0liu / ibstract
Asynchronous financial data management
☆21Updated 7 years ago
Related projects ⓘ
Alternatives and complementary repositories for ibstract
- ☆34Updated 6 years ago
- ☆3Updated 3 years ago
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆35Updated 7 years ago
- Library for simulation and analysis of vanilla and exotic options☆31Updated 4 years ago
- Using Q-learning to better navigate orderbooks.☆21Updated 6 years ago
- Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.☆23Updated 6 years ago
- ☆27Updated 5 years ago
- ☆22Updated 6 years ago
- ☆24Updated 8 years ago
- A Python module for market simulation☆23Updated 5 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆30Updated 4 years ago
- Run ib_insync with IBC Inside Docker Container☆22Updated 5 years ago
- Fetch data (futures, stock, coming next => options) from IBKR for local use.☆17Updated 3 years ago
- Code for various data snooping tests on financial time series.☆18Updated 9 years ago
- Financial applications focusing on portfolio management for Python☆16Updated last year
- very fast python backtesting framework based on amibroker backtesting methodology☆40Updated 6 years ago
- This module allows you to easily create order-based financial markets, add agents with various strategies, and evaluate the actions of ag…☆29Updated 2 years ago
- Code for researching and backtesting pairs trading☆24Updated 14 years ago
- Collections of snippets for trading I find interesting☆23Updated last year
- ☆15Updated 6 years ago
- Notebooks and stuff from quantfiction.com☆36Updated 4 years ago
- Financial security modelling with Python and QuantLib☆33Updated 10 years ago
- A pipeline to optimize a portfolio of assets and test it against unseen data.☆12Updated 4 years ago
- Automatically generate Support & Resistance Lines on charts☆19Updated 8 years ago
- A Python toolkit for high-frequency trade research.☆39Updated 6 years ago