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louislrd's Projects

pairstrade-fyp-2019 icon pairstrade-fyp-2019

We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.

pairstrading icon pairstrading

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

python-note icon python-note

《Python 学习手册》(第四版 + 第五版)笔记

quant icon quant

量化交易策略-多行业协整配对交易策略

reference-point icon reference-point

Code for the paper Baillon et. al. _Searching for the Reference Point_ Management Science 2018

vnpy icon vnpy

基于Python的开源量化交易平台开发框架

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