doudoudefeng / Algorithmic-trading-HighLowPoint
Algorithmic trading
☆22Updated 5 years ago
Alternatives and similar repositories for Algorithmic-trading-HighLowPoint:
Users that are interested in Algorithmic-trading-HighLowPoint are comparing it to the libraries listed below
- 重新造轮子构建投资组合框架,适合大类资产配置和股票交易。☆51Updated 6 years ago
- tick价差套利(参考vnpy网友资料、vnpy论坛资料、windquant): 1、按被动腿时间戳对齐 2、profile函数展示(需要py3) 3、平稳性检验 4、对冲手数计算 5、2sigma开仓,3sigma止损(或者赌价差扩散?)6、连续止损后cool down一…☆14Updated 5 years ago
- 实行gamma scalping策略时的期权组合选择工具☆15Updated 5 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 6 years ago
- 把回测从vnpy抽出来,换成py3.5的,把wind的数据写进mongodb,数据结构参考vnpy的,增加遗传算法对策略的回测☆39Updated 7 years ago
- 基于聚宽平台,探索分钟级的高频交易☆33Updated 4 years ago
- Some Quant ideas in Backtrader☆11Updated 3 years ago
- Just another backtester☆20Updated last month
- backtrader adapted for Chinese stock market☆70Updated 7 years ago
- a new version of pyktrader☆39Updated last year
- Research on quantitative trading system based on backtrader framework☆24Updated 4 years ago
- 计算上证50ETF期权隐含波动率并验证波动率微笑☆32Updated 6 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。☆39Updated 6 years ago
- ☆15Updated 6 years ago
- backtrader接入国内期货实盘交易☆65Updated 3 years ago
- CTP期货数据收集与中转程序☆43Updated 6 years ago
- verify OrderBook Tick Data Trading Strategy on futures.☆15Updated 5 years ago
- 期货交易系统开发基于vnpy+easyquant项目☆15Updated 8 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 …☆13Updated 5 years ago
- The quantitative investing strategies called 'TIPP' and 'CPPI'☆11Updated 4 years ago
- pyalgotrade 的 tushare 数据源☆33Updated 3 years ago
- ☆73Updated 6 years ago
- uiKLine k线以及k线信号展示工具 辅助vnpy进行可视化策略检视☆27Updated 4 years ago
- ctp 期货 穿透式版本☆29Updated 4 years ago
- a python module and user interface of a user-defined Barra risk model☆11Updated 5 years ago
- quantaxis 实时行情采集/分发☆51Updated 4 years ago
- lightweight backtester☆27Updated last month
- 缠论量化,自动分型、严格笔、同级别分解、线段、中枢☆29Updated 4 years ago
- rqalpha拓展数据和事件源,支持分钟级别回测,实时交易,支持quantos数据源☆94Updated 5 years ago
- QIFI协议下的Account实现☆27Updated 3 years ago