onebula / ONquant
基于Matlab的事件驱动量化回测框架
☆33Updated 7 years ago
Alternatives and similar repositories for ONquant
Users that are interested in ONquant are comparing it to the libraries listed below
Sorting:
- ☆192Updated 4 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☆121Updated 4 years ago
- ☆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
- Just another backtester☆20Updated 4 months ago
- 改进gplearn,主要使用在股票公式挖掘☆94Updated 4 years ago
- Python Data Analysis and Financial Calculation☆65Updated 5 years ago
- Performance analysis of predictive (alpha) stock factors☆30Updated 3 years ago
- 中国波指的计算☆137Updated 6 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☆73Updated 5 years ago
- 以wind为数据源的基金单期brinson业绩归因☆81Updated 5 years ago
- 基于streamlit的因子分析app☆66Updated last month
- 非平衡订单流高频交易模型☆108Updated 6 years ago
- 书籍配套代码☆52Updated 5 years ago
- 沪深300指数增强模型☆81Updated 5 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆44Updated 5 years ago
- 因子构建、单因子测试☆71Updated 4 years ago
- backtrader接入国内期货实盘交易☆71Updated 3 years ago
- codegen from expression to others, such as polars, pandas☆119Updated last week
- 基于聚宽平台，探索分钟级的高频交易☆33Updated 4 years ago
- A tool as Data Analyzer for commodity or stock by DataFrame☆80Updated 5 years ago
- 波动率指数的计算，修改自https://github.com/Alexdachen/ivix☆15Updated 6 years ago
- ☆128Updated 7 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆121Updated 5 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
- High frequency factors based on order and trade data.☆49Updated last year
- High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)☆103Updated 11 months ago
- 期权隐含波动率/历史波动率☆189Updated 2 years ago
- ☆75Updated 5 years ago