Quantatitive Financial Stock Market Analysis
This article explores the use of software like gs-quant, PyPortfolioOpt and open source code in Python/Julia for quantitative financial stock market analysis. It discusses data sources from pandas_datareader and tushare and provides links to various tools such as pyalgotrade, quantaxis, vn.py, talib and Superalgos which offer agent-based modeling, high-frequency trading capabilities, reinforcement learning, and real-time processing.
quantative financial stock market analysis
造模拟炒股软件 走势跟着大盘 收集用户交易数据
随机假设买卖点 随机假设成交 构成无数虚拟账户交易 或者用某种假设原理拆分不同来源的买卖单
time-series-transformers huggingface blog
深入浅出Python量化交易 配套代码
数据来源
pandas_datareader by yahoo 是国外股票的数据
tushare 国内股票数据
模型建立
open source code for economics modeling in python/julia
pandas pipe for streamline processing of real time data
有类似的软件 我下载到windows上面过 (agent based simulation/agent based modeling) called altreva adaptive modeler
还原持仓的对象 每一个账户都要详细分析 分析每个账户什么时候买入 卖出 还有不买入 不卖出 观望的那些人 所有人都要还原
实盘接口
tools for high frequency trading low latency trading tool
高频交易工具 低延迟交易工具
要抢涨停板 网络必须要好 下单速度要快
joinquant
实盘易 支持多个客户端 服务端要钱的 sdk都是服务端的client
tools
models and frameworks
general reinforcement learning:
https://github.com/DLR-RM/stable-baselines3
crypto trading bot, support all crypto trading markets:
https://github.com/freqtrade/freqtrade
qlib by microsoft, quantatitive financial analysis:
https://github.com/microsoft/qlib
reinforcement financial deep learning package:
https://github.com/AI4Finance-Foundation/FinRL
openbb_terminal:
https://github.com/OpenBB-finance/OpenBBTerminal
zipline
https://github.com/quantopian/zipline
pyalgotrade
https://github.com/gbeced/pyalgotrade
quantaxis:
https://github.com/yutiansut/QUANTAXIS
vn.py:
talib:
https://github.com/mrjbq7/ta-lib
https://www.programcreek.com/python/example/92322/talib.EMA?msclkid=425d0f6cb5dd11ec9da2a03aa72194cd
superalgos: