ipqhjjybj / vnpyLinks
虚拟币 跨市场 做市套利策略实现 基于VNPY
☆12Updated 5 years ago
Alternatives and similar repositories for vnpy
Users that are interested in vnpy are comparing it to the libraries listed below
Sorting:
- Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…☆20Updated 6 years ago
- Alpha研究平台☆19Updated 3 years ago
- for 18HS MFOEC198 Introduction to systematic risk premia strategies traded at hedge funds (L+E)☆13Updated 4 years ago
- Just another backtester☆20Updated 5 months ago
- Channel break out strategy for High Frequency Trading.☆14Updated 6 years ago
- Some naive low frequency stock market strategy back test algorithm including grid trading☆35Updated last year
- Use machine learning to trade bitcoin.☆10Updated 3 years ago
- High Frequency Trading Strategies☆45Updated 7 years ago
- Trend Prediction for High Frequency Trading☆41Updated 2 years ago
- 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
- 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
- ☆15Updated 6 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆33Updated 3 years ago
- Event-driven backtest/realtime quantitative trading system.☆74Updated 3 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆25Updated 7 years ago
- Flexible quantitative trading framework☆55Updated 6 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆31Updated 3 years ago
- My first high-frequency trading strategy using machine learning☆17Updated 2 years ago
- Repo for HFT project in CMF☆28Updated 2 years ago
- ☆11Updated 6 years ago
- OpenAI Gym Environment for Low-Latency Trading☆18Updated 6 years ago
- verify OrderBook Tick Data Trading Strategy on futures.☆15Updated 6 years ago
- Basic Trader bot for ViaBTC exchange that uses real BTC-ETH price in decision making☆17Updated 6 years ago
- AS model performance versus trivial delta for market-makers☆18Updated 3 years ago
- ☆10Updated last year
- Price Prediction with Machine Learning Models (practicum project at CME group)☆68Updated 9 years ago
- An automated grid/ping-pong market-making bot for various exchanges.☆11Updated 6 years ago
- ☆39Updated 7 years ago
- Backtesting tool on tick data☆11Updated 8 years ago
- Pairs Trading in CTA trending strategy backtesting, by iterateing parameters on the last 6 months and pick the optimal one, then start tr…☆11Updated 7 years ago