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

• xiaotfeng / SecuritySelect
  多因子选股框架
  ☆21Updated 4 years ago
• STHSF / MultiFactors
  基于机器学习的多因子研究框架
  ☆14Updated 4 years ago
• tryggviy / barra_model
  This is an internship project aiming to make Attribution Analysis for general equity funds in China market
  ☆14Updated 6 years ago
• ZhiwenZuo / Multi-factor-stock-selection-model
  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 …
  ☆14Updated 6 years ago
• JVfisher / gammascalping
  实行gamma scalping策略时的期权组合选择工具
  ☆15Updated 5 years ago
• yuba316 / FactorBackTest
  my first factor-stock-selecting backtest function
  ☆21Updated 4 years ago
• Dengyi-CN / Quantitative_FOF_Multi_Factors_Framework
  量化FOF框架
  ☆12Updated 5 years ago
• Zhehao97 / RiskParityFactorModel
  Risk Parity and Factors Model on multi asseet management
  ☆21Updated 3 years ago
• lc-sysbs / High-Frequency-Trading
  基于聚宽平台，探索分钟级的高频交易
  ☆33Updated 4 years ago
• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆21Updated 3 years ago
• ShiliangZhang-nku / factor_update
  利用Wind API更新周频与月频因子
  ☆10Updated 5 years ago
• TruthHun / industry-rotation
  行业轮动(股票)，基于沪深300的行业指数的行业轮动策略
  ☆15Updated 7 years ago
• linusqzdeng / backtesting
  Backtrader量化策略研报复现
  ☆27Updated 3 years ago
• creacentblue / industry_rotation
  一些研报的复现
  ☆12Updated 6 years ago
• Gofinge / Analysis-of-Stock-High-Frequent-Data-with-LSTM
  A simply framework of researching stock data through LSTM by Tensorflow
  ☆17Updated 5 years ago
• chen-001 / pure_ocean_breeze
  众人的因子回测框架 stock factor test
  ☆25Updated this week
• huangzz119 / OptimalExecution_stochastic_control
  This is for the capstone project "Optimal Execution of a VWAP order".
  ☆32Updated 5 years ago
• LukeZerg / AssetAllocation
  资产配置，BL模型和风险平价模型
  ☆18Updated 7 years ago
• B1ueDrops / quant_strategy
  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.
  ☆16Updated 8 months ago
• chzheng2000 / pairsTrading
  金融计量 基于协整的配对交易
  ☆12Updated 3 years ago
• Neural-Finance / XGboost_Index-Enhancement-Strategy
  【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …
  ☆15Updated 2 years ago
• haosongQuant / OrderBook-Tick-Data-Trading
  verify OrderBook Tick Data Trading Strategy on futures.
  ☆15Updated 5 years ago
• Gabrielvon / QuantWork
  ☆12Updated 3 years ago
• eiahb3838ya / AlphaSignalFromMachineLearning
  ☆15Updated 3 years ago
• Davidyfxu / CPPI-TIPP
  The quantitative investing strategies called 'TIPP' and 'CPPI'
  ☆11Updated 4 years ago
• feizei2008 / tick_mean_reversion
  tick价差套利（参考vnpy网友资料、vnpy论坛资料、windquant）： 1、按被动腿时间戳对齐 2、profile函数展示（需要py3） 3、平稳性检验 4、对冲手数计算 5、2sigma开仓，3sigma止损(或者赌价差扩散？)6、连续止损后cool down一…
  ☆14Updated 5 years ago
• xcycharles / Stock_Strategy
  Stock trading strategy using tushare as datasource and pyalgotrade as backtesting platform
  ☆16Updated 5 years ago
• yuba316 / Pair_Trading_with_Box_Tiao_Decomposition
  Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading
  ☆12Updated 2 years ago
• DracoMori / stock-select
  多因子打分选股
  ☆13Updated 3 years ago
• wuboyuan / multi-factor-model
  量化研究-多因子模型
  ☆19Updated last year