josephchenhk / qtrader_strategies
Demonstrative examples for developing quantitative and systematic strategies
☆38Updated last year
Alternatives and similar repositories for qtrader_strategies:
Users that are interested in qtrader_strategies are comparing it to the libraries listed below
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆100Updated 11 months ago
- Literature survey of order execution strategies implemented in python☆44Updated 4 years ago
- ☆25Updated 2 years ago
- 基于基因表达式规划算法的因子挖掘☆29Updated 3 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆63Updated 7 years ago
- High frequency factors based on order and trade data.☆45Updated last year
- 非平衡订单流高频交易模型☆108Updated 6 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆114Updated last year
- alpha投研示例☆69Updated this week
- 多因子模型相关☆21Updated 3 years ago
- Python Data Analysis and Financial Calculation☆64Updated 5 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆56Updated 2 years ago
- 基于streamlit的因子分析app☆63Updated 2 weeks ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆60Updated 2 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆62Updated 4 years ago
- High Frequency Trading Strategies☆44Updated 7 years ago
- A risk evaluation program that follows BARRA's CNE6 and USE4 risk model to predict the risk and distribution of factors in a portfolio. C…☆62Updated 4 years ago
- 沪深300指数增强模型☆80Updated 5 years ago
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆29Updated last year
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆33Updated 7 months ago
- Quant Studio Document☆24Updated 4 years ago
- 基于万矿平台,对alpha101因子进行测试并构造多因子策略☆92Updated 5 years ago
- ☆20Updated 4 years ago
- Stock factor mining with CNN and GRU.☆52Updated 2 years ago
- Just another backtester☆20Updated 4 months ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆33Updated 5 years ago
- Calibrates microprice model to BitMEX quote data☆56Updated 3 years ago
- Backtrader量化策略研报复现☆28Updated 3 years ago
- stock☆87Updated 3 years ago
- ☆141Updated 4 months ago