ppoak / BearAlpha
Quant finance Portal based on project BearAlpha. This project contains strategy back test framework with backtrader, database construct with BearAlpha, factor analyze based on BearAlpha, and financial researches on paper or report with research
☆16Updated 2 years ago
Related projects: ⓘ
- ☆14Updated 6 years ago
- Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…☆11Updated 2 weeks ago
- 基于机器学习的多因子研究框架☆12Updated 4 years ago
- 一些研报的复现☆11Updated 6 years ago
- 量化FOF框架☆11Updated 5 years ago
- ☆15Updated 3 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 6 years ago
- Some Quant ideas in Backtrader☆11Updated 2 years ago
- A multi-factor stock selection model based on random forest with an average annualized yield of 33.74% from March 2014 to June 2017 when …☆13Updated 5 years ago
- 多因子模型相关☆22Updated 3 years ago
- Backtrader量化策略研报复现☆23Updated 2 years ago
- This trading strategy deploy the copula model to define the divergence of two correlated asset. The backtesting system is built on backtr…☆21Updated 2 years ago
- 量化研究-多因子模型☆17Updated last year
- ☆17Updated this week
- 多因子选股框架☆19Updated 3 years ago
- Risk_Parity strategy 风险平价☆21Updated 4 years ago
- Testing trading signals of commodity futures☆14Updated 4 years ago
- 【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …☆15Updated last year
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆10Updated last year
- verify OrderBook Tick Data Trading Strategy on futures.☆15Updated 5 years ago
- 这是一个包含Zakamouline和WW两种期权对冲策略的项目☆17Updated 2 years ago
- my first factor-stock-selecting backtest function☆18Updated 4 years ago
- ☆20Updated 3 years ago
- 实行gamma scalping策略时的期权组合选择工具☆13Updated 5 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆36Updated 3 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆39Updated 4 years ago
- Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM☆10Updated 4 years ago
- Risk Parity and Factors Model on multi asseet management☆17Updated 3 years ago
- Trading Strategies based on the gap between Implied and Realized Volatility: A machine learning approach☆14Updated 4 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆19Updated last year