xixi0222 / Timing-Strategy-of-Stock-Trading
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 4 years ago
Related projects ⓘ
Alternatives and complementary repositories for Timing-Strategy-of-Stock-Trading
- 基于机器学习的多因子研究框架☆13Updated 4 years ago
- 实行gamma scalping策略时的期权组合选择工具☆14Updated 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 …☆13Updated 5 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 6 years ago
- 多因子选股框架☆21Updated 3 years ago
- verify OrderBook Tick Data Trading Strategy on futures.☆15Updated 5 years ago
- 一些研报的复现☆11Updated 6 years ago
- 多因子模型相关☆21Updated 3 years ago
- 量化FOF框架☆11Updated 5 years ago
- Risk Parity and Factors Model on multi asseet management☆17Updated 3 years ago
- High Frequency Jump Prediction Project☆34Updated 4 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 3 years ago
- High Frequency Trading Strategy☆12Updated 5 years ago
- Quant finance Portal based on project BearAlpha. This project contains strategy back test framework with backtrader, database construct w…☆16Updated 2 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆30Updated 4 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆11Updated last year
- ☆12Updated 3 years ago
- Backtrader量化策略研报复现☆25Updated 2 years ago
- 基于聚宽平台，探索分钟级的高频交易☆29Updated 4 years ago
- my first factor-stock-selecting backtest function☆18Updated 4 years ago
- 【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …☆15Updated last year
- 量化研究-多因子模型☆18Updated last year
- Stock risk premium prediction via FM/ EXT/ GBDT/ XGB/LBGM. Mengxuan Chen's graduation thesis at WHU.☆12Updated 4 years ago
- tools for alpha research☆23Updated 6 years ago
- Risk_Parity strategy 风险平价☆22Updated 4 years ago
- Some Quant ideas in Backtrader☆11Updated 2 years ago
- Testing trading signals of commodity futures☆14Updated 4 years ago
- 利用Wind API更新周频与月频因子☆10Updated 5 years ago
- Uisng CNN to predicte stock market trend, and feeding with 2D images☆14Updated 6 years ago