Alternatives and similar repositories for TWAP_VWAP_code:

Users that are interested in TWAP_VWAP_code are comparing it to the libraries listed below

• harvey1673 / pyktrader2
  a new version of pyktrader
  ☆39Updated this week
• algosenses / MarketHub
  CTP期货数据收集与中转程序
  ☆45Updated 6 years ago
• hhuhhu / vnpy_future
  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
• xingetouzi / jaqs-fxdayu
  jaqs-fxdayu:股票多因子策略研究和分析框架jaqs拓展包
  ☆125Updated 5 years ago
• jiaminzou888 / cppvnpy
  ☆73Updated 6 years ago
• JaysonAlbert / rq-data
  获取股票期货等数据
  ☆56Updated 4 years ago
• moonnejs / PythonLab
  Python Backtesing Tool
  ☆58Updated 6 years ago
• Jensenberg / volatility-and-option
  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
• showmsg / ctp_redis
  使用Redis做内存数据库，做期货策略交易; 行情自动订阅； 报单从Redis队列获取向上报单；
  ☆84Updated 8 years ago
• quantasset / factorset
  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
• EGQM / ftsVob
  期货交易系统开发基于vnpy+easyquant项目
  ☆15Updated 8 years ago
• BillyZhangGuoping / MarketDataAnaylzerbyDataFrame
  A tool as Data Analyzer for commodity or stock by DataFrame
  ☆80Updated 5 years ago
• ChannelCMT / QS
  CTA_Strategies
  ☆39Updated 7 years ago
• lc-sysbs / High-Frequency-Trading
  基于聚宽平台，探索分钟级的高频交易
  ☆33Updated 4 years ago
• JiaRu2016 / qsed
  Event-Driven Backtester / Live Trader, inspired by QuantStart articles
  ☆73Updated 5 years ago
• pyctp / ctp_se_15
  ctp 期货 穿透式版本
  ☆29Updated 4 years ago
• xingetouzi / vnpy_fxdayu
  ☆74Updated 5 years ago
• Harvey-Sun / TurtleTrading
  海龟交易策略（股票日线）
  ☆41Updated 8 years ago
• phonegapX / bt-ctpbee-store
  backtrader接入国内期货实盘交易
  ☆67Updated 3 years ago
• danni2019 / time_series_analysis
  Just another backtester
  ☆20Updated 2 months ago
• yeates / StockTimingStrategy
  量化投资中各类指标的择时策略的实现，基于JoinQuant回测平台。
  ☆109Updated 6 years ago
• vvipi / py3_demo_on_vnpy_ctp
  基于vnpy的ctp接口的python3版本简单示例
  ☆72Updated 5 years ago
• QuantMG / VnpyStudy
  学习vnpy框架写的一些测试代码
  ☆15Updated 8 years ago
• HanLi123 / book
  书籍配套代码
  ☆52Updated 5 years ago
• ShiliangZhang-nku / HS300_index_enhance
  沪深300指数增强模型
  ☆77Updated 5 years ago
• QuantFans / quantapi
  交易接口
  ☆25Updated 9 years ago
• yudai-il / High-Frequency
  High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)
  ☆95Updated 9 months ago
• tianqin18 / vnpy-tianqin
  vn.py到天勤行情的接口
  ☆30Updated 6 years ago
• hugo2046 / GetAstockFactors
  获取经典的量化多因子模型数据
  ☆67Updated 3 years ago
• ChannelCMT / OFO
  Python Data Analysis and Financial Calculation
  ☆63Updated 5 years ago