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ai-driven-quantitative-strategy-construction

清华大学出版社签约，《AI驱动下的量化策略构建》图书配套相关代码与参考资料

binance_orderflow

Derive order flow from Tick and Trade data.

crypto-rl

Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent

cryptocurrency-trading-strategy-replication

该项目是我在HKU量化交易课程期末的项目，旨在复现他人的交易策略。 我复现的是一篇关于加密货币的交易策略的论文，论文原作者为YUKUN LIU,ALEH TSYVINSKI,XI WU，于2022年首次发刊，通过规模、动量、交易量以及波动性这四类主题因子，分析不同特征下加密货币的市场表现。

go-deltafighter

Get the current orderflow delta from Binance in Go

isac

Optimal control of risk aversion in Avellaneda Stoikov high frequency market making model with Soft Actor Critic reinforcement learning

market-making-with-deep-reinforcement-learning-from-limit-order-books

This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"

mbt_gym

mbt_gym is a module which provides a suite of gym environments for training reinforcement learning (RL)

optimalhft2

HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)

orderflowchart

This repository plots orderflow footprint charts using plotly in python.

pairstrading

Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Lisboa).

pairstrading-1

Using Digital Currencies Data

use-gplearn-to-generate-cta-factor

本文通过gplearn模型，结合遗传算法中的遗传规划方法生成因子。这里因子生成基于simple-backtest中的简单回测系统，主要针对股指期货操作。

wt4elegantrl