jsmidt / quantpp
quant++: A C++ quantitative trading framework.
☆22Updated 12 years ago
Related projects: ⓘ
- Quantitative Trading Library☆27Updated 8 years ago
- A model for forecasting stock volatility☆21Updated 7 years ago
- a new simulator for statistical arbitrage☆14Updated 9 years ago
- A Python system to generate Volume Weighted Average Pricing (VWAP) Model based Long/Short Trading Signal☆16Updated 7 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆65Updated 7 years ago
- ☆22Updated 8 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆47Updated 3 years ago
- ☆16Updated 3 years ago
- Quantitative Finance using python - Derivatives Pricing☆42Updated 6 years ago
- ☆17Updated this week
- Pairs Trading in CTA trending strategy backtesting, by iterateing parameters on the last 6 months and pick the optimal one, then start tr…☆12Updated 7 years ago
- Arbitrage free SVI Surface☆13Updated 6 years ago
- Code for researching and backtesting pairs trading☆24Updated 14 years ago
- Option Strategy for Futures☆11Updated 4 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,…☆43Updated 4 months ago
- A project of building and running a trading system according to service oriented architecture standard.☆14Updated 6 years ago
- CVXPY Portfolio Optimization Sample☆42Updated 7 years ago
- Library for simulation and analysis of vanilla and exotic options☆28Updated 4 years ago
- By means of stochastic volatility models☆41Updated 4 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆65Updated 8 years ago
- MATLAB toolbox for high frequency portfolio analysis, intraday backtesting and optimization☆29Updated 8 years ago
- Assets' Risk Management Using Mean-Variance Opt Based On Mult-Factors Trending Prediction☆29Updated 7 years ago
- Using Q-learning to better navigate orderbooks.☆19Updated 6 years ago
- Backtesting tool on tick data☆10Updated 7 years ago
- ☆23Updated this week
- A Survey of Multi-Factor Models☆41Updated 9 years ago
- Python package for simulating Intra-day orderflow in a limit order book. Uses PyLOB (https://github.com/ab24v07/PyLOB)☆17Updated 11 years ago
- Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms☆82Updated 10 years ago
- Financial security modelling with Python and QuantLib☆33Updated 10 years ago
- ☆23Updated 6 years ago