xixi0222 / Find-Alpha-Volatility-FactorLinks
Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.
☆12Updated 4 years ago
Alternatives and similar repositories for Find-Alpha-Volatility-Factor
Users that are interested in Find-Alpha-Volatility-Factor are comparing it to the libraries listed below
Sorting:
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆14Updated 3 years ago
- 基于机器学习的多因子研究框架☆14Updated 5 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Updated 4 years ago
- Crypto-Options Volatility Surface Calibration and Arbitrage☆17Updated 3 years ago
- Deep learning models for high-frequency financial data (limited order book)☆19Updated 6 years ago
- Market making strategies and scientific papers☆14Updated 2 years ago
- Order Book Imbalance trading strategy☆11Updated 3 years ago
- High Frequency Trading Strategy☆12Updated 7 years ago
- A machine learning pipeline that ingest and process a 20-year historical stock price dataset and try to predict future prices using Light…☆15Updated 5 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆20Updated 3 years ago
- Channel break out strategy for High Frequency Trading.☆15Updated 7 years ago
- Phd repo☆18Updated 3 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 7 years ago
- My first high-frequency trading strategy using machine learning☆18Updated 3 years ago
- ☆12Updated 4 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆25Updated 3 years ago
- Option Strategy for Futures☆16Updated 5 years ago
- Vpin caculation and backtesting☆14Updated 6 years ago
- ☆19Updated 5 years ago
- Time-Series Momentum Strategies☆12Updated 7 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- Financial time-series forecasting has long been a challenging problem because of the inherently noisy and stochastic nature of the market…☆16Updated 4 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆27Updated 7 years ago
- Implementation of code snippets and exercises in the book Machine Learning for Asset Managers written by Prof. Marcos López de Prado.☆16Updated 5 years ago
- Quantitative Finance & Algorithmic Trading in Python course of Udemy☆12Updated 8 years ago
- Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…☆23Updated 7 years ago
- Project completed during my studies at BGSE together with Travis Dunlop, Matthew Keys and Jordi Llorens☆17Updated 7 years ago
- Pytorch implementation of DeepLOB-ATT and DeepLOB-Seq2Seq from Multi Horizon Forecasting for Limit Order Books☆14Updated 2 years ago
- Quant finance Portal based on project BearAlpha. This project contains strategy back test framework with backtrader, database construct w…☆17Updated 3 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆29Updated 4 years ago