Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.
☆12May 30, 2021Updated 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. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- 基于机器学习的多因子研究框架☆14Jun 22, 2020Updated 5 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Dec 12, 2021Updated 4 years ago
- My first high-frequency trading strategy using machine learning☆18Sep 16, 2022Updated 3 years ago
- Alpha研究平台☆21Sep 6, 2021Updated 4 years ago
- 量化FOF框架☆13Mar 8, 2019Updated 7 years ago
- NordVPN Threat Protection Pro™ • AdTake your cybersecurity to the next level. Block phishing, malware, trackers, and ads. Lightweight app that works with all browsers.
- ☆12Apr 17, 2021Updated 4 years ago
- Creating DRL infrastructure for Dynamic Beta with Zipline and Keras☆14Dec 8, 2022Updated 3 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…☆16Nov 20, 2020Updated 5 years ago
- We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise wealth trading zero-cos…☆11Apr 8, 2020Updated 5 years ago
- ☆11Dec 8, 2022Updated 3 years ago
- Quantitative finance research tools in Python☆12Mar 8, 2019Updated 7 years ago
- ☆15Jun 10, 2020Updated 5 years ago
- High Frequency Trading Strategy☆12Dec 20, 2018Updated 7 years ago
- 致力于多因子,AI策略,可盈利模型的研究☆13Apr 14, 2023Updated 2 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Stock risk premium prediction via FM/ EXT/ GBDT/ XGB/LBGM. Mengxuan Chen's graduation thesis at WHU.☆15Dec 15, 2019Updated 6 years ago
- Order Book Imbalance trading strategy☆11Nov 21, 2022Updated 3 years ago
- ctpbee里面实现的指标库, 能让你快速实现指标的计算和拿到值☆15Aug 31, 2020Updated 5 years ago
- ☆11Nov 6, 2018Updated 7 years ago
- Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…☆14Feb 6, 2026Updated last month
- 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
- Stock trading using timing strategy (股票的择时交易): mainly use short & long moving average of stock price and also analyze the performance of …☆12Feb 26, 2020Updated 6 years ago
- The Adaptive Multi-Factor (AMF) asset pricing model with the Groupwise Interpretable Basis Selection (GIBS) algorithm.☆10Dec 12, 2021Updated 4 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆31Apr 30, 2020Updated 5 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click and start building anything your business needs.
- Backtest and run stock trading CFD strategies tick by tick☆13Mar 29, 2021Updated 4 years ago
- Implementation of AFML Book☆22Jul 27, 2019Updated 6 years ago
- ☆22Jul 22, 2024Updated last year
- 多因子打分选股☆13Jan 12, 2022Updated 4 years ago
- Vpin caculation and backtesting☆14Aug 16, 2019Updated 6 years ago
- A low frequency statistical arbitrage strategy☆20Feb 23, 2019Updated 7 years ago
- select stock automatically, trade manually☆12Jul 26, 2020Updated 5 years ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆117May 20, 2024Updated last year
- Pairs Trading in CTA trending strategy backtesting, by iterateing parameters on the last 6 months and pick the optimal one, then start tr…☆11Sep 13, 2017Updated 8 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click and start building anything your business needs.
- Learn Mithril.js by seeing, reviewing, and running up-to-date code examples☆13Jun 17, 2023Updated 2 years ago
- ☆15Aug 21, 2021Updated 4 years ago
- Quantitative analysis of fundamentals in quarterly reports by Machine Learning☆23Feb 14, 2020Updated 6 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆13Jul 19, 2018Updated 7 years ago
- Pairs Trading using Co-integrated Cryptocurrency Pairs☆26May 22, 2020Updated 5 years ago
- ☆16Feb 7, 2021Updated 5 years ago
- my first factor-stock-selecting backtest function☆22Aug 15, 2020Updated 5 years ago