onebula / ONquantLinks
基于Matlab的事件驱动量化回测框架
☆34Updated 8 years ago
Alternatives and similar repositories for ONquant
Users that are interested in ONquant are comparing it to the libraries listed below
Sorting:
- ☆210Updated 5 years ago
- 基于万矿平台,对alpha101因子进行测试并构造多因子策略☆93Updated 6 years ago
- 期权隐含波动率/历史波动率☆196Updated 3 years ago
- 计算波动率的六种方法,计算隐含波动率,凤凰期权的定价,编制基于50ETF期权的VIX指数☆126Updated 5 years ago
- Python Backtesting library for OnePiece in trading.☆304Updated 6 years ago
- Provide risk forecasts by Barra China Equity Model☆171Updated 7 years ago
- 中国波指的计算☆149Updated 7 years ago
- jaqs-fxdayu:股票多因子策略研究和分析框架jaqs拓展包☆126Updated 6 years ago
- 基于vnpy的ctp接口的python3版本简单示例☆72Updated 6 years ago
- ☆52Updated 2 years ago
- ☆72Updated 6 years ago
- Barra-Multiple-factor-risk-model☆146Updated 8 years ago
- backtrader接入国内期货实盘交易☆77Updated 4 years ago
- Barra Multifactor Model☆157Updated 5 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆122Updated 5 years ago
- 数据服务:使用聚宽jqdatasdk获取分钟数据按vnpy的Bar格式导入至mongodb中,提供本地数据库数据校验功能☆63Updated 6 years ago
- It is suitable for beginners☆47Updated 5 years ago
- A tool as Data Analyzer for commodity or stock by DataFrame☆81Updated 6 years ago
- Simple backtester for human.☆74Updated 8 years ago
- Python Data Analysis and Financial Calculation☆66Updated 6 years ago
- QUANTAXIS 策略文档中心☆138Updated 7 years ago
- 基于streamlit的因子分析app☆86Updated 8 months ago
- 以wind为数据源的基金单期brinson业绩归因☆84Updated 5 years ago
- QMT Gateway for vnpy☆86Updated last year
- quantOS user guide☆155Updated 7 years ago
- BackTrader多因子回测框架 (Multi-factors backtesting framework for BackTrader)☆126Updated 4 years ago
- zipline 是开源量化平台,但是当前zipline 并不支持A股的测试,很多在线平台如优矿,聚宽等都是基于zipline,本项目改进zipline,使得zipline支持A股测试☆27Updated 8 years ago
- rqalpha拓展数据和事件源,支持分钟级别回测,实时交易,支持quantos数据源☆98Updated 6 years ago
- 中国版技术指标☆183Updated last year
- ☆128Updated 7 years ago