Alternatives and similar repositories for Python-zhifou

Users that are interested in Python-zhifou are comparing it to the libraries listed below

• ChannelCMT / OFO
  Python Data Analysis and Financial Calculation
  ☆67Updated 6 years ago
• jiangtiantu / quanthub
  ☆39Updated 3 years ago
• jianwang0212 / Dash_eth
  This project is trying to fetch real time balance & orderbook of ETH and visualise using dash
  ☆187Updated 3 years ago
• Scorpi000 / QuantStudio
  ☆150Updated 7 months ago
• szy1900 / Event_driven_framework_for_backtesting
  It is suitable for beginners
  ☆47Updated 5 years ago
• wukan1986 / expr_codegen
  codegen from expression to others, such as polars, pandas
  ☆141Updated last month
• jiangtiantu / factorhub
  ☆210Updated 5 years ago
• wangzhe3224 / rust-learning
  Rust学习之路
  ☆21Updated 3 years ago
• MichaelFinance / CTP_DEV_NOTE
  ☆85Updated 2 years ago
• xcycharles / stock
  stock
  ☆95Updated 4 years ago
• iniself / noba
  Noba not only backtrader as a quantitative investment platform, but also visualized using bokeh, which can get richer plot effects. Addit…
  ☆96Updated 2 years ago
• ZzzzHeJ / WonderTrader-Learning-Notes
  WonderTrader学习笔记
  ☆39Updated 3 years ago
• wukan1986 / ksrpc
  Keep Simple RPC
  ☆22Updated this week
• maxsonic / vnpy
  基于python的开源量化交易平台开发框架
  ☆26Updated 5 years ago
• dummydoo / Advanced-Algorithmic-Trading
  The book <Advanced Algorithmic Trading> and its source code
  ☆61Updated 7 years ago
• dkl0707 / QuantDatabase
  金融量化数据库构建
  ☆92Updated last year
• drlgistics / Quantitative-analysis
  量化研究-券商金工研报复现
  ☆15Updated 3 years ago
• jrothschild33 / Black-Litterman-Model
  使用Python复现Black-Litterman模型。Black-Litterman模型创造性地采用贝叶斯方法将投资者对预期收益的主观看法与资产的市场均衡收益相结合，有效地解决了Markowitz均值-方差模型中投资者难以准确估计各个投资品种预期收益率、以及其权重对预期收…
  ☆152Updated 5 years ago
• piginzoo / mfm_learner
  我的多因子模型、量化投资沙盒
  ☆187Updated 2 years ago
• vnpyrs / vnpyrs
  vnpy backtest module written in Rust and Python
  ☆70Updated 7 months ago
• yudai-il / High-Frequency
  High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)
  ☆113Updated last year
• wukan1986 / alpha_examples
  alpha投研示例
  ☆88Updated 3 months ago
• xuanronaldo / positionbt
  PositionBT is a simple, fast, and customizable backtesting framework that empowers traders to efficiently develop and optimize trading st…
  ☆128Updated 5 months ago
• jeremy-feng / high-frequency-factors
  High frequency factors based on order and trade data.
  ☆68Updated 2 years ago
• JiaRu2016 / qsed
  Event-Driven Backtester / Live Trader, inspired by QuantStart articles
  ☆74Updated 6 years ago
• hansihuang2016 / Barra-Multiple-factor-risk-model
  Barra-Multiple-factor-risk-model
  ☆146Updated 8 years ago
• soulmachine / crypto-notebooks
  Jupyter notebooks for analyzing crypto data
  ☆102Updated 5 years ago
• linbirg / qt
  python quant
  ☆48Updated 2 years ago
• zhangjinzhi / Wind_Python
  量化开发 多因子选股模型
  ☆140Updated 7 years ago
• NehrenD / algo_trading_and_quant_strategies
  Supplemental Material for Algorithmic Trading and Quantitative Strategies
  ☆303Updated 4 years ago