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:
- ☆25Updated 2 years ago
- High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)☆105Updated last year
- High frequency factors based on order and trade data.☆50Updated last year
- 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
- codegen from expression to others, such as polars, pandas☆124Updated this week
- 非平衡订单流高频交易模型☆108Updated 6 years ago
- Literature survey of order execution strategies implemented in python☆44Updated 4 years ago
- alpha投研示例☆74Updated last week
- 基于基因表达式规划算法的因子挖掘☆30Updated 3 years ago
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆33Updated 9 months ago
- 改进gplearn,主要使用在股票公式挖掘☆95Updated 5 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆120Updated 2 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
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆62Updated 4 years ago
- 多因子模型相关☆22Updated 3 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…☆64Updated 4 years ago
- ☆143Updated last month
- High frequency prediction of Chinese stock returns. Orderbook data generation. High frequency factors construction.☆14Updated 2 years ago
- Quant Studio Document☆24Updated 4 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆64Updated 7 years ago
- ☆108Updated 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 …☆63Updated 2 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆45Updated 5 years ago
- 基于streamlit的因子分析app☆68Updated last month
- I will upload and update my quant strategies here☆55Updated 6 years ago
- 101 alpha factors calculate based on Alpha101☆121Updated 5 years ago
- High Frequency Trading Strategies☆45Updated 7 years ago
- ☆37Updated 2 years ago
- lightweight backtester☆29Updated last week
- Python Data Analysis and Financial Calculation☆65Updated 5 years ago