years ago
- Demonstrative examples for developing quantitative and systematic strategies☆38Updated last year
- lightweight backtester☆29Updated 4 months ago
- Quantized transaction strategy open source☆30Updated 5 years 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。☆18Updated last year
- ☆25Updated 2 years ago
- High frequency prediction of Chinese stock returns. Orderbook data generation. High frequency factors construction.☆14Updated 2 years ago
- Asynchronous driven quantitative trading framework.☆15Updated last year
- Quant Studio Document☆24Updated 4 years ago
- Asynchronous event I/O driven quantitative trading framework.☆12Updated 4 years ago
- data and hummingbot script testing crypto CEX latencies☆13Updated last year
- Implementation in Python of the market making algorithm described in "Optimal high frequency trading with limit and market orders" by Gui…☆14Updated last year
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆28Updated 3 years ago
- multifactor_quant_learning☆11Updated 4 months ago
- High Frequency Trading Strategies☆44Updated 7 years ago
- 非平衡订单流高频交易模型☆108Updated 6 years ago
- Calibrates microprice model to BitMEX quote data☆56Updated 3 years ago
- Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…☆20Updated 6 years ago
- Market Making in Python☆17Updated last year
- 基于基因表达式规划算法的因子挖掘☆29Updated 3 years ago
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆30Updated last year
- VeighNa框架的Deribit交易接口☆18Updated last year
- factor performance visualization☆31Updated 3 weeks ago
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆33Updated 8 months ago
- 众人的因子回测框架 stock factor test☆26Updated this week
- High frequency factors based on order and trade data.☆49Updated last year
- Using reinforcement learning to make markets in the high frequency trading setting.☆15Updated last month
- my first factor-stock-selecting backtest function☆21Updated 4 years ago
- high-frequency grid trading strategy backtesting for binance futures☆23Updated 2 years ago