shrektan / techfactorLinks
Calculate technical factors for stocks in an efficient, maintainable and correct way
☆22Updated last year
Alternatives and similar repositories for techfactor
Users that are interested in techfactor are comparing it to the libraries listed below
Sorting:
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆112Updated last year
- HFT, A high-frequency trading simulation package in R☆89Updated 7 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆137Updated 2 years ago
- Design of Portfolio of Stocks to Track an Index☆56Updated 2 years ago
- Probability of Backtest Overfitting☆48Updated 3 years ago
- Volume Weighted Average Price Optimal Execution☆42Updated 6 years ago
- Design of Risk Parity Portfolios☆116Updated 2 years ago
- TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative fin…☆49Updated 2 years ago
- Python package for a class of tractable SPDE models for limit order book modeling☆38Updated 4 years ago
- High Frequency Trading☆110Updated 7 years ago
- alpha投研示例☆85Updated last month
- A Higher-order HMM with EM algo.☆16Updated 3 years ago
- python implement for WorldQuant-Alpha101☆58Updated 7 years ago
- Demonstrative examples for developing quantitative and systematic strategies☆37Updated 2 years ago
- Gerber robust statistics for portfolio optimization☆62Updated 3 years ago
- codegen from expression to others, such as polars, pandas☆137Updated last week
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆66Updated 3 years ago
- The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to ma…☆160Updated 2 years ago
- Material accompanying the MOSEK Portfolio Optimization Cookbook☆98Updated last year
- The source code for the paper☆24Updated 2 years ago
- 基于基因表达式规划算法的因子挖掘☆34Updated 4 years ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆53Updated 2 years ago
- ☆28Updated 3 years ago
- These are trading results and arbitrage models from Southern China Center for Statistical Science (SC2S2), Sun Yat-sen University☆22Updated 6 years ago
- ☆42Updated 10 years ago
- Functions for the construction of risk-based portfolios☆54Updated 4 years ago
- Literature survey of order execution strategies implemented in python☆44Updated 5 years ago
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆35Updated last year
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆50Updated 5 years ago
- CTP期货数据收集与中转程序☆46Updated 7 years ago