Alternatives and similar repositories for sustecher

Users that are interested in sustecher are comparing it to the libraries listed below

• wukan1986 / LightBT
  lightweight backtester
  ☆30Updated 5 months ago
• armoreal / hft
  High Frequency Trading Strategies
  ☆48Updated 8 years ago
• rune-l / HighFrequency
  High Frequency Jump Prediction Project
  ☆39Updated 5 years ago
• huangzz119 / OptimalExecution_stochastic_control
  This is for the capstone project "Optimal Execution of a VWAP order".
  ☆35Updated 5 years ago
• lc-sysbs / High-Frequency-Trading
  基于聚宽平台，探索分钟级的高频交易
  ☆36Updated 5 years ago
• chen-001 / pure_ocean_breeze
  众人的因子回测框架 stock factor test
  ☆29Updated last month
• ChannelCMT / QS
  CTA_Strategies
  ☆47Updated 8 years ago
• tryggviy / barra_model
  This is an internship project aiming to make Attribution Analysis for general equity funds in China market
  ☆14Updated 7 years ago
• ChannelCMT / OFO
  Python Data Analysis and Financial Calculation
  ☆66Updated 6 years ago
• jeremymck / High-Frequency-Data---Limit-Order-Books
  Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.
  ☆50Updated 5 years ago
• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆22Updated 4 years ago
• txu2014 / binance_orderflow
  Derive order flow from Tick and Trade data.
  ☆32Updated 4 years ago
• josephchenhk / qtrader_strategies
  Demonstrative examples for developing quantitative and systematic strategies
  ☆37Updated 2 years ago
• xiaotfeng / SecuritySelect
  多因子选股框架
  ☆27Updated 4 years ago
• wukan1986 / alpha_examples
  alpha投研示例
  ☆85Updated 2 months ago
• haosongQuant / OrderBook-Tick-Data-Trading
  verify OrderBook Tick Data Trading Strategy on futures.
  ☆16Updated 6 years ago
• Dengyi-CN / Quantitative_FOF_Multi_Factors_Framework
  量化FOF框架
  ☆13Updated 6 years ago
• chenhq / Data-Mining-on-BTC-Trading-Statistics
  Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…
  ☆22Updated 7 years ago
• eiahb3838ya / PHBS_ML_for_quant_project
  ☆20Updated 4 years ago
• yudai-il / High-Frequency
  High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)
  ☆111Updated last year
• WIFAQuant / HS300
  沪深300指数纯因子组合构建
  ☆54Updated 6 years ago
• YJiangcm / improved_DeepLOB
  This repo contains my reimplementation and improvement of DeepLOB model.
  ☆32Updated 4 years ago
• dkl0707 / SnowballPricing
  雪球结构产品定价
  ☆29Updated 2 years ago
• yuba316 / FactorBackTest
  my first factor-stock-selecting backtest function
  ☆23Updated 5 years ago
• feizei2008 / tick_mean_reversion
  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 6 years ago
• vnpy / vnpy_optionmaster
  VeighNa框架的期权波动率交易模块
  ☆55Updated 3 weeks ago
• wukan1986 / ddump
  数据转存工具
  ☆18Updated last week
• yuba316 / OptionBackTest
  from for/if/else to my first option back-test function
  ☆20Updated 5 years ago
• dolmatovas / HFT
  Repo for HFT project in CMF
  ☆28Updated 2 years ago
• yutiansut / QIFIAccount
  QIFI协议下的Account实现
  ☆27Updated 4 years ago