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onetwotrea's Projects

akshare icon akshare

AKShare is an elegant and simple financial data interface library for Python, built for human beings! 开源财经数据接口库

gpquant1 icon gpquant1

Mining technical factors based on symbolic regression via genetic algorithm

kline icon kline

一个 javascript K线插件. a K line library written in javascript.

nowcasting icon nowcasting

nowcasting the macro indicator using dynamic factor model

option_data icon option_data

期权行情数据获取，包括实时tick数据，分钟数据，k线数据

quantitative-contest icon quantitative-contest

It's an experience in a quantitative contest. We are a team of three members and got first in the Round 3 period in both PnL and Sharpe Ratio. First, the virtual trading system uses Google's gRPC framework. So we wrote scripts to send commands such as orders to this system. Second, we conducted scripts to request virtual market data from this sys

volatility-and-option icon volatility-and-option

计算波动率的六种方法，计算隐含波动率，凤凰期权的定价，编制基于50ETF期权的VIX指数

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