qta2019 / QtaTraining2021View external linksLinks
北京大学量化交易协会21级内培存档
☆81Dec 16, 2021Updated 4 years ago
Alternatives and similar repositories for QtaTraining2021
Users that are interested in QtaTraining2021 are comparing it to the libraries listed below
Sorting:
- 北京大学量化交易协会2019级培训课件及代码☆164Dec 29, 2019Updated 6 years ago
- QTA2020内培 github存档☆46Apr 29, 2021Updated 4 years ago
- 基于机器学习的多因子研究框架☆14Jun 22, 2020Updated 5 years ago
- 雪球结构产品定价☆29Sep 25, 2023Updated 2 years ago
- 众人的因子回测框架 stock factor test☆31Updated this week
- My first high-frequency trading strategy using machine learning☆18Sep 16, 2022Updated 3 years ago
- High frequency prediction of Chinese stock returns. Orderbook data generation. High frequency factors construction.☆18Mar 10, 2023Updated 2 years ago
- 量化投资单因子分析☆22Aug 29, 2019Updated 6 years ago
- my first factor-stock-selecting backtest function☆22Aug 15, 2020Updated 5 years ago
- snowball option pricing, Monte Carlo, PDE, Greeks☆10Apr 28, 2023Updated 2 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆28Mar 10, 2018Updated 7 years ago
- High frequency factors based on order and trade data.☆69Dec 16, 2023Updated 2 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆67Dec 23, 2020Updated 5 years ago
- ☆12Apr 17, 2021Updated 4 years ago
- High Frequency Trading Strategy☆12Dec 20, 2018Updated 7 years ago
- ☆12Jul 19, 2020Updated 5 years ago
- copy_to_huangtao☆11Dec 22, 2022Updated 3 years ago
- 多因子指数增强策略/多因子全流程实现☆367Mar 6, 2024Updated last year
- Pricing autocallable barrier reverse convertibles (aka snowball structure contract) using monte carlo☆14Feb 2, 2023Updated 3 years ago
- ☆13Apr 15, 2025Updated 10 months ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12May 30, 2021Updated 4 years ago
- Intraday trading strategy for futures calendar spreads. Uses crude oil futures and 1-minute bid/ask bars from Interactive Brokers with a …☆15Apr 23, 2024Updated last year
- 分享量化投资相关的论文,代码和代码复现。☆88Apr 14, 2023Updated 2 years ago
- Collection of numerical methods for high frequency data, in Python notebooks☆13Mar 10, 2021Updated 4 years ago
- A simple implementation of HFT (High-Frequency Trading) in Python on the concept of DQN for forex market☆13Jul 11, 2022Updated 3 years ago
- This was a university group project supported by the HSBC Artificial Intelligence team. It involved applying machine learning algorithms …☆14Nov 13, 2023Updated 2 years ago
- Stock Price Prediction with PCA and LSTM☆14Mar 3, 2021Updated 4 years ago
- 基于币安k线量化策略设计、简单回测、手动实盘☆34Jun 15, 2024Updated last year
- High Frequency Market Making: Optimal Quoting☆15Mar 20, 2023Updated 2 years ago
- Limit Order Book Convolutional Neural Network trading bot☆14Jul 24, 2022Updated 3 years ago
- Backtest and run stock trading CFD strategies tick by tick☆13Mar 29, 2021Updated 4 years ago
- ctpbee里面实现的指标库, 能让你快速实现指标的计算和拿到值☆15Aug 31, 2020Updated 5 years ago
- 量化金融计算,Jupyter notebook,中文。☆34Jan 30, 2021Updated 5 years ago
- Examples of nautilus script☆39Oct 6, 2025Updated 4 months ago
- Stock trading strategy using tushare as datasource and pyalgotrade as backtesting platform☆16Dec 22, 2019Updated 6 years ago
- High-frequency statistical arbitrage☆244Jul 30, 2023Updated 2 years ago
- DerivX Core Library☆20Sep 12, 2024Updated last year
- 华宝证券行情接收机☆11Aug 17, 2017Updated 8 years ago
- 改写了gplearn源码,原有的gplearn会把数据转为numpy,丢失了datetime和stockcode的原始信息。很难做截面的因子ic、ir分析,所以改动了相应的源码,使之可以做因子的截面ic分析。另外增加了时序函数和并行化框架ray的支持。☆22Mar 20, 2024Updated last year