guanzhuo-qiao / Grid-trading
Some naive low frequency stock market strategy back test algorithm including grid trading
☆33Updated last year
Alternatives and similar repositories for Grid-trading:
Users that are interested in Grid-trading are comparing it to the libraries listed below
- 实行gamma scalping策略时的期权组合选择工具☆15Updated 6 years ago
- Trend Prediction for High Frequency Trading☆39Updated 2 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
- for 18HS MFOEC198 Introduction to systematic risk premia strategies traded at hedge funds (L+E)☆13Updated 4 years ago
- Derive order flow from Tick and Trade data.☆30Updated 3 years ago
- #易经 #道家 #十二生肖 #姓氏堂号子嗣贞节牌坊 #天文历法 #张灯结彩 #农历 #夜观星象 #廿四节气 #算卜 #紫微斗数 #十二时辰 #生辰八字 #命运 #风水 《始祖赢政之子赢家黄氏江夏堂联富•秦谏——大秦赋》 万般皆下品，唯有读书高。🚩🇨🇳🏹🦔中科红旗，…☆46Updated 10 months ago
- verify OrderBook Tick Data Trading Strategy on futures.☆15Updated 6 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆30Updated 3 years ago
- 🏦 Collect quant trade strategy and deep learning trading implementation☆12Updated 6 years ago
- backtrader adapted for Chinese stock market☆69Updated 7 years ago
- ☆48Updated 8 years ago
- 非平衡订单流高频交易模型☆107Updated 6 years ago
- Some Quant ideas in Backtrader☆11Updated 3 years ago
- High Frequency Trading Strategies☆42Updated 7 years ago
- Gamma Scalping Trading Strategies☆18Updated 8 years ago
- Algorithmic trading☆22Updated 6 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆32Updated 3 years ago
- Event-driven backtest/realtime quantitative trading system.☆74Updated 3 years ago
- 基于聚宽平台，探索分钟级的高频交易☆34Updated 4 years ago
- Backtest and run stock trading CFD strategies tick by tick☆14Updated 4 years ago
- A Binance Futures trading and backteasting framework with Backtrader based on rodrigo-brito's backtrader-binance-bot☆24Updated 3 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆25Updated 7 years ago
- ☆15Updated 6 years ago
- This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…☆50Updated 4 years ago
- Implementing a medium freq trading strategy by estimating price impact via order flow.☆14Updated 4 years ago
- high-frequency grid trading strategy backtesting for binance futures☆24Updated 2 years ago
- Simple market maker bot (grid order)☆44Updated 5 years ago
- I will upload and update my quant strategies here☆53Updated 6 years ago
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆23Updated 4 years ago
- Trading Bot using backtrader.☆14Updated 6 years ago