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  1. use-gplearn-to-generate-CTA-factor use-gplearn-to-generate-CTA-factor Public

    本文通过gplearn模型,结合遗传算法中的遗传规划方法生成因子。这里因子生成基于simple-backtest中的简单回测系统,主要针对股指期货操作。

    Python 133 54

  2. High-Frequency-Trading-A-Self-Learning-Guide High-Frequency-Trading-A-Self-Learning-Guide Public

    High Frequency Trading Self Study Manual, 高频交易自学指南

    Batchfile 9 3