zackseliger / quant-strategies
Some Quant ideas in Backtrader
☆11Updated 3 years ago
Alternatives and similar repositories for quant-strategies:
Users that are interested in quant-strategies are comparing it to the libraries listed below
- 实行gamma scalping策略时的期权组合选择工具☆15Updated 5 years ago
- Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.☆11Updated 2 years ago
- Algorithmic trading and backtests using backtrader☆13Updated 2 years ago
- ☆15Updated 6 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
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆12Updated 2 years ago
- 基于机器学习的多因子研究框架☆14Updated 4 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
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 3 years ago
- Testing trading signals of commodity futures☆15Updated 4 years ago
- 量化交易☆11Updated 2 years ago
- This aims at providing US stock with cup-handle pattern with high possibility☆16Updated 3 years ago
- ☆14Updated last year
- Trend Prediction for High Frequency Trading☆37Updated 2 years ago
- A Python system to generate Volume Weighted Average Pricing (VWAP) Model based Long/Short Trading Signal☆16Updated 7 years ago
- A simply framework of researching stock data through LSTM by Tensorflow☆17Updated 5 years ago
- verify OrderBook Tick Data Trading Strategy on futures.☆15Updated 5 years ago
- 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
- 🏦 Collect quant trade strategy and deep learning trading implementation☆12Updated 6 years ago
- A low frequency statistical arbitrage strategy☆19Updated 5 years ago
- 基于聚宽平台,探索分钟级的高频交易☆33Updated 4 years ago
- ☆17Updated 8 years ago
- Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM☆10Updated 4 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆13Updated 3 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 6 years ago
- Derive order flow from Tick and Trade data.☆27Updated 3 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆25Updated 6 years ago
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆22Updated 4 years ago