szy1900 / Grid_Trading
Tushare数据源,网格策略,年化轻松10%以上;Grid Trading with Tushare; Annual Percentage Rate >10% tested on Ping An Insurance(Group)Company of China since 2018;
☆12Updated 3 years ago
Alternatives and similar repositories for Grid_Trading:
Users that are interested in Grid_Trading are comparing it to the libraries listed below
- FSRL:Financial Strategy Reinforcement Learning.🔥股市量化多策略动态切换方法☆19Updated 6 months ago
- a股量化交易:数据获取,策略应用,自动交易☆23Updated 3 weeks ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆12Updated 2 years ago
- 对通达信数据进行去重和清洗处理,并将数据存 入MongoDB,方便往后研究☆26Updated 6 years ago
- High frequency trading algorithm for Bitmex☆21Updated 4 years ago
- verify OrderBook Tick Data Trading Strategy on futures.☆15Updated 5 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆21Updated 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 …☆13Updated 5 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆25Updated 6 years ago
- ☆10Updated 5 months ago
- 把回测从vnpy抽出来,换成py3.5的,把wind的数据写进mongodb,数据结构参考vnpy的,增加遗传算法对策略的回测☆39Updated 7 years ago
- Some Quant ideas in Backtrader☆11Updated 3 years ago
- 两家交易所做比特币的高频对冲☆18Updated 5 years ago
- I did this project as one of the parts from a Python test for my Master's degree. The objective was to practice the treatment of financi…☆14Updated 2 years ago
- 接入okcoin的数字货币行情,并在众安交易所做市☆22Updated 7 years ago
- Stock trading strategy using tushare as datasource and pyalgotrade as backtesting platform☆16Updated 5 years ago
- 机器学习交易策略搭建研究的全套解决方案 / Building Trading Strategies with Machine Learning in Closed-Loop☆35Updated 5 months ago
- 在聚宽(joinquant)平台上使用多因子策略进行量化投资模拟。☆31Updated 4 years ago
- 金融研报分析小助手☆43Updated last year
- ☆14Updated last year
- This program focused on the core concepts and practice of quantitative investment (multi-factor combination analysis, technical analysis …☆42Updated 4 years ago
- Simulator of a basic order book flow and order execution☆17Updated last year
- 数据转存工具☆14Updated last week
- 量化交易☆11Updated 2 years ago
- ☆11Updated last year
- LightGBM Baseline Model for Quantitative Trading using Stock Market Data☆9Updated 6 years ago
- 基于聚宽平台,探索分钟级的高频 交易☆33Updated 4 years ago
- VeighNa框架的算法交易模块☆33Updated 3 months ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 3 years ago
- High Frequency Trading Strategy☆12Updated 6 years ago