https://github.com/caoruicn/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
https://github.com/caoruicn/openalpha

Last synced: 2 months ago
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An open source equity statistical arbitrage backtest simulator, use the same API as WorldQuant's WebSim https://www.worldquantvrc.com/en/cms/wqc/websim

• Host: GitHub
• URL: https://github.com/caoruicn/openalpha
• Owner: caoruicn
• License: apache-2.0
• Created: 2019-03-22T13:25:16.000Z (almost 6 years ago)
• Default Branch: master
• Last Pushed: 2019-03-14T02:53:57.000Z (almost 6 years ago)
• Last Synced: 2024-06-07T07:32:25.994Z (7 months ago)
• Language: C++
• Homepage: http://www.opentradesolutions.com/
• Size: 147 KB
• Stars: 9
• Watchers: 1
• Forks: 23
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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• awesome-systematic-trading - OpenAlpha - An open source equity statistical arbitrage backtest simulator, use the same API as WorldQuant's WebSim (Alpha Collections / Expression based alpha)