GitHub - bradleyboyuyang/FTEC5530-Algo-Trading: Algorithmic trading scripts using Q/kdb+

Algo Trading Scripts with KDB+

Algorithmic trading scripts using q/kdb+ from CUHK MSc course FTEC5530 (quantitative and algorithmic trading).

Contents include market microstructure, technical analysis, factor analysis, transaction cost analysis (TCA), quick backtesting framework, etc.

Name		Name	Last commit message	Last commit date
Latest commit History 38 Commits
assignment1		assignment1
assignment2		assignment2
homework1		homework1
technical_analysis		technical_analysis
OBI_signal.q		OBI_signal.q
README.md		README.md
microstructure.q		microstructure.q
technical_backtest.q		technical_backtest.q
transaction_cost_analysis.q		transaction_cost_analysis.q