A multi-factor equity risk model for quantitative trading.
☆981Aug 16, 2024Updated 2 years ago
Alternatives and similar repositories for toraniko
Users that are interested in toraniko are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- simple crypto market maker☆608Aug 15, 2026Updated 2 months ago
- toolbox of fast mm-related funcs☆262Updated this week
- ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algori…☆702May 19, 2024Updated 2 years ago
- A collection of homeworks of market microstructure models.☆302Sep 26, 2026Updated 3 weeks ago
- Orderflow trading bot based on BSI☆22Aug 14, 2024Updated 2 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Systematic Trading in python☆3,563Oct 16, 2026Updated last week
- Free, open source, a high frequency trading and market making backtesting and trading bot, which accounts for limit orders, queue positio…☆4,971Dec 23, 2025Updated 10 months ago
- A Practical Guide to a Simple Data Stack.☆40Sep 18, 2024Updated 2 years ago
- Portfolio optimization and back-testing.☆1,310Apr 27, 2026Updated 5 months ago
- Python library for portfolio optimization, factor model construction, and risk management built on scikit-learn☆2,537Updated this week
- Performance analytics, portfolio backtesting, risk analysis, and factsheet reporting in Python☆643Updated this week
- High Frequency Market Making☆648Sep 24, 2023Updated 3 years ago
- Implementation of the vanilla Deep Hedging engine☆354Jan 22, 2026Updated 9 months ago
- Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)☆454Nov 17, 2025Updated 11 months ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- An assortment of ring buffer designs for eductional and research purposes☆81May 21, 2025Updated last year
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆773Updated this week
- Portfolio Optimization in Python☆4,566Updated this week
- Macrosynergy Quant Research☆197Updated this week
- Quantitative analysis, strategies and backtests☆3,050Aug 26, 2023Updated 3 years ago
- ☆11Aug 27, 2024Updated 2 years ago
- Online Covariance and Correlation Estimation☆337Oct 6, 2026Updated 2 weeks ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆309Oct 18, 2026Updated last week
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆76May 23, 2020Updated 6 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- A lightweight and high-performance order-book designed to process level 2 and trades data. Available in Rust and Python☆186Nov 12, 2024Updated last year
- Fit many probability distributions from SciPy to asset returns and rank them.☆14Sep 17, 2026Updated last month
- Kalman Filter, Smoother, and EM Algorithm for Python☆13Sep 4, 2023Updated 3 years ago
- Portfolio analytics for quants, written in Python☆7,746Sep 27, 2026Updated 3 weeks ago
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,963Oct 21, 2024Updated 2 years ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆4,950Oct 2, 2023Updated 3 years ago
- ☆72Jul 13, 2026Updated 3 months ago
- Fit autoregressive models with skewed generalized error distribution (SGED) noise whose parameters vary with level☆26Apr 26, 2026Updated 5 months ago
- A curated list of practical financial machine learning tools and applications.☆8,820Jan 3, 2025Updated last year
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Fourier-transform pricing, Monte Carlo validation, and calibration of European options under stochastic-volatility models in Python☆239Updated this week
- Uses L2 data's change in time to estimate a L3 order book microstructure on Binance☆294Jul 12, 2026Updated 3 months ago
- Production multi-asset portfolio construction and rolling backtesting in Python☆99Updated this week
- Bot for fetching the latest funding rate to check for cross exchanges funding arb opportunities☆17Sep 13, 2024Updated 2 years ago
- A collection of scripts for modelling financial markets & options in R.☆66Jan 25, 2025Updated last year
- trend / momentum and other patterns in financial timeseries☆293Jun 27, 2021Updated 5 years ago
- Financial portfolio optimization in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity☆6,121Jul 7, 2026Updated 3 months ago