phonegapX / sustecherLinks
Alpha研究平台
☆21Updated 4 years ago
Alternatives and similar repositories for sustecher
Users that are interested in sustecher are comparing it to the libraries listed below
Sorting:
- High Frequency Jump Prediction Project☆38Updated 5 years ago
- High Frequency Trading Strategies☆49Updated 8 years ago
- 众人的因子回测框架 stock factor test☆31Updated last week
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 7 years ago
- 基于聚宽平台,探索分钟级的高频交易☆36Updated 5 years ago
- lightweight backtester☆31Updated 8 months ago
- Just another backtester☆22Updated 5 months ago
- ☆20Updated 4 years ago
- Demonstrative examples for developing quantitative and systematic strategies☆38Updated 2 years ago
- Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…☆23Updated 7 years ago
- 多因子选股框架☆26Updated 5 years ago
- my first factor-stock-selecting backtest function☆22Updated 5 years ago
- verify OrderBook Tick Data Trading Strategy on futures.☆17Updated 6 years ago
- 多因子模型相关☆23Updated 4 years ago
- The source code for the paper☆28Updated 2 years ago
- alpha投研示例☆91Updated last week
- This trading strategy deploy the copula model to define the divergence of two correlated asset. The backtesting system is built on backtr…☆22Updated 3 years ago
- CTA_Strategies☆48Updated 8 years ago
- Derive order flow from Tick and Trade data.☆33Updated 4 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆37Updated 6 years ago
- 量化研究-多因子模型☆23Updated 2 years ago
- from for/if/else to my first option back-test function☆21Updated 5 years ago
- Python Data Analysis and Financial Calculation☆67Updated 6 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆28Updated 7 years ago
- 量化FOF框架☆13Updated 6 years ago
- ☆11Updated 7 years ago
- 雪球结构产品定价☆29Updated 2 years ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆115Updated last year
- This repo contains my reimplementation and improvement of DeepLOB model.☆32Updated 4 years ago
- Literature survey of order execution strategies implemented in python☆44Updated 5 years ago