chzheng2000 / pairsTradingLinks
金融计量 基于协整的配对交易
☆12Updated 3 years ago
Alternatives and similar repositories for pairsTrading
Users that are interested in pairsTrading are comparing it to the libraries listed below
Sorting:
- 多因子选股框架☆23Updated 4 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 …☆16Updated 6 years ago
- 基于聚宽平台,探索分钟级的高频交易☆33Updated 5 years ago
- 基于机器学习的多因子研究框架☆14Updated 5 years ago
- ☆12Updated 4 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆34Updated 5 years ago
- from for/if/else to my first option back-test function☆17Updated 4 years ago
- 【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …☆15Updated 2 years ago
- 基于基因表达式规划算法的因子挖掘☆30Updated 3 years ago
- LeonardoBerti00 / Data-Normalization-for-Bilinear-Structures-in-High-Frequency-Financial-Time-series-BiN-TABLPytorch implementation of BIN-TABL from Data Normalization for Bilinear Structures in HF Financial Time-series☆12Updated 10 months ago
- Alpha mining with DEAP-based genetic programming.☆9Updated last year
- 复现华泰证券《强化学习初探与DQN择时》研报中的DQN模型与效果☆34Updated 2 years ago
- 多因子模型相关☆22Updated 4 years ago
- 量化交易策略-多行业协整配对交易策略☆25Updated 7 years ago
- 一些研报的复现☆12Updated 6 years ago
- High frequency prediction of Chinese stock returns. Orderbook data generation. High frequency factors construction.☆15Updated 2 years ago
- 量化FOF框架☆13Updated 6 years ago
- High frequency trading algorithm for Bitmex☆23Updated 5 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆12Updated 2 years ago
- 雪球结构产品定价☆29Updated last year
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 6 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 4 years ago
- High Frequency Jump Prediction Project☆37Updated 5 years ago
- Backtest Framework designed by YuminQuant&Yumin.☆18Updated 10 months ago
- This trading strategy deploy the copula model to define the divergence of two correlated asset. The backtesting system is built on backtr…☆22Updated 3 years ago
- 改写了gplearn源码,原有的gplearn会把数据转为numpy,丢失了datetime和stockcode的原始信息。很难做截面的因子ic、ir分析,所以改动了相应的源码,使之可以做因子的截面ic分析。另外增加了时序函数和并行化框架ray的支持。☆18Updated last year
- 通过遗传算法、强化学习来自动选择高频因子☆23Updated 2 years ago
- Quantitative analysis with deep learning prediction and reinforcement learning transactions.☆15Updated 4 years ago
- 用SVM构建高频交易策略☆13Updated 5 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆18Updated 2 years ago