xixi0222 / Timing-Strategy-of-Stock-TradingLinks
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 this strategy.
☆12Updated 5 years ago
Alternatives and similar repositories for Timing-Strategy-of-Stock-Trading
Users that are interested in Timing-Strategy-of-Stock-Trading are comparing it to the libraries listed below
Sorting:
- I use a LSTM ( long short term memory model) model to predict the fluctuations of VIX index ( the index of 50ETF options), and trade t…☆14Updated 6 years ago
- 基于机器学习的多因子研究框架☆14Updated 5 years ago
- 量化FOF框架☆13Updated 6 years ago
- Risk Parity and Factors Model on multi asseet management☆23Updated 4 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 7 years ago
- 多因子选股框架☆27Updated 5 years ago
- 实行gamma scalping策略时的期权组合选择工具☆18Updated 6 years ago
- 基于聚宽平台，探索分钟级的高频交易☆36Updated 5 years ago
- A multi-factor stock selection model based on random forest with an average annualized yield of 33.74% from March 2014 to June 2017 when …☆17Updated 6 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
- Risk_Parity strategy 风险平价☆31Updated 5 years ago
- my first factor-stock-selecting backtest function☆23Updated 5 years ago
- verify OrderBook Tick Data Trading Strategy on futures.☆16Updated 6 years ago
- ☆15Updated 4 years ago
- 行业轮动(股票)，基于沪深300的行业指数的行业轮动策略☆17Updated 7 years ago
- High Frequency Trading Strategy☆12Updated 7 years ago
- 多因子模型相关☆23Updated 4 years ago
- Stock risk premium prediction via FM/ EXT/ GBDT/ XGB/LBGM. Mengxuan Chen's graduation thesis at WHU.☆15Updated 6 years ago
- High Frequency Jump Prediction Project☆38Updated 5 years ago
- Alpha研究平台☆21Updated 4 years ago
- Quantlib是一个个人维护、使用的量化模块，主要用于金融数据的获取、清洗、变换和分析等功能。☆23Updated 7 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆36Updated 6 years ago
- This repository is for the code of paper "Automated Cryptocurrency Trading Approach Using Ensemble Deep Reinforcement Learning: Learn to …☆19Updated last year
- 量化研究-多因子模型☆22Updated 2 years ago
- 【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …☆17Updated 3 years ago
- This is a VaR and AVaR calculator for portfolio only with stocks using Monte Carlo Method.☆18Updated 8 years ago
- 🐮首创性地运用Transformer+XDEEPFM预测中国A股单只股票每天的涨跌幅！☆15Updated 4 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 4 years ago
- 沪深300指数纯因子组合构建☆54Updated 6 years ago
- ☆12Updated 4 years ago