bluemapleman / Chinese-translation-for-Handbook-of-High-Frequency-Trading-and-Modeling-in-Finance-

Related projects ⓘ

Alternatives and complementary repositories for Chinese-translation-for-Handbook-of-High-Frequency-Trading-and-Modeling-in-Finance-

• harvey1673 / pyktrader2
  a new version of pyktrader
  ☆38Updated last year
• hhuhhu / vnpy_future
  把回测从vnpy抽出来，换成py3.5的，把wind的数据写进mongodb，数据结构参考vnpy的，增加遗传算法对策略的回测
  ☆38Updated 6 years ago
• QuantMG / VnpyStudy
  学习vnpy框架写的一些测试代码
  ☆15Updated 7 years ago
• algosenses / MarketHub
  CTP期货数据收集与中转程序
  ☆42Updated 6 years ago
• fushuyue / Ml_HFT
  Price Prediction with Machine Learning Models (practicum project at CME group)
  ☆65Updated 8 years ago
• QuantFans / quantapi
  交易接口
  ☆25Updated 9 years ago
• danni2019 / time_series_analysis
  Just another backtester
  ☆20Updated 3 years ago
• JaysonAlbert / rq-data
  获取股票期货等数据
  ☆56Updated 4 years ago
• wegamekinglc / AlgoTrading
  Algorithmic trading platform for multiple assets
  ☆35Updated 7 years ago
• feizei2008 / tick_mean_reversion
  tick价差套利（参考vnpy网友资料、vnpy论坛资料、windquant）： 1、按被动腿时间戳对齐 2、profile函数展示（需要py3） 3、平稳性检验 4、对冲手数计算 5、2sigma开仓，3sigma止损(或者赌价差扩散？)6、连续止损后cool down一…
  ☆14Updated 5 years ago
• JiaRu2016 / qsed
  Event-Driven Backtester / Live Trader, inspired by QuantStart articles
  ☆73Updated 5 years ago
• doudoudefeng / Algorithmic-trading-HighLowPoint
  Algorithmic trading
  ☆22Updated 5 years ago
• algosenses / xBacktest
  C++ backtesting system for trading strategies (Chinese future market)
  ☆20Updated 6 years ago
• tianqin18 / vnpy-tianqin
  vn.py到天勤行情的接口
  ☆30Updated 6 years ago
• Msfund / CTA_factor_backtrade
  ☆14Updated 6 years ago
• TruthHun / intertemporal-arbitrage
  跨期套利(期货)，期货的跨期套利策略
  ☆50Updated 6 years ago
• txu2014 / binance_orderflow
  Derive order flow from Tick and Trade data.
  ☆26Updated 3 years ago
• TruthHun / cross-speciesc-arbitrage
  跨品种套利(期货) ，期货的跨品种套利策略
  ☆16Updated 6 years ago
• haoliu1706 / test
  first
  ☆28Updated 6 years ago
• Gofinge / Analysis-of-Stock-High-Frequent-Data-with-LSTM
  A simply framework of researching stock data through LSTM by Tensorflow
  ☆17Updated 5 years ago
• hongbin0908 / pytrade
  my trading system depending on deep learning
  ☆29Updated 7 years ago
• HujiaYuYoyo / 448Project
  High Frequency Trading
  ☆107Updated 6 years ago
• Hongtao-Lin / HFT-Prediction
  Machine learning approach to high frequency trading, MLP & RNN used
  ☆22Updated 8 years ago
• leeong05 / orca
  a new simulator for statistical arbitrage
  ☆14Updated 9 years ago
• josephchenhk / qtalib
  Technical Indicators written in Cython/C
  ☆48Updated 11 months ago
• PortfolioEffect / PE-HFT-Python
  Python library for high frequency portfolio analysis, intraday backtesting and optimization
  ☆65Updated 7 years ago