Financial Library ( Economic Scenario Generator, Asset Liability Management, Pricing )
-
Updated
Oct 30, 2023 - Python
Financial Library ( Economic Scenario Generator, Asset Liability Management, Pricing )
Event-Driven BackTesting Framework
A professional CLI-based quant trading system for SPY ETF using Dual MA strategy on LongPort API. Supports live trading, backtesting, and terminal visualization. Ji Yu LongPort SDK De Zhuan Ye Ji SPY Shuang Jun Xian Liang Hua Jiao Yi Xi Tong . Ji Cheng Liao Jiao Hu Shi Ming Ling Xing Zhong Duan , Shi Pan /Mo Ni Jiao Yi Yin Qing , Ke Shi Hua Hui Ce Kuang Jia Ji Zi Dong Ren Wu Diao Du Gong Neng
This research aims to investigate the processes, tools, and frameworks that can empower SMEs to adopt and utilize advanced digital technologies effectively. By focusing on their specific needs, this study will explore pathways to improving analytical capabilities and fostering data-driven innovation. Research Proposal RP
Automate trading for SPY using a dual moving average strategy with this robust CLI tool built on the LongPort Open API for seamless execution.
Add a description, image, and links to the quantative topic page so that developers can more easily learn about it.
To associate your repository with the quantative topic, visit your repo's landing page and select "manage topics."