mtsquant / MTSLinks
My Trading System - Quantified High-frequency Trading System
☆14Updated 6 years ago
Alternatives and similar repositories for MTS
Users that are interested in MTS are comparing it to the libraries listed below
Sorting:
- A industrial high-performance High Frequency Trading System by C++11, support CTP, Femas and so on. 基于C++11开发的量化交易平台,可实现CTP、飞马等平台的高频交易策…☆79Updated 5 years ago
- CTP期货数据收集与中转程序☆46Updated 7 years ago
- ☆39Updated 8 years ago
- 跨品种套利(期货) ,期货的跨品种套利策略☆17Updated 7 years ago
- 非平衡订单流高频交易模型☆113Updated 6 years ago
- CTPTrader 项目是一个C++版的期货交易软件,封装上期所CTP接口,项目内含有编译好的压缩包,可直接使用。☆36Updated 6 years ago
- algorithm trading for China A Stock Market☆28Updated 3 months ago
- WonderTrader学习笔记☆37Updated 2 years ago
- 证券高频量化交易系统,提供抢板、半路板服务。☆85Updated last year
- 做市商交易(期货),基于Tick价差的交易策略☆19Updated 7 years ago
- VeighNa框架的DolphinDB数据库接口☆22Updated 8 months ago
- 事件驱动的量化交易/做市框架。☆83Updated 6 years ago
- 高频交易系统结构☆17Updated 5 years ago
- c++, low-latency in-porcess communication via mmap☆49Updated 6 years ago
- Alpha研究平台☆21Updated 4 years ago
- OKX crypto☆28Updated last year
- tick价差套利(参考vnpy网友资料、vnpy论坛资料、windquant): 1、按被动腿时间戳对齐 2、profile函数展示(需要py3) 3、平稳性检验 4、对冲手数计算 5、2sigma开仓,3sigma止损(或者赌价差扩散?)6、连续止损后cool down一…☆14Updated 5 years ago
- verify OrderBook Tick Data Trading Strategy on futures.☆16Updated 6 years ago
- 带界面的PandoraTrader☆13Updated 5 years ago
- 通达信的外挂☆27Updated 5 years ago
- lightweight backtester☆30Updated 3 months ago
- High Frequency Trading Strategy☆12Updated 6 years ago
- Derive order flow from Tick and Trade data.☆32Updated 4 years ago
- High Frequency Trading Strategies☆49Updated 8 years ago
- A C++ Library for Strategy Backtesting☆22Updated 12 years ago
- 重新造轮子构建投资组合框架,适合大类资产配置和股票交易。☆52Updated 7 years ago
- backtrader adapted for Chinese stock market☆71Updated 7 years ago
- ☆75Updated 6 years ago
- a new version of pyktrader☆40Updated 6 months ago
- backtrader接入国内期货实盘交易☆76Updated 4 years ago