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
- 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
- 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…☆39Jun 5, 2022Updated 4 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 6 months 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
- 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.
- Disseration for M.S. in Computer Science of class 2018 at HKU☆12Nov 15, 2017Updated 8 years ago
- snowball option pricing, Monte Carlo, PDE, Greeks☆10Apr 28, 2023Updated 3 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 5 years ago
- Material for the workshop Machine Learning for Option Pricing, Calibration and Hedging☆16Feb 26, 2020Updated 6 years ago
- This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.☆10Mar 18, 2026Updated 4 months ago
- 吴恩达老师的机器学习课程个人笔记☆18Oct 28, 2020Updated 5 years ago
- Options Dynamic Delta Hedge Simulation☆17Sep 23, 2020Updated 5 years ago
- 比特币基于LSTM的多因子交易策略☆11Aug 13, 2018Updated 7 years ago
- Pricing autocallable barrier reverse convertibles (aka snowball structure contract) using monte carlo☆15Feb 2, 2023Updated 3 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.
- The PyTorch implementation of "Modeling Financial Time Series using LSTM with Trainable Initial Hidden States"☆11Jul 15, 2020Updated 6 years ago
- 量化开发 多因子选股模型☆147Dec 2, 2018Updated 7 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
- from for/if/else to my first option back-test function☆21Jul 8, 2020Updated 6 years ago
- ORC wing model calibrator and simulator.☆18Jun 16, 2024Updated 2 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
- A C++ implementation of the Johansen Cointegration test☆22Sep 6, 2022Updated 3 years ago
- This is most of the source to the BitBlinder project. The goal was to allow people to communicate or share information in any form onlin…☆14Nov 22, 2011Updated 14 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.
- An implementation of the Swirlds Hashgraph - a fair, fast, replicated, Byzantine state machine☆13May 25, 2017Updated 9 years ago
- Semi-automated investing strategy (risk parity)☆28Oct 27, 2016Updated 9 years ago
- Using Reinforcement Learning with Deep Deterministic Policy Gradient for Portfolio Optimization☆10Dec 8, 2022Updated 3 years ago
- 🔧个性化抓取RSS资讯, 生成易于阅读的文档并推送到Kindle☆24Aug 22, 2018Updated 7 years ago
- This porject is for recording my study path in snowball option pricing and its delta hedging☆17Feb 12, 2021Updated 5 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。☆23Nov 7, 2017Updated 8 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆27Dec 26, 2022Updated 3 years ago
- Keep a journal of things I want to share☆12Aug 23, 2022Updated 3 years ago
- End-to-end encrypted email - Proton Mail • AdSpecial offer: 40% Off Yearly / 80% Off First Month. All Proton services are open source and independently audited for security.
- 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
- 量化交易缠论实践☆18Dec 8, 2019Updated 6 years ago
- Exercises for Analysis of Financial Time Series, 3rd☆23Jul 10, 2016Updated 10 years ago
- 美国股票爬取(NASDAQ,AMEX,NYSE)☆16Nov 24, 2016Updated 9 years ago
- ☆16Aug 22, 2017Updated 8 years ago
- Python beta calculator that retrieves stock and market data and provides linear regressions.☆14Dec 23, 2025Updated 6 months ago
- Markov decision processes under model uncertainty☆18Jun 15, 2022Updated 4 years ago