0liu / ibstract
Asynchronous financial data management
☆21Updated 7 years ago
Related projects ⓘ
Alternatives and complementary repositories for ibstract
- ☆33Updated 6 years ago
- Financial applications focusing on portfolio management for Python☆16Updated last year
- ☆3Updated 3 years ago
- ☆26Updated 5 years ago
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆35Updated 7 years ago
- A Python toolkit for high-frequency trade research.☆39Updated 6 years ago
- Layer to connect with market providers for data + trading from different algorithmic trading providers / cryptocurrencurrencies / forex /…☆14Updated last year
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆27Updated 4 years ago
- ☆24Updated 8 years ago
- Library for simulation and analysis of vanilla and exotic options☆30Updated 4 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆30Updated 4 years ago
- Dynamic algorithmic trading systems in Python using Interactive Broker's Python API☆19Updated 3 years ago
- Notebooks and stuff from quantfiction.com☆35Updated 4 years ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆16Updated 6 months ago
- Random Forest-based "Correlation" measures☆15Updated 2 years ago
- A Python module for market simulation☆23Updated 5 years ago
- Monkey patches to grease the Interactive Brokers Python API☆18Updated 6 years ago
- By means of stochastic volatility models☆41Updated 4 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
- ☆22Updated 6 years ago
- Code for various data snooping tests on financial time series.☆18Updated 9 years ago
- Run ib_insync with IBC Inside Docker Container☆22Updated 5 years ago
- Data Analysis with Interactive Brokers API☆8Updated last year
- Code for getting implied volatility in Python☆24Updated 7 years ago
- Advancing in Financial Machine Learning☆16Updated 4 years ago
- Code for researching and backtesting pairs trading☆24Updated 14 years ago
- Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.☆23Updated 6 years ago