yli188 / WorldQuant_alpha101_code
Code implementation of the Quantigic 101 Formulaic Alphas
☆505Updated 6 years ago
Alternatives and similar repositories for WorldQuant_alpha101_code:
Users that are interested in WorldQuant_alpha101_code are comparing it to the libraries listed below
- Performance analysis of predictive (alpha) stock factors☆392Updated 6 months ago
- GPU-accelerated Factors analysis library and Backtester☆685Updated last week
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆360Updated 6 years ago
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆937Updated last year
- Backtest and live trading in Python☆585Updated 10 months ago
- This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.o…☆517Updated last year
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆533Updated 2 months ago
- experiments with pair trading☆290Updated 4 months ago
- Barra CNE6 因子构建☆291Updated 5 years ago
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆571Updated this week
- ☆388Updated 4 years ago
- 2 books and related source codes for algorithmic trading.☆498Updated 10 months ago
- alpha101, alpha191, alphalens, backtrader, 量化研究☆288Updated 2 years ago
- Portfolio and risk analytics in Python☆453Updated 6 months ago
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆213Updated 3 years ago
- This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equ…☆393Updated last year
- ☆290Updated last year
- All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.☆704Updated 7 months ago
- Benchmark Dataset of Limit Order Book in China Markets☆202Updated 4 years ago
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆431Updated 2 years ago
- Open sourced research notebooks by the QuantConnect team.☆586Updated 11 months ago
- Quantitative finance research tools in Python☆419Updated 2 years ago
- Supplemental Material for Algorithmic Trading and Quantitative Strategies☆281Updated 4 years ago
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆312Updated last week
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,677Updated 6 months ago
- Mining technical factors based on symbolic regression via genetic algorithm☆177Updated last year
- A Python async and event driven framework for algorithmic trading, with a focus on crypto currencies.☆708Updated 2 months ago
- Avellaneda-Stoikov HFT market making algorithm implementation☆519Updated last year
- Top training materials in quantitative finance☆410Updated 7 months ago
- Advances in Financial Machine Learning☆773Updated 2 years ago