Pinned Repositories
autoTrade-1
#Trade Code Library
bitcoin
Bitcoin Core integration/staging tree
boxplay-trading-system-VBA
My submission for 2007 Automated Trading Olympiad written in Excel VBA
c.LMAX-.disruptor
A C implementation of LMAX Disruptor
CppCTP
CTP with cpp
ctp_record
ctpmarketdatacollector
ctpTrading-wt
hft
real high-frequency-trading system based on c++
vn_trader_solo
单机单进程版的vnpy
systemtrader's Repositories
systemtrader/ctp-python
穿透式监管版本CTP接口的Python封装
systemtrader/pandas_market_calendars
Exchange calendars to use with pandas for trading applications
systemtrader/yfinance
Download market data from Yahoo! Finance's API
systemtrader/PandoraTrader
CTP 高频量化交易平台 C++ Trade Platform for quant developer
systemtrader/docker-tws
systemtrader/trading_calendars
Calendars for various securities exchanges.
systemtrader/stock
30天掌握量化交易 (持续更新)
systemtrader/pyecharts
🎨 Python Echarts Plotting Library
systemtrader/FundamentalAnalysis-1
Fully-fledged Fundamental Analysis package capable of collecting 20 years of Company Profiles, Financial Statements, Ratios and Stock Data of 20.000+ companies.
systemtrader/finx-option-data
Fetch, store, and warehouse Option Data
systemtrader/ibkr-docker
Run IBKR TWS in a Docker container
systemtrader/storage
Multi-Factor Least Squares Monte Carlo energy storage valuation model (Python and .NET).
systemtrader/efinance
efinance 是一个可以快速获取基金、股票、债券、期货数据的 Python 库，回测以及量化交易的好帮手！🚀🚀🚀
systemtrader/TradingTechnology
股票、期货、期权交易系统及量化交易等相关开发技术
systemtrader/xalpha
基金投资管理回测引擎
systemtrader/MyTT
MyTT将通达信,同花顺,文华麦语言等指标公式,最简移植到Python中,核心库单个文件，仅百行代码,十几个核心函数，神奇的实现所有常见技术指标算法（不依赖talib库）的纯python实现和转换通达信MACD,RSI,BOLL,ATR,KDJ,CCI,PSY等公式,全部基于pandas函数计算方法封装，简洁且高性能，能非常方便的应用在股票指标公式,股市期货量化框架分析,自动程序化交易,数字货币量化等领域,它是您最精练的股市量化工具。Python library with most stock market indicators.
systemtrader/volatility-trading
A complete set of volatility estimators based on Euan Sinclair's Volatility Trading
systemtrader/Tx
systemtrader/ctpwrapper
上海期货交易所CTP接口 Shanghai Future CTP Interface CTP Python API Wrapper
systemtrader/Global-Oil-Market
This code show the SVAR results from the paper: "Lutz Kilian, 2009. "Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market," American Economic Review, vol. 99(3), pages 1053-1069, June. Specifically: Cholesky Decomposition, Structural Impulse Response, Historical Evolution of the Structural Shock, Historical Decompositio of the Structural Shocks and the Forecast Error Variance Decomposition
systemtrader/portfolio_swissknife
A project on a quantitative analysis of a financial portfolio.
systemtrader/wencai
This is a wencai crawler.（i问财的策略回测接口的Pythonic工具包）
systemtrader/mlfinlab
systemtrader/Genetic-Algorithm-Kmeans
对于一个板块内的股票使用Kmeans聚类剔除垃圾股，利用遗传算法分析上市公司的财务指标，从基本面的角度得出合理的股票选择模型，帮助投资者在某个板块内确定出选择高收益股票的标准，策略样本外回测计效见backtest.png文件。
systemtrader/alphasickle
多因子指数增强策略/多因子全流程实现
systemtrader/ths_trade
同花顺自动化交易股票下单接口, 证券量化交易必备工具, WEB API服务框架,交易下单自动排队，支持多策略和实时回报查询, 智能按钮定位，模拟点击升级版本，多年实盘稳定运行！
systemtrader/finm33150-carry-trade
Assignment 5 for FINM33150, University of Chicago, Regression Analysis and Quantitative Trading Strategies
systemtrader/pynamical
Pynamical is a Python package for modeling and visualizing discrete nonlinear dynamical systems, chaos, and fractals.
systemtrader/Polynomial-Diffusion
Crude oil futures modelling by polynomial diffusion
systemtrader/AlgoTradingSimulatedPaths
Mean-Variance Portfolio Optimisation and Algorithmic Trading Strategies in MATLAB