yuba316 / OptionBackTestLinks
from for/if/else to my first option back-test function
☆21Updated 5 years ago
Alternatives and similar repositories for OptionBackTest
Users that are interested in OptionBackTest are comparing it to the libraries listed below
Sorting:
- 雪球结构产品定价☆29Updated 2 years ago
- my first factor-stock-selecting backtest function☆22Updated 5 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆36Updated 6 years ago
- Implementation in Python of the market making algorithm described in "Optimal high frequency trading with limit and market orders" by Gui…☆18Updated 2 years ago
- High Frequency Market Making: Optimal Quoting☆13Updated 2 years ago
- Market making strategies and scientific papers☆14Updated 2 years ago
- High Frequency Trading Strategies☆48Updated 8 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆25Updated 2 years ago
- Pricing autocallable barrier reverse convertibles (aka snowball structure contract) using monte carlo☆13Updated 2 years ago
- Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…☆23Updated 7 years ago
- Optimal high-frequency market making strategy☆25Updated last year
- Collection of numerical methods for high frequency data, in Python notebooks☆13Updated 4 years ago
- My first high-frequency trading strategy using machine learning☆18Updated 3 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- This trading strategy deploy the copula model to define the divergence of two correlated asset. The backtesting system is built on backtr…☆22Updated 3 years ago
- 多因子模型相关☆23Updated 4 years ago
- 这是一个包含Zakamouline和WW两种期权对冲策略的项目☆18Updated 3 years ago
- High Frequency Jump Prediction Project☆38Updated 5 years ago
- 众人的因子回测框架 stock factor test☆31Updated 3 weeks ago
- ☆12Updated 4 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆14Updated 3 years ago
- High frequency prediction of Chinese stock returns. Orderbook data generation. High frequency factors construction.☆18Updated 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
- ☆24Updated 5 years ago
- 一些研报的复现☆12Updated 7 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆31Updated 4 years ago
- Repo for HFT project in CMF☆28Updated 2 years ago
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆36Updated last year
- ☆30Updated 3 years ago
- Literature survey of order execution strategies implemented in python☆44Updated 5 years ago