ppoak / BearAlphaLinks
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
☆17Updated 3 years ago
Alternatives and similar repositories for BearAlpha
Users that are interested in BearAlpha are comparing it to the libraries listed below
Sorting:
- 基于机器学习的多因子研究框架☆14Updated 5 years ago
- ☆15Updated 7 years ago
- Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…☆14Updated last month
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆14Updated 2 years ago
- 量化FOF框架☆13Updated 6 years ago
- 多因子选股框架☆27Updated 4 years ago
- my first factor-stock-selecting backtest function☆23Updated 5 years ago
- ☆15Updated 4 years ago
- Testing trading signals of commodity futures☆17Updated 5 years ago
- 量化研究-多因子模型☆22Updated 2 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 7 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 4 years ago
- select stock automatically, trade manually☆12Updated 5 years ago
- I use a LSTM ( long short term memory model) model to predict the fluctuations of VIX index ( the index of 50ETF options), and trade t…☆13Updated 6 years ago
- Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.☆13Updated 3 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 …☆17Updated 6 years ago
- 一些研报的复现☆12Updated 7 years ago
- Some Quant ideas in Backtrader☆12Updated 3 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆47Updated 5 years ago
- XGBoost is known to be fast and achieve good prediction results as compared to the regular gradient boosting libraries. This project atte…☆43Updated 6 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆38Updated 5 years ago
- 【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …☆17Updated 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…☆23Updated 3 years ago
- Risk_Parity strategy 风险平价☆30Updated 5 years ago
- 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
- High frequency prediction of Chinese stock returns. Orderbook data generation. High frequency factors construction.☆18Updated 2 years ago
- Trend Prediction for High Frequency Trading☆43Updated 2 years ago
- 基于聚宽平台，探索分钟级的高频交易☆36Updated 5 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆25Updated 2 years ago
- ☆19Updated 8 years ago