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/iCTP
对上期CTP接口进行二次封装，各种资金，持仓，成交回报和委托回报的计算全部重写，明显提高了计算效率和及时性，可以被C++，C#，Java，Python，Matlab，R等语言调用，底层代码并不开源，本库中包含了这些语言的调用示例，并将不断完善，另外还包含一个使用这个接口制作的美观大方的期货交易程序。
systemtrader/tick_mean_reversion
tick价差套利（参考vnpy网友资料、vnpy论坛资料、windquant）： 1、按被动腿时间戳对齐 2、profile函数展示（需要py3） 3、平稳性检验 4、对冲手数计算 5、2sigma开仓，3sigma止损(或者赌价差扩散？)6、连续止损后cool down一段时间
systemtrader/darch12
Скрипты к статье
systemtrader/multiAccountMannage-----web-
基于vnpy的多进程账户管理
systemtrader/VnpyPro
quant project base on vnpy and QUANTAXIS
systemtrader/thunder-trade-vs
构建vs版的monitor，主要适用于client端monitor为vs程序的代码库
systemtrader/Time_Series_Forecasting
Forecasting time-series of New York Stock Exchange data using different learning methods
systemtrader/VPIN
Order flow toxicity; Volume-Synchronized Probability of Informed Trading
systemtrader/tac
tac gateway for vnpy
systemtrader/zpquant-fq-trade
基于thunder-trade，适用于连接第三方策略的代码管理
systemtrader/MultiChartsDLL
C++ and Python Library Files of MultiCharts
systemtrader/OilGasEarningsAnalysis
Text analysis on earnings reports for large and mid cap oil and gas companies
systemtrader/thunder-trade-zpquant
基于高频交易系统thunder-trade开发，主要适用于web版本的monitor的 代码管理
systemtrader/pybind11
Seamless operability between C++11 and Python
systemtrader/handt
handt - a trading strategy backtester
systemtrader/hf_at
海风AT策略平台
systemtrader/hft
real high-frequency-trading system based on c++
systemtrader/Quantitative-Notebooks
Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy
systemtrader/Grades-Prediction-By-Appling-10-Classifiers
KNeighborsClassifier, SVC, DecisionTreeClassifier, RandomForestClassifier, AdaBoostClassifier, GradientBoostingClassifier, GaussianNB, LinearDiscriminantAnalysis
systemtrader/QUANTAXIS_RandomPrice
QARandomPrice_TickPrice_by_OU process
systemtrader/MomentumTrading
Possible Trading Strategy using Relative Momentums
systemtrader/QUANTAXIS_WEBSERVER
quantaxis_webserver
systemtrader/BlackFire_Capital
Project on trading strategy
systemtrader/ctpmarketdatacollector
systemtrader/machine-mind
Cryptocurrency trading strategies
systemtrader/Piquant
Piquant-Quantitative Toolbox(CTP)
systemtrader/algobox
A framework and `out of the box` solution for programming and running Automated Trading Strategies.
systemtrader/quantasma
Algorithmic trading platform
systemtrader/Stock-Prediction-Models
Gathers machine learning and deep learning models for Stock forecasting, included trading bots and simulations
systemtrader/AIforTradingND_P03_Smart_Beta_and_Portfolio_Optimization
Implementation of the Project 3, Smart Beta and Portfolio Optimization of the AI for Trading Nanodegree from Udacity