josephchenhk / qtrader_strategies
Demonstrative examples for developing quantitative and systematic strategies
☆35Updated last year
Related projects ⓘ
Alternatives and complementary repositories for qtrader_strategies
- High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)☆85Updated 6 months ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆99Updated last year
- alpha投研示例☆57Updated last week
- ☆22Updated 2 years ago
- Literature survey of order execution strategies implemented in python☆38Updated 4 years ago
- 非平衡订单流高频交易模型☆102Updated 6 years ago
- codegen from expression to others, such as polars, pandas☆108Updated this week
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆26Updated 7 months ago
- lightweight backtester☆26Updated 2 months ago
- 多因子模型相关☆21Updated 3 years ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆55Updated 2 years ago
- ☆20Updated 3 years ago
- Calibrates microprice model to BitMEX quote data☆54Updated 3 years ago
- High Frequency Trading Strategies☆41Updated 7 years ago
- 基于streamlit的因子分析app☆51Updated 8 months ago
- I will upload and update my quant strategies here☆46Updated 6 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆42Updated 2 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆63Updated 6 years ago
- Backtest result archive for Momentum Trading Strategies☆46Updated 5 years ago
- stock☆80Updated 3 years ago
- Python Data Analysis and Financial Calculation☆62Updated 5 years ago
- The book <Advanced Algorithmic Trading> and its source code☆55Updated 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…☆57Updated 3 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆28Updated 3 years ago
- It is suitable for beginners☆44Updated 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☆83Updated 5 years ago
- backtrader接入国内期货实盘交易☆60Updated 3 years ago
- ☆137Updated this week