my first factor-stock-selecting backtest function
☆22Aug 15, 2020Updated 5 years ago
Alternatives and similar repositories for FactorBackTest
Users that are interested in FactorBackTest are comparing it to the libraries listed below
Sorting:
- from for/if/else to my first option back-test function☆21Jul 8, 2020Updated 5 years ago
- 量化研究-多因子模型☆23Jul 26, 2023Updated 2 years ago
- 改写了gplearn源码,原有的gplearn会把数据转为numpy,丢失了datetime和stockcode的原始信息。很难做截面的因子ic、ir分析,所以改动了相应的源码,使之可以做因子的截面ic分析。另外增加了时序函数和并行化框架ray的支持。☆22Mar 20, 2024Updated last year
- This project is to monitor the arbitrage opportunity of stocks, options and futures every second based on Put-Call parity in Chinese stoc…☆19Oct 20, 2018Updated 7 years ago
- 基于论文《Do Industries Explain Momentum》对行业动量策略在A股市场的有效性进行探究☆11Jul 19, 2019Updated 6 years ago
- Alpha mining with DEAP-based genetic programming.☆11Jul 7, 2023Updated 2 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Dec 12, 2021Updated 4 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆28Mar 10, 2018Updated 7 years ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆70Oct 11, 2022Updated 3 years ago
- 雪球结构产品定价☆29Sep 25, 2023Updated 2 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 3 weeks ago
- ☆12Jul 19, 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
- ☆13Apr 15, 2025Updated 10 months ago
- 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
- 量化FOF框架☆13Mar 8, 2019Updated 6 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆14Dec 11, 2022Updated 3 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12May 30, 2021Updated 4 years ago
- 通过遗传算法、强化学习来自动选择高频因子☆26Jan 5, 2023Updated 3 years ago
- A simple implementation of HFT (High-Frequency Trading) in Python on the concept of DQN for forex market☆13Jul 11, 2022Updated 3 years ago
- 基于机器学习的多因子研究框架☆14Jun 22, 2020Updated 5 years ago
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆36Aug 26, 2024Updated last year
- 多因子打分选股☆13Jan 12, 2022Updated 4 years ago
- Collection of numerical methods for high frequency data, in Python notebooks☆13Mar 10, 2021Updated 4 years ago
- Stock Price Prediction with PCA and LSTM☆14Mar 3, 2021Updated 4 years ago
- High Frequency Market Making: Optimal Quoting☆16Mar 20, 2023Updated 2 years ago
- Limit Order Book Convolutional Neural Network trading bot☆14Jul 24, 2022Updated 3 years ago
- Backtest and run stock trading CFD strategies tick by tick☆13Mar 29, 2021Updated 4 years ago
- ☆15Aug 21, 2021Updated 4 years ago
- 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
- LSTM stock prediction and backtesting☆14Jan 11, 2020Updated 6 years ago
- ☆37Aug 2, 2021Updated 4 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆76Sep 4, 2022Updated 3 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Jul 19, 2018Updated 7 years ago
- 基于聚宽平台,探索分钟级的高频交易☆35Jun 18, 2020Updated 5 years ago
- My first high-frequency trading strategy using machine learning☆18Sep 16, 2022Updated 3 years ago
- Code for the 15th place submission at Trading at the Close competition☆18Jun 22, 2024Updated last year
- 一些研报的复现☆13Sep 11, 2018Updated 7 years ago