/Quant-Product-architecture

The project is a framework for quantitative trading of financial assets.

Primary LanguagePython

Quant-Product-architecture

The project is a framework for quantitative trading of financial assets. |___ Quant-Product-architecture

         |___ Backtesting_system

         |              |_____  backtesting   :The basic program of CTA policy is included
                        |_____  details   :Here are the strategies view for trading
                        |_____  historical_data  :This is the historical transaction data
                        |_____  results : This is the result of the transaction
                        |_____  strategies : Here is the signal function of the trading strategy
                        |_____  util :Here stored is the program to run the function function
                        
         |____Product architecture :Here is a flowchart of the quantitative trading framework, both front and back ends.
        
        
         |____Genetic algorithm (Ga) : Using genetic algorithm can improve the efficiency of parameter searching,
                                       but the disadvantage is that the local optimal solution can be found.