danni2019 / time_series_analysisLinks
Just another backtester
☆22Updated 2 weeks 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
- 沪深300指数纯因子组合构建☆53Updated 6 years ago
- High Frequency Trading☆110Updated 7 years ago
- Python Data Analysis and Financial Calculation☆66Updated 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…☆67Updated 4 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☆126Updated 5 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆71Updated 9 years ago
- 多因子模型相关☆22Updated 4 years ago
- 改进gplearn,主要使用在股票公式挖掘☆98Updated 5 years ago
- 众人的因子回测框架 stock factor test☆29Updated this week
- 基于万矿平台，对alpha101因子进行测试并构造多因子策略☆92Updated 6 years ago
- ☆36Updated 3 years ago
- 非平衡订单流高频交易模型☆113Updated 6 years ago
- CTA_Strategies☆46Updated 8 years ago
- 沪深300指数增强模型☆86Updated 6 years ago
- my first factor-stock-selecting backtest function☆22Updated 5 years ago
- Demonstrative examples for developing quantitative and systematic strategies☆37Updated 2 years ago
- 请用之前读源码搞懂在用☆12Updated 5 years ago
- DerivX Core Library☆20Updated last year
- codegen from expression to others, such as polars, pandas☆132Updated this week
- alpha投研示例☆79Updated last week
- The source code for the paper☆24Updated 2 years ago
- ☆15Updated 4 years ago
- alpha101 的 quantaxis 适配版本☆48Updated 4 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆46Updated 5 years ago
- factorset: 提供中国A股市场因子集合，包含各类常用及特异因子计算方法，持续更新中。提供轻量级因子计算框架，高可扩展。持续更新中。☆40Updated 7 years ago
- ☆15Updated 7 years ago
- ☆147Updated 4 months ago
- backtrader接入国内期货实盘交易☆76Updated 4 years ago
- 基于聚宽平台，探索分钟级的高频交易☆34Updated 5 years ago