getjake / AIOQuant-FrontendLinks
The Interactive Frontend Built for Aioquant.
☆13Updated 3 years ago
Alternatives and similar repositories for AIOQuant-Frontend
Users that are interested in AIOQuant-Frontend are comparing it to the libraries listed below
Sorting:
- 基于 TheNextQuant 的量化交易框架☆20Updated 2 years ago
- High Frequency Trading Strategies☆45Updated 7 years ago
- Using reinforcement learning to make markets in the high frequency trading setting.☆18Updated 2 months ago
- Market Making in Python☆17Updated last year
- Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…☆21Updated 6 years ago
- Derive order flow from Tick and Trade data.☆32Updated 3 years ago
- 众人的因子回测框架 stock factor test☆28Updated this week
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆29Updated 3 years ago
- Repo for HFT project in CMF☆28Updated 2 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆30Updated 4 years ago
- ☆26Updated 2 years ago
- Asynchronous driven quantitative trading framework.☆15Updated 2 years ago
- high-frequency grid trading strategy backtesting for binance futures☆23Updated 2 years ago
- Optimal high-frequency market making strategy☆21Updated 7 months ago
- a cpp framework for crypto currentcy tick data backtesting☆17Updated 4 years ago
- Calibrates microprice model to BitMEX quote data☆56Updated 3 years ago
- copy_to_huangtao☆11Updated 2 years ago
- 基于基因表达式规划算法的因子挖掘☆30Updated 3 years ago
- factor performance visualization☆37Updated last week
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆36Updated 4 years ago
- My first high-frequency trading strategy using machine learning☆17Updated 2 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆33Updated 3 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆34Updated 5 years ago
- Alpha研究平台☆20Updated 3 years ago
- Implementing a medium freq trading strategy by estimating price impact via order flow.☆16Updated 4 years ago
- ☆33Updated 3 years ago
- Literature survey of order execution strategies implemented in python☆44Updated 4 years ago
- ☆17Updated 3 years ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆47Updated 5 years ago
- High Frequency Jump Prediction Project☆36Updated 5 years ago