danni2019 / time_series_analysisLinks
Just another backtester
☆22Updated 4 months ago
Alternatives and similar repositories for time_series_analysis
Users that are interested in time_series_analysis are comparing it to the libraries listed below
Sorting:
- ☆20Updated 4 years ago
- High Frequency Trading☆110Updated 7 years ago
- Python Data Analysis and Financial Calculation☆67Updated 6 years ago
- CTA_Strategies☆48Updated 8 years ago
- 沪深300指数纯因子组合构建☆54Updated 6 years ago
- 计算波动率的六种方法,计算隐含波动率,凤凰期权的定价,编制基于50ETF期权的VIX指数☆125Updated 5 years ago
- ☆39Updated 3 years ago
- 沪深300指数增强模型☆88Updated 6 years ago
- 改进gplearn,主要使用在股票公式挖掘☆98Updated 5 years ago
- ☆150Updated 8 months ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆71Updated 9 years ago
- 基于万矿平台,对alpha101因子进行测试并构造多因子策略☆95Updated 6 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…☆72Updated 5 years ago
- codegen from expression to others, such as polars, pandas☆142Updated last month
- alpha投研示例☆88Updated 3 months ago
- Quant Studio Document☆24Updated 4 years ago
- 多因子模型相关☆23Updated 4 years ago
- The source code for the paper☆25Updated 2 years ago
- ☆15Updated 4 years ago
- 非平衡订单流高频交易模型☆113Updated 7 years ago
- 基于聚宽平台,探索分钟级的高频交易☆36Updated 5 years ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆113Updated last year
- 请用之前读源码搞懂在用☆12Updated 5 years ago
- my first factor-stock-selecting backtest function☆22Updated 5 years ago
- ☆72Updated 6 years ago
- jaqs-fxdayu:股票多因子策略研究和分析框架jaqs拓展包☆126Updated 6 years ago
- stock☆95Updated 4 years ago
- lightweight backtester☆30Updated 7 months ago
- ☆52Updated 2 years ago
- Demonstrative examples for developing quantitative and systematic strategies☆38Updated 2 years ago