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:
- 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
- WQU capstone project - short term currency trading strategy utilizing machine learning☆12Dec 8, 2022Updated 3 years ago
- 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…☆38Jun 5, 2022Updated 4 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
- snowball option pricing, Monte Carlo, PDE, Greeks☆10Apr 28, 2023Updated 3 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.
- 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
- 利用tushare pandas下载股票历史数据并存入mysql数据库☆13Dec 18, 2018Updated 7 years ago
- 来自我要自学网的VBA基础教程笔记☆13Dec 29, 2018Updated 7 years ago
- Pricing autocallable barrier reverse convertibles (aka snowball structure contract) using monte carlo☆14Feb 2, 2023Updated 3 years ago
- 吴恩达老师的机器学习课程个人笔记☆18Oct 28, 2020Updated 5 years ago
- 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 4 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
- 量化开发 多因子选股模型☆144Dec 2, 2018Updated 7 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- ☆11Oct 24, 2025Updated 7 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
- Fitting an SVI model using Zeliade's method in Python with Pandas☆13May 13, 2015Updated 11 years ago
- 对量化交易与机器学习的初步探索☆13Oct 23, 2017Updated 8 years ago
- Arbitrage free SVI Surface☆14Feb 13, 2018Updated 8 years ago
- Code for NeurIPS2021 submission "A Surrogate Objective Framework for Prediction+Programming with Soft Constraints"☆13Aug 30, 2021Updated 4 years ago
- ZVT量化项目，其包含可扩展的交易标的，数据recorder，api，因子计算，选股，回测，交易,以及统一的可视化，定位为中低频 多级别 多因子 多标的 全市场分析和交易框架。相比其他的量化系统，其不依赖任何中间件，非常轻，可测试，可推断，可扩展。☆36Jun 13, 2021Updated 4 years ago
- RQAlpha 对接 futuquant 的扩展 Mod。通过启用该 Mod 来实现港股和美股交易策略的实盘交易。☆13Sep 13, 2017Updated 8 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.
- ORC wing model calibrator and simulator.☆17Jun 16, 2024Updated last year
- Using Reinforcement Learning with Deep Deterministic Policy Gradient for Portfolio Optimization☆10Dec 8, 2022Updated 3 years ago
- Option Greeks: Calculation and Visualization☆22Jun 12, 2023Updated 2 years ago
- 分类模型☆15Apr 19, 2018Updated 8 years ago
- ☆18Feb 7, 2021Updated 5 years ago
- R implementation of Ralph Vince's Leverage Space Portfolio Model☆23Aug 5, 2016Updated 9 years ago
- from for/if/else to my first option back-test function☆21Jul 8, 2020Updated 5 years ago
- ☆15Jun 27, 2024Updated last year
- 量化交易缠论实践☆18Dec 8, 2019Updated 6 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.
- Python beta calculator that retrieves stock and market data and provides linear regressions.☆14Dec 23, 2025Updated 5 months ago
- 美国股票爬取（NASDAQ，AMEX，NYSE）☆16Nov 24, 2016Updated 9 years 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
- Markov decision processes under model uncertainty☆18Jun 15, 2022Updated 3 years ago
- Firstly, multiple effective factors are discovered through IC value, IR value, and correlation analysis and back-testing. Then, XGBoost c…☆21Aug 4, 2020Updated 5 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 9 months ago