北京大学量化交易协会21级内培存档
☆84Dec 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. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- 北京大学量化交易协会2019级培训课件及代码☆166Dec 29, 2019Updated 6 years ago
- QTA2020内培 github存档☆47Apr 29, 2021Updated 5 years ago
- snowball option pricing, Monte Carlo, PDE, Greeks☆10Apr 28, 2023Updated 3 years ago
- My first high-frequency trading strategy using machine learning☆18Sep 16, 2022Updated 3 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆13May 30, 2021Updated 4 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- 量化投资单因子分析☆22Aug 29, 2019Updated 6 years ago
- 基于机器学习的多因子研究框架☆14Jun 22, 2020Updated 5 years ago
- 华宝证券行情接收机☆11Aug 17, 2017Updated 8 years ago
- 众人的因子回测框架 stock factor test☆30Apr 18, 2026Updated last month
- 雪球结构产品定价☆29Sep 25, 2023Updated 2 years ago
- High frequency prediction of Chinese stock returns. Orderbook data generation. High frequency factors construction.☆18Mar 10, 2023Updated 3 years ago
- ☆12Apr 17, 2021Updated 5 years ago
- High frequency factors based on order and trade data.☆72Dec 16, 2023Updated 2 years ago
- my first factor-stock-selecting backtest function☆22Aug 15, 2020Updated 5 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- 分享量化投资相关的论文，代码和代码复现。☆90Apr 14, 2023Updated 3 years ago
- High Frequency Trading Strategy☆12Dec 20, 2018Updated 7 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆71Dec 23, 2020Updated 5 years ago
- 多因子指数增强策略/多因子全流程实现☆404Mar 6, 2024Updated 2 years ago
- 基于基因表达式规划算法的因子挖掘☆36Sep 1, 2021Updated 4 years ago
- Pricing autocallable barrier reverse convertibles (aka snowball structure contract) using monte carlo☆14Feb 2, 2023Updated 3 years ago
- Benchmark Dataset of Limit Order Book in China Markets☆222Mar 23, 2021Updated 5 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆26Mar 10, 2018Updated 8 years ago
- Simulator of a basic order book flow and order execution☆18Mar 22, 2023Updated 3 years ago
- Open source password manager - Proton Pass • AdSecurely store, share, and autofill your credentials with Proton Pass, the end-to-end encrypted password manager trusted by millions.
- python quant☆51Aug 24, 2023Updated 2 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 2 years ago
- This was a university group project supported by the HSBC Artificial Intelligence team. It involved applying machine learning algorithms …☆15Nov 13, 2023Updated 2 years ago
- 量化金融计算，Jupyter notebook，中文。☆34Jan 30, 2021Updated 5 years ago
- High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)☆119May 20, 2024Updated 2 years ago
- Limit Order Book Convolutional Neural Network trading bot☆14Jul 24, 2022Updated 3 years ago
- 金融量化数据库构建☆94Feb 10, 2024Updated 2 years ago
- High Frequency Jump Prediction Project☆38Jun 1, 2020Updated 5 years ago
- ☆12Jul 19, 2020Updated 5 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- ☆47Jul 28, 2021Updated 4 years ago
- ☆19Jun 24, 2019Updated 6 years ago
- copy_to_huangtao☆11Dec 22, 2022Updated 3 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
- 量化投资☆270Mar 11, 2019Updated 7 years ago
- Backtest and run stock trading CFD strategies tick by tick☆13Mar 29, 2021Updated 5 years ago
- Collection of numerical methods for high frequency data, in Python notebooks☆13Mar 10, 2021Updated 5 years ago