A multi-factor equity risk model for quantitative trading.
☆944Aug 16, 2024Updated last year
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☆609May 29, 2026Updated last month
- toolbox of fast mm-related funcs☆250May 14, 2026Updated last month
- ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algori…☆676May 19, 2024Updated 2 years ago
- Orderflow trading bot based on BSI☆22Aug 14, 2024Updated last year
- A collection of homeworks of market microstructure models.☆293May 4, 2018Updated 8 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Free, open source, a high frequency trading and market making backtesting and trading bot, which accounts for limit orders, queue positio…☆4,217Dec 23, 2025Updated 6 months ago
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆575Jun 19, 2026Updated last week
- Systematic Trading in python☆3,366Jun 8, 2026Updated 3 weeks ago
- A Practical Guide to a Simple Data Stack.☆41Sep 18, 2024Updated last year
- Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)☆412Nov 17, 2025Updated 7 months ago
- Portfolio optimization and back-testing.☆1,232Apr 27, 2026Updated 2 months ago
- High Frequency Market Making☆635Sep 24, 2023Updated 2 years ago
- Python library for portfolio optimization built on top of scikit-learn☆2,036Jun 22, 2026Updated last week
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆730Updated this week
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- Implementation of the vanilla Deep Hedging engine☆345Jan 22, 2026Updated 5 months ago
- A collection of scripts for modelling financial markets & options in R.☆65Jan 25, 2025Updated last year
- Portfolio Optimization in Python☆4,299Jun 22, 2026Updated last week
- Online Covariance and Correlation Estimation☆331Updated this week
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆298Jun 20, 2026Updated last week
- Quantitative analysis, strategies and backtests☆2,962Aug 26, 2023Updated 2 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆154May 2, 2024Updated 2 years ago
- Macrosynergy Quant Research☆186Updated this week
- Kalman Filter, Smoother, and EM Algorithm for Python☆12Sep 4, 2023Updated 2 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- 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
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆223Apr 7, 2026Updated 2 months ago
- A dashboard to visualize cryptocurrency implied volatility surfaces constructed with option data from Binance.☆76May 23, 2025Updated last year
- ☆72Jun 13, 2025Updated last year
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,933Oct 21, 2024Updated last year
- A curated list of practical financial machine learning tools and applications.☆8,663Jan 3, 2025Updated last year
- Bot for fetching the latest funding rate to check for cross exchanges funding arb opportunities☆18Sep 13, 2024Updated last year
- Attribution and optimisation using a multi-factor equity risk model.☆36Jan 30, 2024Updated 2 years ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆4,847Oct 2, 2023Updated 2 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- A lightweight and high-performance order-book designed to process level 2 and trades data. Available in Rust and Python☆189Nov 12, 2024Updated last year
- Portfolio analytics for quants, written in Python☆7,317Jun 19, 2026Updated last week
- Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C☆1,376Nov 13, 2024Updated last year
- Long Short Fallen Angel Premia☆21Mar 1, 2025Updated last year
- Entropy Pooling views and stress testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆298Jun 1, 2026Updated 3 weeks ago
- Financial portfolio optimization in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity☆5,808Jun 19, 2026Updated last week
- Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"☆997Oct 22, 2025Updated 8 months ago