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:
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆106Updated last year
- 非平衡订单流高频交易模型☆108Updated 6 years ago
- alpha投研示例☆76Updated last week
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆59Updated 2 years ago
- Literature survey of order execution strategies implemented in python☆44Updated 4 years ago
- stock☆89Updated 3 years ago
- High Frequency Trading Strategies☆46Updated 7 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆126Updated 2 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
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆64Updated 7 years ago
- ☆144Updated 2 months 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
- High frequency factors based on order and trade data.☆53Updated last year
- codegen from expression to others, such as polars, pandas☆129Updated last week
- 获取经典的量化多因子模型数据☆80Updated 3 years ago
- Python Data Analysis and Financial Calculation☆66Updated 5 years ago
- High Frequency Trading☆109Updated 7 years ago
- ☆26Updated 2 years ago
- Alpha研究平台☆21Updated 3 years ago
- ☆36Updated 3 years ago
- ☆108Updated 5 years ago
- 基于基因表达式规划算法的因子挖掘☆30Updated 3 years ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆49Updated 5 years ago
- lightweight backtester☆30Updated last month
- Backtest result archive for Momentum Trading Strategies☆60Updated 6 years ago
- Calibrates microprice model to BitMEX quote data☆57Updated 4 years ago
- 多因子模型相关☆22Updated 4 years ago
- Implementation in Python of the market making algorithm described in "Optimal high frequency trading with limit and market orders" by Gui…☆14Updated last year
- Order Imbalance Strategy in High Frequency Trading☆135Updated 7 years ago
- ☆20Updated 4 years ago