jsmidt / quantpp
quant++: A C++ quantitative trading framework.
☆23Updated 12 years ago
Alternatives and similar repositories for quantpp:
Users that are interested in quantpp are comparing it to the libraries listed below
- A model for forecasting stock volatility☆22Updated 7 years ago
- Quantitative Trading Library☆28Updated 8 years ago
- Library for simulation and analysis of vanilla and exotic options☆31Updated 4 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆66Updated 7 years ago
- A Python toolkit for high-frequency trade research.☆41Updated 6 years ago
- a new simulator for statistical arbitrage☆15Updated 9 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆52Updated 4 years ago
- thOth is an open-source high frequency trading library in C++☆32Updated 9 years ago
- 带界面的PandoraTrader☆11Updated 4 years ago
- Limit Order Book Implemented in Python☆93Updated 7 years ago
- Example of order book modeling.☆56Updated 5 years ago
- Code for researching and backtesting pairs trading☆24Updated 15 years ago
- Quantitative Finance using python - Derivatives Pricing☆43Updated 7 years ago
- Optimal Rebalancing Strategy Using Dynamic Programming for Institutional Portfolios☆22Updated 10 years ago
- #易经 #道家 #十二生肖 #姓氏堂号子嗣贞节牌坊 #天文历法 #张灯结彩 #农历 #夜观星象 #廿四节气 #算卜 #紫微斗数 #十二时辰 #生辰八字 #命运 #风水 《始祖赢政之子赢家黄氏江夏堂联富•秦谏——大秦赋》 万般皆下品,唯有读书高。🚩🇨🇳🏹🦔中科红旗,…☆46Updated 10 months ago
- This project is to simulate the effects of high frequency trading on a stock. This is the code for the order book as well as 'traders' wh…☆25Updated 11 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆101Updated 6 years ago
- If you are professionals, retailers or even organisms trading on a financial market, you know that data given on online platforms is not …☆34Updated 9 years ago
- A Python system to generate Volume Weighted Average Pricing (VWAP) Model based Long/Short Trading Signal☆16Updated 7 years ago
- ☆48Updated 8 years ago
- MATLAB toolbox for high frequency portfolio analysis, intraday backtesting and optimization☆29Updated 9 years ago
- CVXPY Portfolio Optimization Sample☆45Updated 8 years ago
- Assets' Risk Management Using Mean-Variance Opt Based On Mult-Factors Trending Prediction☆30Updated 7 years ago
- A project of building and running a trading system according to service oriented architecture standard.☆14Updated 7 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆13Updated 3 years ago
- A Survey of Multi-Factor Models☆39Updated 9 years ago
- Testing trading signals of commodity futures☆16Updated 4 years ago
- Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms☆87Updated 11 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆45Updated 4 years ago
- By means of stochastic volatility models☆43Updated 5 years ago