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
Alternatives and similar repositories for QTC_2019
Users that are interested in QTC_2019 are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- A multi-factor stock selection model based on random forest with an average annualized yield of 33.74% from March 2014 to June 2017 when …☆17Feb 24, 2019Updated 7 years ago
- AutoCAD VBA & VB.NET开发基础与实例教程(第2版C#版)光盘内容☆10Aug 22, 2019Updated 6 years ago
- Disseration for M.S. in Computer Science of class 2018 at HKU☆12Nov 15, 2017Updated 8 years ago
- Options are an integral part of hedging strategies, portfolio management and many other facets of the finance industry. And Greeks of an …☆12Jul 10, 2021Updated 4 years ago
- 来自我要自学网的VBA基础教程笔记☆13Dec 29, 2018Updated 7 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.
- This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.☆10Mar 18, 2026Updated last month
- Algorithm which quotes bid and ask prices for a stock and its options continuously by defining a bid-ask spread. Further, outstanding del…☆10Jan 11, 2026Updated 3 months ago
- The PyTorch implementation of "Modeling Financial Time Series using LSTM with Trainable Initial Hidden States"☆11Jul 15, 2020Updated 5 years ago
- 比特币基于LSTM的多因子交易策略☆11Aug 13, 2018Updated 7 years ago
- This course focuses on computational methods in option and interest rate, product’s pricing and model calibration. The first module will …☆11Aug 25, 2022Updated 3 years ago
- ☆11Oct 24, 2025Updated 5 months ago
- Calibration of a Surface SVI☆13Jan 31, 2019Updated 7 years ago
- a quantitative trading system(股指交易)☆18Feb 5, 2017Updated 9 years ago
- Code for NeurIPS2021 submission "A Surrogate Objective Framework for Prediction+Programming with Soft Constraints"☆13Aug 30, 2021Updated 4 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Arbitrage free SVI Surface☆14Feb 13, 2018Updated 8 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 4 years ago
- Options Dynamic Delta Hedge Simulation☆16Sep 23, 2020Updated 5 years ago
- An implementation of the Swirlds Hashgraph - a fair, fast, replicated, Byzantine state machine☆13May 25, 2017Updated 8 years ago
- 🔧个性化抓取RSS资讯, 生成易于阅读的文档并推送到Kindle☆25Aug 22, 2018Updated 7 years ago
- Option Greeks: Calculation and Visualization☆19Jun 12, 2023Updated 2 years ago
- 分类模型☆15Apr 19, 2018Updated 8 years ago
- 这是一个类似于万能扫描王的小demo,通过智慧精准的图像裁剪和图像增强演算法,保证您扫描的内容清晰可读。☆22Nov 7, 2017Updated 8 years ago
- ☆18Feb 7, 2021Updated 5 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- from for/if/else to my first option back-test function☆21Jul 8, 2020Updated 5 years ago
- 量化交易缠论实践☆18Dec 8, 2019Updated 6 years ago
- Python beta calculator that retrieves stock and market data and provides linear regressions.☆14Dec 23, 2025Updated 3 months ago
- This porject is for recording my study path in snowball option pricing and its delta hedging☆17Feb 12, 2021Updated 5 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆26Dec 26, 2022Updated 3 years ago
- Derivation of analytical expressions of optimal quotes for market making in options.☆23Jun 24, 2022Updated 3 years ago
- Get breakeven volatility through Delta Hedging and Gamma Hedging; Fit the volatility smile by SABR and SVI model☆18Feb 21, 2020Updated 6 years ago
- Tool to visualize changes in the Black–Scholes model with respect to other variables. 2D or 3D data output. Can also be used to get curre…☆19Aug 17, 2025Updated 8 months ago
- Crawl the related sina weibo content using the keywords, and save the results to txt file for future use.☆18Oct 20, 2016Updated 9 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.
- 量化投资中各类指标的择时策略的实现,基于JoinQuant回测平台。☆124Apr 22, 2018Updated 7 years ago
- Fitting Volatility using SSVI with quotient phi, but by slice fitting fashion☆18May 13, 2024Updated last year
- chaosblade help documents☆12Sep 15, 2025Updated 7 months ago
- Reinforcement Learning framework to make synthetic experiments in the financial domain☆23Jul 18, 2023Updated 2 years ago
- See how easy it is to download, visualize, manipulate stock market data with the <b>Quantmod</b> library and use all of it to build a com…☆27Nov 10, 2014Updated 11 years ago
- forex trading with reinforcement learning☆24Mar 8, 2022Updated 4 years ago
- An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies☆29Jun 7, 2020Updated 5 years ago