Quantatitive Financial Stock Market Analysis

financial
market
quantative trading
RL
stock market
trading
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.
Published

June 9, 2022


quantative financial stock market analysis

gs-quant


pyportfolioopt

amplfinance


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

time series forcast

有类似的软件 我下载到windows上面过 (agent based simulation/agent based modeling) called altreva adaptive modeler

fms

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

easytrader

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

mytt 通达信公式转换器

funcat 通达信公式转换器

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:

https://github.com/vnpy/vnpy

https://www.vnpy.com/docs/

talib:

https://github.com/mrjbq7/ta-lib

https://www.programcreek.com/python/example/92322/talib.EMA?msclkid=425d0f6cb5dd11ec9da2a03aa72194cd

superalgos:

https://github.com/Superalgos/Superalgos

https://superalgos.org