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renko_trend_following_strategy_catalyst

Example of adaptive trend following strategy based on Renko

research-1

Contains all the Jupyter Notebooks used in our research

research_public

Quantitative research and educational materials

risk-modeling-for-volatility-dispersion-trades

riskfolio-lib

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

riskparityportfolio

Design of Risk Parity Portfolios

riskportfolios

Functions for the construction of risk-based portfolios

rotational

Rotational System Momentum Strategy: This course is about buying top 3 ranking ETFs every month. There are 3 main sections in total. We will walk you through data preparation, data cleaning and result summarization using flask web app.

rrpe

Regularized Robust Portfolio Estimation

ruptures

ruptures: change point detection in Python

rwa_bot

searcher-kiddor-rs

🤖🎲 𝘀𝘁𝗮𝘁𝗶𝘀𝘁𝗶𝗰𝗮𝗹 𝗮𝗿𝗯𝗶𝘁𝗿𝗮𝗴𝗲 𝘀𝗲𝗮𝗿𝗰𝗵𝗲𝗿 𝗯𝗼𝗶𝗹𝗲𝗿𝗽𝗹𝗮𝘁𝗲 𝗶𝗻 𝗿𝘂𝘀𝘁

sgx-full-orderbook-tick-data-trading-strategy

Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.

shioaji

Shioaji all new cross platform api for trading

shioaji-options

使用永豐API實現選擇權實時自動下單

shioajicaller

A Shioaji warp caller

shioajici

shioajicpp

shioajicpp4tutorial

simpaq

various valuation tools for financial derivatives

simplequant

a simple cryptocurrency backtest system

simpletalkdemo_r

Demo data and R script for Simple Talk aricle

sinopac_trade

SinoPac 永豐金證券期貨 Python API (Shioaji)

sinotrade.github.io

sinotrade github page

sjtrade

shioaji day trading demo package

skcom

群益證券聽牌機

skorders

群益自動下單機 SKOrders

slow-momentum-fast-reversion

This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (https://arxiv.org/pdf/2105.13727.pdf).

sourcecodeofmongoredis

《左手MongoDB，右手Redis——从入门到商业实战》书籍配套源代码。

ssx999_hedge

A cryptocurrency trading algorithm written in Python, designed for the Binance Futures API. The strategy is built on Binance Futures Hedge Mode, allowing to open both long and short positions at the same time for the same asset.