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50_worldquant_alpha_examples_for_alphathon

This is an example of 50 alphas that can pass the correlation test if they are submitted together.

aioquant

Asynchronous event I/O driven quantitative trading framework.

algorithmictrading

This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in collaboration with Optiver and have been peer-reviewed by staff members of Optiver.

algotrading-example

algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, market making)

alphagen

Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.

alphamix

alphas

alpha101, alpha191, alphalens, backtrader, 量化研究

awesome-systematic-trading

A curated list of awesome libraries, packages, strategies, books, blogs, tutorials for systematic trading.

backtrader-rl

Reinforcemenet Learning Environment build upon the backtrader ecosystem

collect-binancefutures

Collect BinanceFutures's trade and orderbook(depth) feeds.

commodity_future_trading_strategy

Combined Strategy of Term Structure and Relative Momentum Strategy in Trading Commodity Futures

documents

Thenextquant系列教程文档。

expr_codegen

codegen from expression to others, such as polars, pandas

financial_labels

Labels calculation&visualisation - comes with a small BTC/USDT database. Part of my research. Integral part of: https://arxiv.org/abs/2012.03078

hftbacktest

A high-frequency trading and market-making backtesting tool accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books.

open-crypto

Repo for systematical requesting cryptocurrency exchanges' and platforms' REST-APIs for: (1) static data, (2) real-time data and (3) historical data

openfe

OpenFE: automated feature generation with expert-level performance

qlib

Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment. With Qlib, you can easily try your ideas to create better Quant investment strategies. An increasing number of SOTA Quant research works/papers are released in Qlib.

riskfolio-lib

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

spectre

GPU-accelerated Factors analysis library and Backtester

stitcher

Stitches and back-adjust futures data into continuous contract

strategist

Python implementation of the strategies described in the book "151 trading strategies", written by Kakushadze and Serur.

torchqtm

TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative financial analysis.

trading-momentum-transformer

This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.org/pdf/2112.08534.pdf).

xorbits

Scalable Python DS & ML, in an API compatible & lightning fast way.

zorro_scripts

Collection of scripts for Zorro Trading