A complete toolkit for quantitative research and development of options trading strategies.
Nautilus_Trader_Jerry_fall_2023 is a customized verision of Nautilus trader by Zhuoran "Jerry" Li on Fall 2023
* Calculates technical and custom alpha factors * Trains ML models to predict short-term returns * Evaluates predictive power (IC, precision, Sharpe ratio) * Visualises insights
异步事件驱动/量化交易/做市系统/策略研究/策略回测
World Quant 101 alphas的计算和策略化
Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.
A modular Python framework for researching and backtesting multi-factor equity strategies using classical factors (Value, Momentum, Size), Fama–MacBeth regressions, IC/IR analysis, and long–short portfolio evaluation.
systematic trading strategies developed and validated using walk-forward analysis. The code is modular and structured for production backtesting.
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