该项目是我在HKU量化交易课程期末的项目，旨在复现他人的交易策略。 我复现的是一篇关于加密货币的交易策略的论文，论文原作者为YUKUN LIU,ALEH TSYVINSKI,XI WU，于2022年首次发刊，通过规模、动量、交易量以及波动性这四类主题因子，分析不同特征下加密货币的市场表现。
☆40Jun 5, 2022Updated 4 years ago
Alternatives and similar repositories for Cryptocurrency-trading-strategy-replication
Users that are interested in Cryptocurrency-trading-strategy-replication are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- 本次课程掌握量化投资的核心理念，带我们安装Python开源量化研究工具，熟悉基础语法、数据处理、交易策略等，基本面因子与多因子组合分析、技术分析CTA策略、引擎回测交易策略、实时模拟执行选股与择时策略等等不在话下。☆19Jan 25, 2019Updated 7 years ago
- Qwen Trading Bot, Qwen Crypto Trader, Qwen AI Trading System, Qwen AI Trader, Qwen Automated Trading, Qwen Arbitrage Bot, Qwen Algorithmi…☆15Nov 6, 2025Updated 10 months ago
- quant for cryptocurrency☆39Nov 13, 2022Updated 3 years ago
- Final project repo for UCLA CS 267A☆13Aug 29, 2020Updated 6 years ago
- A Statistical Arbitrage Strategy to trade Cryptocurrency Pairs☆14Nov 6, 2020Updated 5 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- ☆17Mar 16, 2021Updated 5 years ago
- 🦙 A cute and cuddly multi-platform cryptocurrency quant trading engine.☆10Jul 21, 2026Updated last month
- High frequency prediction of Chinese stock returns. Orderbook data generation. High frequency factors construction.☆19Mar 10, 2023Updated 3 years ago
- 各种因子和量化技术的实现与研究，例如Alpha191☆16Feb 21, 2024Updated 2 years ago
- Cryptocurrencies algorithmic trading strategies☆12Nov 20, 2018Updated 7 years ago
- Python技术分析与量化交易学习笔记☆13May 9, 2020Updated 6 years ago
- An end-to-end trading bot that makes use of AI to intelligently manage a portfolio.☆11Aug 10, 2021Updated 5 years ago
- 比特币基于LSTM的多因子交易策略☆11Aug 13, 2018Updated 8 years ago
- 沪深300指数纯因子组合构建☆54Apr 11, 2019Updated 7 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Python机器学习与量化交易学习，量化交易简介，量化回测框架介绍☆14Feb 18, 2020Updated 6 years ago
- Collect knowledge around systematic trading, including software design, trading strategies, statistical skill. 量化交易/系统化交易知识集☆58Oct 19, 2023Updated 2 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。☆23Mar 20, 2024Updated 2 years ago
- 台灣上市上櫃股票分析。透過爬蟲抓取台灣股市資料(歷史股價、新聞、財報等)，以過去數據建立深度學習模型來分析未來股價發展。☆19May 12, 2021Updated 5 years ago
- A simple lightweight trading framework compatible with Stock, Forex, Crypto... markets☆15Dec 28, 2025Updated 8 months ago
- High frequency factors based on order and trade data.☆76Dec 16, 2023Updated 2 years ago
- scutquant是一个开源的离线量化投资平台，由华南理工大学量化投资协会负责维护. 该框架具有低耦合, 高内聚的特点☆54May 20, 2024Updated 2 years ago
- Scripts to convert CSV data format into MT FXT.☆14Oct 26, 2016Updated 9 years ago
- This is the code repository for 7FNCE025W High Frequency Trading.☆12Apr 12, 2023Updated 3 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Java 高校表白墙社交系统（类似知乎、牛客网）☆16Mar 12, 2024Updated 2 years ago
- A Sharpe ratio optimised decoder-only TFT based Momentum Transformer and LSTM Deep Momentum Network trading model using FinBERT breaking …☆25Mar 27, 2023Updated 3 years ago
- Quantitative trading using AI☆12Sep 3, 2022Updated 4 years ago
- 多因子选股量化交易策略, 基于中证500指数股票2017至2022年年分钟交易数据构建.☆46Jun 25, 2024Updated 2 years ago
- Transformers for limit order books☆13Jul 25, 2021Updated 5 years ago
- 基于 TheNextQuant 的量化交易框架☆21Aug 14, 2022Updated 4 years ago
- Unofficial Python API client library for Charles Schwab. This library allows for easy access of the Standard API and allows users to buil…☆13May 13, 2024Updated 2 years ago
- A collection of my ramblings into the field of Quantitatve and Mathematical Finance☆12Feb 21, 2020Updated 6 years ago
- 因子构建、单因子测试☆74Apr 4, 2021Updated 5 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- WonderTrader学习笔记☆40Dec 8, 2022Updated 3 years ago
- Channel break out strategy for High Frequency Trading.☆15Jun 26, 2018Updated 8 years ago
- 币安量化交易实盘代码☆19Aug 1, 2020Updated 6 years ago
- The strategy module for using VeighNa (vnpy) quant trading platform on the crypto market.☆23Dec 11, 2025Updated 9 months ago
- 量化交易缠论实践☆18Dec 8, 2019Updated 6 years ago
- Create an Anime database containing all the Anime currently available on the website, which includes: 'Anime Title', 'Description', 'C…☆11Jun 10, 2020Updated 6 years ago
- Financial analysis and demonstration of the classic algorithmic trading method, pair trading. This analysis compares the portfolio's grow…☆12Oct 28, 2020Updated 5 years ago