ianmadlenya / quant.strategy

I will upload and update my quant strategies here

Quant.Strategy

I will upload and update my quant strategies which include CTA strategy, stock strategy etc. Not only Python is the Programming language, but also MATLAB and VBA.

Database

I use MongoDB as my developed database to store the re-structral data. The data is mainly from Wind and other free data sourse such as tushare. In the file database, There are several works I have done.

• a document(DatabaseAPI) which tell you how to use the Database API using python and how to configure.
• tool functions tell you how to extract data from wind and store data into MongoDB
• there are three kinds of data,stock, index and futures.
• there are two level of data.day level for stock and index, and bar level for future(commodity futures and index futures).

Strategy Set

CTA Strategy

• Low-lag Trendline & Timing Strategy on Futures
• Turtle Trading Strategy

Stock Strategy

• Price Limit Strategy on Stocks of A Share

Others

• The Cobwebs Trend Strategy of Index Futures
• Hurst Exponent Estimation on Chinese A Share Market