sabirjana / Strategies
☆75Updated 4 years ago
Alternatives and similar repositories for Strategies:
Users that are interested in Strategies are comparing it to the libraries listed below
- Noba not only backtrader as a quantitative investment platform, but also visualized using bokeh, which can get richer plot effects. Addit…☆92Updated last year
- 沪深300指数增强模型☆78Updated 5 years ago
- BackTrader多因子回测框架 (Multi-factors backtesting framework for BackTrader)☆108Updated 3 years ago
- 基于streamlit的因子分析app☆58Updated last year
- backtrader接入国内期货实盘交易☆70Updated 3 years ago
- 因子构建、单因子测试☆69Updated 3 years ago
- Basic template for managing Backtrader backtests.☆173Updated 3 years ago
- codegen from expression to others, such as polars, pandas☆116Updated last week
- 基于万矿平台,对alpha101因子进行测试并构造多因子策略☆91Updated 5 years ago
- backtrader教程,包括数据、框架、策略及评估☆55Updated 3 years ago
- Performance analysis of predictive (alpha) stock factors☆29Updated 3 years ago
- 沪深300指数纯因子组合构建☆51Updated 5 years ago
- alpha101, alpha191, alphalens, backtrader, 量化研究☆37Updated last year
- ☆190Updated 4 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆63Updated 7 years ago
- ☆141Updated 3 months ago
- 本文通过gplearn模型,结合遗传算法中的遗传规划方法生成因子。这里因子生成基于simple-backtest中的简单回测系统,主要针对股指期货操作。☆120Updated last year
- Python Data Analysis and Financial Calculation☆64Updated 5 years ago
- 以wind为数据源的基金单期brinson业绩归因☆79Updated 5 years ago
- PositionBT is a simple, fast, and customizable backtesting framework that empowers traders to efficiently develop and optimize trading st…☆102Updated 2 months ago
- Backtrader量化策略研报复现☆28Updated 3 years ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆59Updated 2 years ago
- 期权隐含波动率/历史波动率☆189Updated 2 years ago
- 因子回测框架☆109Updated last year
- CTA_Strategies☆40Updated 7 years ago
- ☆150Updated last year
- 计算波动率的六种方法,计算隐含波动率,凤凰期权的定价,编制基于50ETF期权的VIX指数☆121Updated 4 years ago
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆33Updated 7 months ago
- A risk evaluation program that follows BARRA's CNE6 and USE4 risk model to predict the risk and distribution of factors in a portfolio. C…☆62Updated 4 years ago
- 非平衡订单流高频交易模型☆107Updated 6 years ago