cloudquant's Projects
Asynchronous, event-driven algorithmic trading in Python and C++
Apache ActiveMQ CPP
股票AI操盘手:从学习、模拟到实盘,一站式平台。包含股票知识、策略实例、因子挖掘、传统策略、机器学习、深度学习、强化学习、图网络、高频交易、C++部署和聚宽实例代码等,可以方便学习、模拟及实盘交易
Research and generate multiple alpha factors
Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.
AmazingQuant——为交易而生的智能投研Lab。包含策略组合研究服务、量化数据服务、指标计算服务、绩效分析服务四大功能模块。
Abstract: The S&P500 is difficult to predict. Multi-factor models provide a useful framework for making returns predictions and for controlling portfolio risk. This paper explores a three-step process in predicting PCA and Autoencoders factors to generate multi-factor models from the S&P500 component securities.
ArcticDB is a high performance, serverless DataFrame database built for the Python Data Science ecosystem.
backtrader like
Apache Arrow is a multi-language toolbox for accelerated data interchange and in-memory processing
:bar_chart: Websites, Resources, Devices, Wearables, Applications, and Platforms for Self Tracking
A High Performance Live Trading and backtesting platform written in C++.
📈 Better Quant
量化交易 程序化交易 QUANT
An algorithmic trading strategy written in C++.
Building Low Latency Applications with CPP by Packt Publishing
A header-only C++ library for interacting with crypto exchanges. Bindings for Python, Java, C#, Go, and Javascript are provided.
Config files for my GitHub profile.
Modern C++ Apache Kafka client library (wrapper for librdkafka)
C++ trading and matching engine
High performance components for building Trading Platform such as ultra fast matching engine, order book processor
简单易用的期货实盘ctp交易框架 支持ctp和ctp_mini
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!🚀🚀🚀
A list of online resources for quantitative modeling, trading, portfolio management
a header-only project using C++20 re-implement the "empyrical" project, which was originally written in Python.
Factor Investing Library
Free, open source crypto trading bot
A utility for fundamentals data of China commodity futures
A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy
Implementation of finding "trading rules" using genetic programming. Uses OpenBeagle and C++ for implementation.