High frequency prediction of Chinese stock returns. Orderbook data generation. High frequency factors construction.
☆18Mar 10, 2023Updated 3 years ago
Alternatives and similar repositories for High-frequency-prediction-of-stock-returns
Users that are interested in High-frequency-prediction-of-stock-returns are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- 根据20170925-华泰期货-CTA量化策略因子系列（二）：动量因子研报进行复现☆36Mar 20, 2023Updated 3 years ago
- 多因子选股框架☆26Dec 9, 2020Updated 5 years ago
- High frequency factors based on order and trade data.☆71Dec 16, 2023Updated 2 years ago
- 多因子选股量化交易策略, 基于中证500指数股票2017至2022年年分钟交易数据构建.☆42Jun 25, 2024Updated last year
- ☆14May 16, 2022Updated 3 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- 多因子打分选股☆13Jan 12, 2022Updated 4 years ago
- An emerging asset class, the recent surge of popularity in crypto markets has made cryptocurrencies an essential part of investment portf…☆12Jan 22, 2023Updated 3 years ago
- High Frequency Trading Strategy☆12Dec 20, 2018Updated 7 years ago
- 一些研报的复现☆13Sep 11, 2018Updated 7 years ago
- Alpha mining with DEAP-based genetic programming.☆11Jul 7, 2023Updated 2 years ago
- Time Series Prediction of Volume in LOB☆60Apr 17, 2024Updated last year
- Intraday trading strategy for futures calendar spreads. Uses crude oil futures and 1-minute bid/ask bars from Interactive Brokers with a …☆15Apr 23, 2024Updated last year
- 沪深300指数增强模型☆90Sep 3, 2019Updated 6 years ago
- Modular backtesting tools (Python)☆14Aug 18, 2025Updated 7 months ago
- DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17May 9, 2024Updated last year
- Code for the paper "Learning to Do or Learning While Doing: Reinforcement Learning and Bayesian Optimisation for Online Continuous Tuning…☆13Nov 15, 2023Updated 2 years ago
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆36Aug 26, 2024Updated last year
- Trend Prediction for High Frequency Trading☆42Dec 8, 2022Updated 3 years ago
- ☆15Sep 15, 2019Updated 6 years ago
- Backtest and run stock trading CFD strategies tick by tick☆13Mar 29, 2021Updated 5 years ago
- 三大boosting算法的工程实现 XGBoost、LightGBM、Catboost原理实现及常见面试问题总结，以及其他理解深刻的机器学习、深度学习文章备份☆11Jul 7, 2021Updated 4 years ago
- Collection of numerical methods for high frequency data, in Python notebooks☆13Mar 10, 2021Updated 5 years ago
- Benchmark Dataset of Limit Order Book in China Markets☆216Mar 23, 2021Updated 5 years ago
- Wordpress hosting with auto-scaling on Cloudways • AdFully Managed hosting built for WordPress-powered businesses that need reliable, auto-scalable hosting. Cloudways SafeUpdates now available.
- event-driven trading and backtesting engine☆20Nov 25, 2024Updated last year
- 回測台指期日內當沖交易，若在開盤後在不同點位進場，持有至收盤出場，統計此交易策略的報酬。☆10Feb 8, 2025Updated last year
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆72Oct 11, 2022Updated 3 years ago
- 源码解析小班课☆16Aug 28, 2022Updated 3 years ago
- My first high-frequency trading strategy using machine learning☆18Sep 16, 2022Updated 3 years ago
- High Frequency Market Making: Optimal Quoting☆16Mar 20, 2023Updated 3 years ago
- 本项目为深度学习在多因子量化选股中的一种实践☆112Mar 19, 2019Updated 7 years ago
- A PyTorch Lightning template to try out a wide range of ideas on the Ubiquant Market Prediction competition without modifying any code!☆12Mar 24, 2022Updated 4 years ago
- ☆58Sep 26, 2023Updated 2 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting with the flexibility to host WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Cloudways by DigitalOcean.
- Machine learning approach to high frequency trading, MLP & RNN used☆22Jun 22, 2016Updated 9 years ago
- 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。☆148Dec 29, 2023Updated 2 years ago
- Docker Rclone Build Repo☆12Jun 17, 2020Updated 5 years ago
- ☆12Apr 1, 2025Updated 11 months ago
- my first factor-stock-selecting backtest function☆22Aug 15, 2020Updated 5 years ago
- Order Imbalance Trading Simulation R Code☆16Sep 9, 2019Updated 6 years ago
- Stock Price Prediction with PCA and LSTM☆14Mar 3, 2021Updated 5 years ago