wbbhcb / futures_strategy
☆49Updated last year
Alternatives and similar repositories for futures_strategy:
Users that are interested in futures_strategy are comparing it to the libraries listed below
- 量化开发 多因子选股模型☆130Updated 6 years ago
- 基于vnpy的ctp接口的python3版本简单示例☆73Updated 5 years ago
- It is suitable for beginners☆47Updated 4 years ago
- 沪深300指数增强模型☆81Updated 5 years ago
- 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
- 获取经典的量化多因子模型数据☆75Updated 3 years ago
- 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
- jaqs-fxdayu:股票多因子策略研究和分析框架jaqs拓展包☆126Updated 5 years ago
- 非平衡订单流高频交易模型☆108Updated 6 years ago
- 基于聚宽平台,探索分钟级的高频交易☆33Updated 4 years ago
- ☆75Updated 5 years ago
- backtrader接入国内期货实盘交易☆71Updated 3 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆44Updated 5 years ago
- 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
- backtrader教程 ,包括数据、框架、策略及评估☆56Updated 3 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
- 中国版技术指标☆169Updated last year
- 数据服务:使用聚宽jqdatasdk获取分钟数据按vnpy的Bar格式导入至mongodb中,提供本地数据库数据校验功能☆63Updated 6 years ago
- 基于ctp接口开发的交易框架(接口类型仿 天勤sdk)☆102Updated 4 years ago
- 基于streamlit的因子分析app☆64Updated 3 weeks ago
- 因子构建、单因子测试☆71Updated 4 years ago
- 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
- 多因子模型相关☆21Updated 3 years ago
- ☆192Updated 4 years ago
- 一个简单的量化研究框架,具备基本的数据获取、因子分析、机器学习 、回测及结果分析功能☆46Updated 3 years ago
- 基于vnpy的ctp接口,保存资金、持仓、委托、未成交信息到本地☆37Updated 6 years ago
- 期权隐含波动率/历史波动率☆189Updated 2 years ago
- Python Data Analysis and Financial Calculation☆64Updated 5 years ago
- Performance analysis of predictive (alpha) stock factors☆30Updated 3 years ago