systemtrader Goto Github PK

oilgasearningsanalysis

Text analysis on earnings reports for large and mid cap oil and gas companies

openalgo

: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.

openctp

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-ctp

OpenQuant的CTP期货/证券插件

opensource_bsd

My Open Source Projects

optimize-momentum-strategy-with-52-week-high

This project aims to optimize momentum trading strategy with 52-week high

option_calculation_mini_kit

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

optionbacktest

50etf期权简单历史回测，包括选合约、与etf配对等操作

options-modelling

Root-finding algos, Black-Scholes and trees with Python

options-pricing-two-assets-correlation-options

To price an exotic option called Two Assets Correlation Call Option

orange

Orange 2 (Python 2.7) data mining suite http://orange.biolab.si

order_imbalance_hft

非平衡订单流高频交易模型

orderbook-tick-data-trading-strategy

pair-trading

Pair trading in C++

pair-trading-view

Pair Trading View - .NET application for visual analysis of synthetic financial instruments based on statistical models.

pairs-pipeline

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.

pairs-trading

A Statistical Arbitrage Strategy

pairs-trading-cpp

Pairs Trading Strategy Implementation in C++

pandas-ta

Technical Analysis Indicators - Pandas TA is an easy to use Python 3 Pandas Extension with 130+ Indicators

pandas_market_calendars

Exchange calendars to use with pandas for trading applications

pandoratrader

CTP 高频量化交易平台 C++ Trade Platform for quant developer

pe-hft-python

Python library for high frequency portfolio analysis, intraday backtesting and optimization

pe-hft-r

R package for high frequency trading (HFT) backtests, intraday portfolio analysis and portfolio optimization.

piquant

Piquant-Quantitative Toolbox(CTP)

polynomial-diffusion

Crude oil futures modelling by polynomial diffusion

portfolio_swissknife

A project on a quantitative analysis of a financial portfolio.

portfolioeffecthft

: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/

predicting-future-oil-prices-

Built a model using python and comparitive study of different models and their resulting performance

processtrader

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

pyalgotrade-1