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expr_codegen Public
Forked from wukan1986/expr_codegencodegen from expression to others, such as polars, pandas
Python BSD 3-Clause "New" or "Revised" License UpdatedJan 12, 2024 -
xorbits Public
Forked from xorbitsai/xorbitsScalable Python DS & ML, in an API compatible & lightning fast way.
Python Apache License 2.0 UpdatedJan 5, 2024 -
qlib Public
Forked from qianyun210603/qlibQlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment. With Qlib, yo…
Python MIT License UpdatedDec 9, 2023 -
alphagen Public
Forked from RL-MLDM/alphagenGenerating sets of formulaic alpha (predictive) stock factors via reinforcement learning.
Python UpdatedNov 15, 2023 -
50_WorldQuant_Alpha_Examples_for_Alphathon Public
Forked from CrisperX/50_WorldQuant_Alpha_Examples_for_AlphathonThis is an example of 50 alphas that can pass the correlation test if they are submitted together.
UpdatedOct 30, 2023 -
OpenFE Public
Forked from IIIS-Li-Group/OpenFEOpenFE: automated feature generation with expert-level performance
Python MIT License UpdatedOct 10, 2023 -
AlgorithmicTrading Public
Forked from JerBouma/AlgorithmicTradingThis repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in collaboration with Optiver and have been peer-reviewed by st…
Jupyter Notebook MIT License UpdatedAug 13, 2023 -
hftbacktest Public
Forked from nkaz001/hftbacktestA high-frequency trading and market-making backtesting tool accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books.
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torchqtm Public
Forked from nymath/torchqtmTorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative financial analysis.
Cython MIT License UpdatedJul 13, 2023 -
alphas Public
Forked from popbo/alphasalpha101, alpha191, alphalens, backtrader, 量化研究
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algotrading-example Public
Forked from nkaz001/algotrading-examplealgorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, market making)
Jupyter Notebook UpdatedApr 10, 2023 -
awesome-systematic-trading Public
Forked from paperswithbacktest/awesome-systematic-tradingA curated list of awesome libraries, packages, strategies, books, blogs, tutorials for systematic trading.
Python UpdatedJan 26, 2023 -
spectre Public
Forked from Heerozh/spectreGPU-accelerated Factors analysis library and Backtester
Python GNU General Public License v3.0 UpdatedJan 18, 2023 -
collect-binancefutures Public
Forked from nkaz001/collect-binancefuturesCollect BinanceFutures's trade and orderbook(depth) feeds.
Python UpdatedNov 16, 2022 -
Backtrader-RL Public
Forked from MaxLoedige/Backtrader-RLReinforcemenet Learning Environment build upon the backtrader ecosystem
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Riskfolio-Lib Public
Forked from dcajasn/Riskfolio-LibPortfolio Optimization and Quantitative Strategic Asset Allocation in Python
Python BSD 3-Clause "New" or "Revised" License UpdatedOct 13, 2022 -
financial_labels Public
Forked from m1balcerak/financial_labelsLabels calculation&visualisation - comes with a small BTC/USDT database. Part of my research. Integral part of: https://arxiv.org/abs/2012.03078
Python MIT License UpdatedAug 5, 2022 -
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Stitcher Public
Forked from XilinJia/StitcherStitches and back-adjust futures data into continuous contract
Julia MIT License UpdatedJun 6, 2022 -
open-crypto Public
Forked from SteffenGue/open-cryptoRepo for systematical requesting cryptocurrency exchanges' and platforms' REST-APIs for: (1) static data, (2) real-time data and (3) historical data
Python UpdatedApr 23, 2022 -
trading-momentum-transformer Public
Forked from kieranjwood/trading-momentum-transformerThis code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.org/pdf/2112.08534.pdf).
Python MIT License UpdatedMar 25, 2022 -
aioquant Public
Forked from CongZhengithub/aioquantAsynchronous event I/O driven quantitative trading framework.
Python MIT License UpdatedAug 29, 2020 -
Zorro_scripts Public
Forked from alexanu/Zorro_scriptsCollection of scripts for Zorro Trading
C UpdatedJul 30, 2020 -
strategist Public
Forked from matimacazaga/strategistPython implementation of the strategies described in the book "151 trading strategies", written by Kakushadze and Serur.
Python UpdatedJun 20, 2020 -
Commodity_Future_Trading_Strategy Public
Forked from Karenou/Commodity_Future_Trading_StrategyCombined Strategy of Term Structure and Relative Momentum Strategy in Trading Commodity Futures
Python UpdatedMay 12, 2020 -
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