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
Sorting:
- 基于聚宽平台,探索分钟级的高频交易☆33Updated 4 years ago
- 多因子模型相关☆21Updated 3 years ago
- 基于机器学习的多因子研究框架☆14Updated 4 years ago
- 基于基因表达式规划算法的因子挖掘☆29Updated 3 years ago
- 雪球结构产品定价☆29Updated last year
- 多因子选股框架☆22Updated 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 …☆15Updated 6 years ago
- my first factor-stock-selecting backtest function☆21Updated 4 years ago
- This trading strategy deploy the copula model to define the divergence of two correlated asset. The backtesting system is built on backtr…☆22Updated 2 years ago
- Multi-Factor model with regression method☆9Updated 6 years ago
- 量化FOF框架☆13Updated 6 years ago
- 一些研报的复现☆12Updated 6 years ago
- 量化交易策略-多行业协整配对交易策略☆25Updated 7 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆33Updated 5 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☆34Updated 2 years ago
- Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.☆11Updated 2 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆12Updated 2 years ago
- 通过遗传算法、强化学习来自动选择高频因子☆23Updated 2 years ago
- from for/if/else to my first option back-test function☆16Updated 4 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 6 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
- 实行gamma scalping策略时的期权组合选择工具☆15Updated 6 years ago
- High Frequency Jump Prediction Project☆36Updated 4 years ago
- Backtest Framework designed by YuminQuant&Yumin.☆17Updated 8 months ago
- ☆11Updated 4 years ago
- 量化研究-多因子模型☆20Updated last year
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 3 years ago
- Quant finance Portal based on project BearAlpha. This project contains strategy back test framework with backtrader, database construct w…☆17Updated 2 years ago
- High Frequency Trading Strategies☆44Updated 7 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