josephchenhk / qtrader_strategiesLinks
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
Sorting:
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆57Updated 2 years ago
- High frequency factors based on order and trade data.☆51Updated last year
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆105Updated last year
- 基于基因表达式规划算法的因子挖掘☆30Updated 3 years ago
- Literature survey of order execution strategies implemented in python☆44Updated 4 years ago
- ☆26Updated 2 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆64Updated 7 years ago
- 多因子模型相关☆22Updated 4 years ago
- alpha投研示例☆74Updated last week
- Quant Studio Document☆24Updated 4 years ago
- Python Data Analysis and Financial Calculation☆65Updated 5 years ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆62Updated 2 years ago
- 沪深300指数增强模型☆82Updated 5 years ago
- High Frequency Trading Strategies☆45Updated 7 years ago
- 非平衡订单流高频交易模型☆108Updated 6 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
- 沪深300指数纯因子组合构建☆51Updated 6 years ago
- Backtrader量化策略研报复现☆30Updated 3 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆64Updated 4 years ago
- Backtest result archive for Momentum Trading Strategies☆59Updated 6 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…☆65Updated 4 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆123Updated 2 years ago
- codegen from expression to others, such as polars, pandas☆126Updated 2 weeks ago
- 基于streamlit的因子分析app☆70Updated 2 months ago
- 计算波动率的六种方法,计算隐含波动率,凤凰期权的定价,编制基于50ETF期权的VIX指数☆124Updated 4 years ago
- ☆108Updated 5 years ago
- I will upload and update my quant strategies here☆55Updated 6 years ago
- ☆144Updated last month
- This is for the capstone project "Optimal Execution of a VWAP order".☆34Updated 5 years ago
- lightweight backtester☆30Updated last month