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量化投资学习资料整理：学界（行为金融、投资者情绪、常用程序函数，etc）；业界（公开资料整理，数据源，回测框架，卖方金工研报及复现，量化研究学习路线，etc）
Funding rate arbitrage on cryptocurrency.
A Trading Model Utilizing a Dynamic Weighting and Aggregate Scoring System with LSTM Networks
A spot-futures funding rate arbitrage bot that profits on market inefficiencies by opening market-neutral positions and earning funding fees. This alternative investment allows users to gain about …
A python implementation of a local copy of a Binance Orderbook.
Stochastic local volatility model calibration
Testing the Local-Stochastic volatility model for forward rates following Bang 2018