rztmax / aioquantLinks
copy_to_huangtao
☆11Updated 3 years ago
Alternatives and similar repositories for aioquant
Users that are interested in aioquant are comparing it to the libraries listed below
Sorting:
- 基于 TheNextQuant 的量化交易框架☆21Updated 3 years ago
- The Interactive Frontend Built for Aioquant.☆13Updated 3 years ago
- High Frequency Trading Strategies☆49Updated 8 years ago
- ☆30Updated 3 years ago
- data and hummingbot script testing crypto CEX latencies☆14Updated 2 years ago
- Quantized transaction strategy open source☆40Updated 6 years ago
- Using reinforcement learning to make markets in the high frequency trading setting.☆23Updated 10 months ago
- Derive order flow from Tick and Trade data.☆33Updated 4 years ago
- alpha投研示例☆91Updated this week
- Asynchronous event I/O driven quantitative trading framework.☆20Updated 4 years ago
- This is the code repository for 7FNCE025W High Frequency Trading.☆10Updated 2 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆144Updated 2 years ago
- High frequency factors based on order and trade data.☆70Updated 2 years ago
- Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM☆10Updated 5 years ago
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆35Updated last year
- Implementation in Python of the market making algorithm described in "Optimal high frequency trading with limit and market orders" by Gui…☆18Updated 2 years ago
- 非平衡订单流高频交易模型☆113Updated 7 years ago
- Optimal high-frequency market making strategy☆27Updated last year
- High Frequency Market Making: Optimal Quoting☆15Updated 2 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。☆22Updated last year
- Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…☆23Updated 7 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆75Updated 3 years ago
- 基于基因表达式规划算法的因子挖掘☆36Updated 4 years ago
- Demonstrative examples for developing quantitative and systematic strategies☆38Updated 2 years ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆115Updated last year
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆37Updated last year
- 众人的因子回测框架 stock factor test☆31Updated last week
- 事件驱动的量化交易/做市框架。☆83Updated 6 years ago
- lightweight backtester☆31Updated 8 months ago
- factor performance visualization☆48Updated 3 months ago