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quant-trading
quant-trading PublicForked from je-suis-tm/quant-trading
Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Straddle, Shooting Star, London Breakout, Heikin-Ashi, Pair Tra…
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MACD-RSI-A--quant-trading
MACD-RSI-A--quant-trading Public基于 Python 开发的趋势跟踪量化策略,融合 5/20 均线、成交量、RSI、MACD 共振信号构建共振交易模型,并加入 ATR 动态止损实现严格风控,通过 Tushare 获取 A 股历史数据,实现从数据获取、指标计算、信号生成到策略回测、可视化的全流程。 本策略以002050.SZ(三花智控)为回测标的,回测周期 20240101-20260410,输出累计收益、年化收益、最大回撤、…
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