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caoruicn's Projects

algo-trader-tool-suite icon algo-trader-tool-suite

Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms

cpp14_simulator icon cpp14_simulator

My fourth and final attempt at creating a backtesting simulator, this time in C++14.

ctp icon ctp

已经不再维护,请移步到XAPI2项目

ctp_redis icon ctp_redis

使用Redis做内存数据库,做期货策略交易; 行情自动订阅; 报单从Redis队列获取向上报单;

easyctp icon easyctp

a simple system which use ctp API for future arbitrage trading

incubator-mxnet icon incubator-mxnet

Lightweight, Portable, Flexible Distributed/Mobile Deep Learning with Dynamic, Mutation-aware Dataflow Dep Scheduler; for Python, R, Julia, Scala, Go, Javascript and more

openalpha icon openalpha

An open source equity statistical arbitrage backtest simulator, use the same API as WorldQuant's WebSim https://www.worldquantvrc.com/en/cms/wqc/websim

prism icon prism

a strategy trading backtester, quant, backtesting.

sibyl icon sibyl

Platform for backtesting and live-trading intraday Stock/ETF/ELW using recurrent neural networks

xapi2 icon xapi2

统一行情交易接口第2版

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