/my_projects

recording some projects which are related to finance

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Introduce(updating)

There are some projects I did related to finance.

  • Pair trading system for futures based on CTP interface

    This is an execution system of trading inter-temporal futures contract in China. It is based on the CTP interface supplied by Shanghai Futures Information Technology Co., Ltd. I chose the C++ as the main programming language for this system and the QT as the interactive interface and the UI. This display language of this system is Chinese because all my partners (who want to use this system ) are Chinese. This GitHub project will describe this trading system for anyone who is interested in. If you have any problem about this project, you can dierctly contact me with: zmlljy@outlook.com

  • Pair trading strategy of inter-temporal futures contract based on spread mean price

    This is the simplest strategy of trading inter-temporal futures contract. Because I have built the "Pair trading system for futures based on CTP interface" , I use this strategy test this system and research the real performance in the real trading situation.

  • Pair trading strategy of inter-temporal futures contract based on Kalman filter

    I want to find strategy that can make money in the pair trading of inter-temporal futures contract. Kalman filter is a very good way to separate the real price and white noise of the spread price of inter-temporal futures contract.

    I can't apply this strategy in the real trading, because I have to go to my university to further my study.

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