AntonVonGolub / Code
Golub, Glattfelder and Olsen, ''The Alpha Engine: Designing an Automated Trading Algorithm''
☆115Updated 7 years ago
Alternatives and similar repositories for Code:
Users that are interested in Code are comparing it to the libraries listed below
- ☆193Updated 4 years ago
- Volume-Synchronized Probability of Informed Trading☆110Updated 11 years ago
- Depricated repo. Please refer to mlfinlab☆113Updated 5 years ago
- To classify trades into buyer- and seller-initiated.☆139Updated 2 years ago
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆116Updated 7 years ago
- Algo execution engine☆91Updated 9 years ago
- Videos, slides, and code made available by speakers of the 2021's AlgoTrading Summit☆124Updated 3 years ago
- Deep learning framework for HFT algorithmic trading strategy development☆73Updated 4 years ago
- Probability of Backtest Overfitting in Python☆121Updated last year
- Machine learning end-to-end research and trade execution☆95Updated 4 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 5 years ago
- The Thalesians' Python library☆64Updated 8 years ago
- Example of order book modeling.☆56Updated 5 years ago
- The project simulates a generic agent based market model. The aim is to explore intimately, by simulation, the process of price formation…☆64Updated 10 years ago
- ☆112Updated 7 years ago
- Limit Order Book Implemented in Python☆93Updated 7 years ago
- Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das☆107Updated 9 years ago
- Pairs trading strategy example based on Catalyst☆47Updated 6 years ago
- Market Making / Stat Arb strategy☆60Updated 7 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆240Updated last year
- Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics☆124Updated this week
- An event-based backtester written in Python for algorithmic trading.☆43Updated 7 years ago
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆88Updated 4 years ago
- obAnalytics Shiny front-end☆75Updated 6 years ago
- ☆125Updated 6 years ago
- Order flow toxicity; Volume-Synchronized Probability of Informed Trading☆85Updated 8 months ago
- Deep Q-Learning for Market Making☆119Updated 6 years ago
- R package intended for visualisation, analysis and reconstruction of limit order book data☆152Updated 6 years ago
- Visualization Tool for Deribit Options☆79Updated 4 years ago
- Pair Trading Strategy using Machine Learning written in Python☆114Updated 2 years ago