ZzzzHeJ / wtpy_learning_demo
☆17Updated 2 years ago
Related projects ⓘ
Alternatives and complementary repositories for wtpy_learning_demo
- ☆132Updated 2 years ago
- A股订单簿工具,使用逐笔行情进行订单簿重建、千档快照发布、各档委托队列展示等,包括python模型和FPGA HLS实现。☆147Updated 10 months ago
- A compiler, optimizer and executor for financial expressions and factors☆86Updated last month
- alpha101, alpha191, alphalens, backtrader, 量化研究☆217Updated last year
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆85Updated 6 months ago
- ☆36Updated 2 years ago
- 改进gplearn,主要使用在股票公式挖掘☆90Updated 4 years ago
- A new formulaic alpha mining framework for quantitative investment☆81Updated 2 months ago
- codegen from expression to others, such as polars, pandas☆108Updated this week
- 基于万矿平台, 对alpha101因子进行测试并构造多因子策略☆83Updated 5 years ago
- OKX crypto☆26Updated 6 months ago
- QuantFabric主项目☆142Updated 11 months ago
- It is suitable for beginners☆44Updated 4 years ago
- ☆137Updated last week
- BackTrader多因子回测框架 (Multi-factors backtesting framework for BackTrader)☆92Updated 2 years ago
- alpha投研示例☆57Updated last week
- ☆75Updated 3 years ago
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆192Updated 2 years ago
- Benchmark Dataset of Limit Order Book in China Markets☆191Updated 3 years ago
- 中国版技术指标☆152Updated 10 months ago
- 基于streamlit的因子分析app☆51Updated 9 months ago
- pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"☆115Updated 4 months ago
- Noba not only backtrader as a quantitative investment platform, but also visualized using bokeh, which can get richer plot effects. Addit…☆89Updated last year
- 沪深300指数增强模型☆75Updated 5 years ago
- backtrader接入国内期货实盘交易☆60Updated 3 years ago
- A risk evaluation program that follows BARRA's CNE6 and USE4 risk model to predict the risk and distribution of factors in a portfolio. C…☆57Updated 3 years ago
- 根据20170925-华泰期货-CTA量化策略因子系列(二):动量因子研报进行复现☆18Updated last year
- ☆24Updated last year
- Recurrent Neural Network for predicting Stock Returns☆113Updated 3 years ago
- ☆129Updated last year