systemtrader Goto Github PK
Type: Organization
Type: Organization
Text analysis on earnings reports for large and mid cap oil and gas companies
:chart: openAlgo is a public repository for various work product relavant to algorithms and the high frequency low latency electronic trading space with a bias toward market microstructure as well as exchange traded futures and options.
CTP开放平台(股票、期货、期权、量化交易)提供与CTP接口完全兼容的dll,一定程度上可替代Simnow等模拟交易平台,使用者只需替换CTP交易dll,程序无需重新编译即可使用,同样也提供CTP程序无缝接入股票柜台的能力。
OpenQuant的CTP期货/证券插件
My Open Source Projects
This project aims to optimize momentum trading strategy with 52-week high
这是利用Python编写的BS公式计算期权价格以及反推隐含波动率的小工具,利用Tkinter进行简单的GUI界面实践
50etf期权简单历史回测,包括选合约、与etf配对等操作
Root-finding algos, Black-Scholes and trees with Python
To price an exotic option called Two Assets Correlation Call Option
Orange 2 (Python 2.7) data mining suite http://orange.biolab.si
非平衡订单流高频交易模型
Pair trading in C++
Pair Trading View - .NET application for visual analysis of synthetic financial instruments based on statistical models.
Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for cointegration using the Johansen test, then runs in-sample backtests on all cointegrating pairs, then runs an out-of-sample backtest on the 5 best performing pairs.
A Statistical Arbitrage Strategy
Pairs Trading Strategy Implementation in C++
Technical Analysis Indicators - Pandas TA is an easy to use Python 3 Pandas Extension with 130+ Indicators
Exchange calendars to use with pandas for trading applications
CTP 高频量化交易平台 C++ Trade Platform for quant developer
Python library for high frequency portfolio analysis, intraday backtesting and optimization
R package for high frequency trading (HFT) backtests, intraday portfolio analysis and portfolio optimization.
Piquant-Quantitative Toolbox(CTP)
Crude oil futures modelling by polynomial diffusion
A project on a quantitative analysis of a financial portfolio.
:exclamation: This is a read-only mirror of the CRAN R package repository. PortfolioEffectHFT — High Frequency Portfolio Analytics by PortfolioEffect. Homepage: https://www.portfolioeffect.com/
Built a model using python and comparitive study of different models and their resulting performance
一个用python实现的,基于pyside6和天勤SDK的,多用户,多进程期货程序化交易框架,可实现完全无人职守的自动化国内期货交易,或者半程序化交易
A declarative, efficient, and flexible JavaScript library for building user interfaces.
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google ❤️ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.