AndreaFerrante / OrderflowLinks
This Python package manages methods to reshape tick by tick data for order flow analysis
☆94Updated 2 months ago
Alternatives and similar repositories for Orderflow
Users that are interested in Orderflow are comparing it to the libraries listed below
Sorting:
- Plot orderflow footprint charts using plotly in python.☆149Updated 8 months ago
- Orderflow chart GUI using finplot and pyqt5graph☆110Updated 2 years ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆160Updated 5 years ago
- Python GUI visualizing real-time market trading activity☆20Updated last year
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆64Updated 4 years ago
- Order Imbalance Strategy in High Frequency Trading☆133Updated 6 years ago
- btconfig provides a simple way to initialize a strategy using config files with additional features.☆40Updated 10 months ago
- Pair Trading Strategy using Machine Learning written in Python☆119Updated 3 years ago
- Official Repository☆125Updated 3 years ago
- Automate the detection of chart patterns☆52Updated 10 months ago
- Source Codes for the Book of Trading Strategies☆172Updated 3 years ago
- High-frequency statistical arbitrage☆192Updated last year
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆91Updated 3 weeks ago
- CS7641 Team project☆95Updated 4 years ago
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆92Updated 4 years ago
- An event-driven backtester☆106Updated 5 years ago
- Async integration between backtrader and Interactive brokers.☆71Updated last year
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆102Updated 6 years ago
- A Collection of public tutorials published in the qubitquants.pro blog☆69Updated 2 years ago
- A footprint reversal system to be used inline with your market structure analysis.☆81Updated 5 years ago
- 非平衡订单流高频交易模型☆108Updated 6 years ago
- A python script that estimates the support and resistance lines of a stock's prices or a period☆74Updated 4 years ago
- ☆113Updated 7 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆120Updated 2 years ago
- Using Unsupervised learning, K-means, to determine stock support and resistance levels. Great for trading algorithms/bots using time seri…☆108Updated 4 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆115Updated last year
- Trading Pattern Scanner Identifies complex patterns like head and shoulder, wedge and many more.☆226Updated last year
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆31Updated 3 years ago
- Collection of indicators that I used in my strategies.☆55Updated 2 months ago
- A python library for testing and optimizing trading strategies.☆48Updated 9 months ago