onebula / ONquantLinks
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:
- 期权隐含波动率/历史波动率☆193Updated 3 years ago
- ☆196Updated 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☆92Updated 6 years ago
- 中国波指的计算☆141Updated 6 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
- backtrader接入国内期货实盘交易☆75Updated 3 years ago
- Provide risk forecasts by Barra China Equity Model☆167Updated 6 years ago
- Python Data Analysis and Financial Calculation☆66Updated 5 years ago
- 书籍配套代码☆53Updated 5 years ago
- BackTrader多因子回测框架 (Multi-factors backtesting framework for BackTrader)☆119Updated 3 years ago
- It is suitable for beginners☆48Updated 4 years ago
- 因子构建、单因子测试☆71Updated 4 years ago
- Barra Multifactor Model☆146Updated 5 years ago
- Barra-Multiple-factor-risk-model☆143Updated 8 years ago
- 以wind为数据源的基金单期brinson业绩归因☆82Updated 5 years ago
- 基于streamlit的因子分析app☆75Updated 4 months ago
- ☆73Updated 5 years ago
- 基于vnpy的ctp接口的python3版本简单示例☆73Updated 6 years ago
- 波动率指数的计算,修改自https://github.com/Alexdachen/ivix☆16Updated 6 years ago
- ☆52Updated last year
- CTA_Strategies☆45Updated 8 years ago
- Performance analysis of predictive (alpha) stock factors☆30Updated 3 years ago
- quantOS user guide☆155Updated 7 years ago
- ☆146Updated 3 months ago
- Python Backtesting library for OnePiece in trading.☆306Updated 5 years ago
- codegen from expression to others, such as polars, pandas☆131Updated this week
- Simple backtester for human.☆74Updated 8 years ago
- 中国版技术指标☆172Updated last year
- QMT Gateway for vnpy☆70Updated last year
- jaqs-fxdayu:股票多因子策略研究和分析框架jaqs拓展包☆126Updated 6 years ago