AlexChiang0208 / Trading-UniverseLinks
Modular backtesting tools (Python)
☆14Updated 3 months ago
Alternatives and similar repositories for Trading-Universe
Users that are interested in Trading-Universe are comparing it to the libraries listed below
Sorting:
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- Example of CTA strategy backtesting.☆20Updated 2 years ago
- Algorithmic multi-greek hedges using Python☆21Updated 4 years ago
- Option Strategy for Futures☆16Updated 5 years ago
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆36Updated 5 years ago
- AI based alpha research for trading☆50Updated 3 years ago
- Developing a trend following model using futures☆34Updated 2 years ago
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆26Updated 8 months ago
- Contains all the Jupyter Notebooks used in our research☆15Updated 5 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆29Updated 7 years ago
- Python demo code for LOBSTER limit order book data☆13Updated 5 years ago
- Backtest result archive for Momentum Trading Strategies☆64Updated 6 years ago
- ☆24Updated 5 years ago
- Library for simulation and analysis of vanilla and exotic options☆34Updated 5 years ago
- ☆23Updated 6 years ago
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆21Updated last year
- Example of order book modeling.☆57Updated 6 years ago
- Phd repo☆18Updated 3 years ago
- High Frequency Market Making: Optimal Quoting☆13Updated 2 years ago
- Having effective intraday forecast for the level of trading volume is of vital importance to algorithmic trading and portfolio management…☆51Updated 5 years ago
- ☆19Updated 5 years ago
- Dynamic algorithmic trading systems in Python using Interactive Broker's Python API☆23Updated 4 years ago
- High Frequency Jump Prediction Project☆39Updated 5 years ago
- Design your own Trading Strategy☆39Updated last year
- Trend Prediction for High Frequency Trading☆43Updated 2 years ago
- Alpaca-based Order Book Inbalace Algorithm.☆12Updated 5 years ago
- High Frequency Trading Strategies☆48Updated 8 years ago
- DeepLOB Implementation on Bitcoin Perpetual Data☆26Updated 2 years ago
- MFM workshop project☆13Updated 4 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 4 years ago