chzheng2000 / pairsTrading
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
- from for/if/else to my first option back-test function☆16Updated 4 years ago
- 基于机器学习的多因子研究框架☆14Updated 4 years ago
- 基于聚宽平台,探索分钟级的高频交易☆34Updated 4 years ago
- 雪球结构产品定价☆29Updated last year
- 多因子选股框架☆20Updated 4 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆12Updated 2 years ago
- Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…☆20Updated 6 years ago
- 实行gamma scalping策略时的期权组合选择工具☆15Updated 6 years ago
- Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.☆11Updated 2 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☆29Updated 3 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆33Updated 5 years ago
- my first factor-stock-selecting backtest function☆21Updated 4 years ago
- ☆12Updated 3 years ago
- 一些研报的复现☆12Updated 6 years ago
- Q-quant和因子投资实证汇总☆20Updated 3 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆23Updated 2 years ago
- 多因子模型相关☆21Updated 3 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 6 years ago
- Project completed during my studies at BGSE together with Travis Dunlop, Matthew Keys and Jordi Llorens☆17Updated 6 years ago
- 用SVM构建高频交易策略☆13Updated 5 years ago
- Crypto-Options Volatility Surface Calibration and Arbitrage☆12Updated 2 years ago
- A low frequency statistical arbitrage strategy☆19Updated 6 years ago
- 量化交易策略-多行业协整配对交易策略☆25Updated 7 years ago
- 量化研究-多因子模型☆19Updated last year
- High Frequency Trading Strategies☆42Updated 7 years ago
- Quant finance Portal based on project BearAlpha. This project contains strategy back test framework with backtrader, database construct w…☆16Updated 2 years ago
- 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☆30Updated 2 years ago
- High Frequency Jump Prediction Project☆36Updated 4 years ago
- Firstly, multiple effective factors are discovered through IC value, IR value, and correlation analysis and back-testing. Then, XGBoost c…☆17Updated 4 years ago