szy1900 / Event_driven_framework_for_backtesting
It is suitable for beginners
☆47Updated 4 years ago
Alternatives and similar repositories for Event_driven_framework_for_backtesting:
Users that are interested in Event_driven_framework_for_backtesting are comparing it to the libraries listed below
- ☆192Updated 4 years ago
- backtrader接入国内期货实盘交易☆71Updated 3 years ago
- ☆49Updated last year
- 基于万矿平台,对alpha101因子进行测试并构造多因子策略☆92Updated 5 years ago
- BackTrader多因子回测框架 (Multi-factors backtesting framework for BackTrader)☆111Updated 3 years ago
- Noba not only backtrader as a quantitative investment platform, but also visualized using bokeh, which can get richer plot effects. Addit…☆94Updated last year
- 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…☆64Updated 4 years ago
- Performance analysis of predictive (alpha) stock factors☆30Updated 3 years ago
- 沪深300指数增强模型☆81Updated 5 years ago
- Backtrader量化策略研报复现☆28Updated 3 years ago
- 因子构建、单因子测试☆71Updated 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
- 获取经典的量化多因子模型数据☆75Updated 3 years ago
- ☆76Updated 4 years ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆62Updated 2 years ago
- 基于 华泰研报对原alpha101代码进行简化和拓展☆44Updated 5 years ago
- stock☆87Updated 3 years ago
- 沪深300指数纯因子组合构建☆51Updated 6 years ago
- 基于streamlit的因子分析app☆64Updated 3 weeks ago
- 中国版技术指标☆169Updated last year
- backtrader教程,包括数据、框架、策略及评估☆56Updated 3 years ago
- Python Data Analysis and Financial Calculation☆64Updated 5 years ago
- High frequency factors based on order and trade data.☆49Updated last year
- factorset: 提供中国A股市场因子集合,包含各类常用及特异因子计算方法,持续更新中。提供轻量级因子计算框架,高可扩展。持续更新中。☆39Updated 6 years ago
- 多因子选股(股票) ,基于Fama三因子构成的多因子策略☆76Updated 7 years ago
- Basic template for managing Backtrader backtests.☆173Updated 3 years ago
- Provide risk forecasts by Barra China Equity Model☆164Updated 6 years ago
- 升级后的gplearn, 支持包含时序和截面参数的自定义函数,例如均线☆59Updated last year
- ☆155Updated last year
- 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。☆122Updated last year