3jane / tindicatorsLinks
tindicators is a library of technical analysis indicators
☆28Updated 4 years ago
Alternatives and similar repositories for tindicators
Users that are interested in tindicators are comparing it to the libraries listed below
Sorting:
- Fast, Multi threaded and Efficient Trade Matching Engine☆27Updated 3 years ago
- Order flow toxicity; Volume-Synchronized Probability of Informed Trading☆91Updated 10 months ago
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆92Updated 4 years ago
- Digital Signal Processing Indicators For Market Data.☆32Updated 5 years ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 11 years ago
- algo trading backtesting on BitMEX☆78Updated last year
- Performance tear sheets and backtest analysis for Moonshot☆36Updated 6 months ago
- Event-driven backtest/realtime quantitative trading system.☆75Updated 3 years ago
- Fractal Adaptive Moving Average☆25Updated 4 years ago
- This is the current Quantiacs toolbox which includes the backtester for developing and testing trading algorithms.☆72Updated last week
- An event-based backtester written in Python for algorithmic trading.☆43Updated 7 years ago
- ☆114Updated 7 years ago
- ☆56Updated last year
- Python package for a class of tractable SPDE models for limit order book modeling☆35Updated 4 years ago
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆21Updated 6 years ago
- High-performance backtesting engine written in C++ for evaluating trading strategies restricted to a single trading pair (e.g. BTC/USD) a…☆47Updated 2 years ago
- visualize financial microstructure 📈 & debug trading bots 🤖☆46Updated 2 years ago
- Factor Expression + Historical Data = Factor Values☆29Updated last year
- An extension library for NumPy that implements common array operations not present in NumPy☆45Updated last year
- Example of order book modeling.☆57Updated 6 years ago
- Implementation of a orderbook data structure for LOB research capabilities.☆145Updated last year
- stores market data from cryptofeed to kdb+☆23Updated 4 years ago
- DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS☆84Updated last month
- Time Series Prediction of Volume in LOB☆57Updated last year
- Visualize an order book using Perspective and the Gemini sandbox API.☆45Updated 3 years ago
- A Python module for market simulation☆23Updated 5 months ago
- C++(11) financial market orderbook and matching engine with Python extension module☆29Updated 4 years ago
- The project simulates a generic agent based market model. The aim is to explore intimately, by simulation, the process of price formation…☆65Updated 10 years ago
- C++23 examples.☆164Updated last month
- Probability of Backtest Overfitting in Python☆126Updated 2 years ago