lc-sysbs / High-Frequency-TradingLinks
基于聚宽平台,探索分钟级的高频交易
☆33Updated 5 years ago
Alternatives and similar repositories for High-Frequency-Trading
Users that are interested in High-Frequency-Trading are comparing it to the libraries listed below
Sorting:
- 多因子模型相关☆22Updated 4 years ago
- ☆51Updated last year
- 基于华泰研报对原alpha101代码进行简化和拓展☆45Updated 5 years ago
- 沪深300指数增强模型☆82Updated 5 years ago
- 沪深300指数纯因子组合构建☆51Updated 6 years ago
- 获取经典的量化多因子模型数据☆80Updated 3 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 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…☆65Updated 4 years ago
- CTA_Strategies☆42Updated 7 years ago
- 改写了gplearn源码,原有的gplearn会把数据转为numpy,丢失了datetime和stockcode的原始信息。很难做截面的因子ic、ir分析,所以改动了相应的源码,使之可以做因子的截面ic分析。另外增加了时序函数和并行化框架ray的支持。☆18Updated last year
- Python Data Analysis and Financial Calculation☆65Updated 5 years ago
- 利用Wind API更新周频与月频因子☆11Updated 5 years ago
- 多因子选股框架☆23Updated 4 years ago
- my first factor-stock-selecting backtest function☆21Updated 4 years ago
- High frequency factors based on order and trade data.☆50Updated last year
- 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
- 非平衡订单流高频交易模型☆108Updated 6 years ago
- 基于基因表达式规划算法的因子挖掘☆30Updated 3 years ago
- factorset: 提供中国A股市场因子集合,包含各类常用及特异因子计算方法,持续更新中。提供轻量级因子计算框架,高可扩展。持续更新中。☆40Updated 7 years ago
- Performance analysis of predictive (alpha) stock factors☆30Updated 3 years ago
- 【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …☆15Updated 2 years ago
- Backtrader量化策略研报复现☆30Updated 3 years ago
- 基于streamlit的因子分析app☆69Updated 2 months ago
- 因子构建、单因子测试☆71Updated 4 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
- 一个简单的量化研究框架,具备基本的数据获取、因子分析、机器学习、回测及结果分析功能☆46Updated 3 years ago
- 一些研报的复现☆12Updated 6 years ago
- Just another backtester☆20Updated 6 months ago
- High frequency prediction of Chinese stock returns. Orderbook data generation. High frequency factors construction.☆15Updated 2 years ago
- 多因子选股量化交易策略, 基于中证500指数股票2017至2022年年分钟交易数据构建.☆27Updated 11 months ago