ipqhjjybj / vnpyLinks
虚拟币 跨市场 做市套利策略实现 基于VNPY
☆12Updated 6 years ago
Alternatives and similar repositories for vnpy
Users that are interested in vnpy are comparing it to the libraries listed below
Sorting:
- Alpha研究平台☆21Updated 4 years ago
- 非平衡订单流高频交易模型☆113Updated 7 years ago
- High Frequency Trading☆111Updated 7 years ago
- for 18HS MFOEC198 Introduction to systematic risk premia strategies traded at hedge funds (L+E)☆13Updated 5 years ago
- OpenAI Gym Environment for Low-Latency Trading☆18Updated 7 years ago
- Trend Prediction for High Frequency Trading☆43Updated 3 years ago
- Event-driven backtest/realtime quantitative trading system.☆76Updated 4 years ago
- Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…☆22Updated 7 years ago
- Derive order flow from Tick and Trade data.☆32Updated 4 years ago
- Deep learning for price movement prediction using high frequency limit order data☆40Updated 7 years ago
- Just another backtester☆22Updated 3 months ago
- Lightweight Python3 library that calculates TA-Lib Technical Indicators live.☆46Updated 7 years ago
- Basic Trader bot for ViaBTC exchange that uses real BTC-ETH price in decision making☆17Updated 7 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆33Updated 4 years ago
- High Frequency Trading Strategies☆48Updated 8 years ago
- Marketmaker trading strategy☆29Updated 9 years ago
- Some naive low frequency stock market strategy back test algorithm including grid trading☆36Updated 2 years ago
- Limit Order Book Implemented in Python☆98Updated 7 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆72Updated 9 years ago
- ☆11Updated 7 years ago
- Example of order book modeling.☆57Updated 6 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆34Updated 4 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 6 years ago
- ☆39Updated 8 years ago
- Addons (analyzers, observers, indicators, data feeds etc) for backtrader☆33Updated 2 years ago
- Trading Bot using backtrader.☆15Updated 7 years ago
- My first high-frequency trading strategy using machine learning☆18Updated 3 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆68Updated 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 8 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆38Updated 5 years ago