sunnyswag / Multi-factor-Stock-SelectionLinks
select stock automatically, trade manually
☆12Updated 4 years ago
Alternatives and similar repositories for Multi-factor-Stock-Selection
Users that are interested in Multi-factor-Stock-Selection are comparing it to the libraries listed below
Sorting:
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆12Updated 2 years ago
- 基于机器学习的多因子研究框架☆14Updated 5 years ago
- Testing trading signals of commodity futures☆17Updated 5 years ago
- verify OrderBook Tick Data Trading Strategy on futures.☆15Updated 6 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 4 years ago
- Crypto-Options Volatility Surface Calibration and Arbitrage☆14Updated 2 years ago
- High Frequency Trading Strategy☆12Updated 6 years ago
- Quantitative Finance & Algorithmic Trading in Python course of Udemy☆11Updated 7 years ago
- ☆11Updated 6 years ago
- Deep learning models for high-frequency financial data (limited order book)☆19Updated 6 years ago
- 量化FOF框架☆13Updated 6 years ago
- Quant finance Portal based on project BearAlpha. This project contains strategy back test framework with backtrader, database construct w…☆17Updated 2 years ago
- Market making strategies and scientific papers☆13Updated last year
- Apply LASSO in High-Frequency-Trading☆9Updated 6 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆23Updated 3 years ago
- A multi-factor stock selection model based on random forest with an average annualized yield of 33.74% from March 2014 to June 2017 when …☆16Updated 6 years ago
- Time-Series Momentum Strategies☆12Updated 6 years ago
- Phd repo☆17Updated 3 years ago
- Create structured financial data in the form of tick, volume, and dollar bars from unstructured tick data. From Marcos Lopez de Prado's A…☆11Updated 4 years ago
- Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM☆10Updated 5 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆28Updated 4 years ago
- ☆18Updated 8 years ago
- ☆17Updated 3 years ago
- Vpin caculation and backtesting☆14Updated 5 years ago
- ☆15Updated 5 years ago
- This repository contains solution for prediction of stock price returns☆14Updated 5 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆18Updated 2 years ago
- LeonardoBerti00 / Data-Normalization-for-Bilinear-Structures-in-High-Frequency-Financial-Time-series-BiN-TABLPytorch implementation of BIN-TABL from Data Normalization for Bilinear Structures in HF Financial Time-series☆12Updated 11 months ago
- Some Quant ideas in Backtrader☆12Updated 3 years ago
- Hull-White 1/2 Factor Dynamics☆14Updated 2 years ago