Golub, Glattfelder and Olsen, ''The Alpha Engine: Designing an Automated Trading Algorithm''
☆117Jan 2, 2018Updated 8 years ago
Alternatives and similar repositories for Code
Users that are interested in Code are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- A study of the Glosten and Milgrom model for market making☆15Nov 4, 2015Updated 10 years ago
- A simple Python framework for trading algorithms on Lykke☆14Dec 2, 2017Updated 8 years ago
- Quantnet: SFE quantlets☆11Oct 27, 2025Updated 6 months ago
- Executable form of the MiFID II RTS (Regulatory Technical Standard) documents.☆18Jun 17, 2018Updated 7 years ago
- Scripts for the trading software AgenaTrader☆15Jan 8, 2022Updated 4 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Implementation of Reinforcement Learning in Pair Trading☆11Jul 4, 2025Updated 10 months ago
- Proof of concept Cointegration-Based spread trading strategy applied to the Foreign Exchange market☆37Apr 16, 2016Updated 10 years ago
- Stock Market Prediction Using Unsupervised Features☆53Sep 15, 2018Updated 7 years ago
- Market Making / Stat Arb strategy☆63Jun 6, 2017Updated 8 years ago
- Python API for sentosa trading system☆42Nov 4, 2015Updated 10 years ago
- ☆25Jan 5, 2018Updated 8 years ago
- System for Using Random Forest Models to Predict S&P 500 Volatility - The Quant's Playbook @ Substack☆12Oct 27, 2023Updated 2 years ago
- ☆196May 13, 2020Updated 5 years ago
- Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das☆110Oct 16, 2015Updated 10 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Basel III Standardized Approach for Counterparty Credit Risk Management☆11Jul 5, 2021Updated 4 years ago
- Easily source publicly available data on derivatives☆38Jan 9, 2022Updated 4 years ago
- The code for Fuzzy Investment Counselor (FIC) and Markowitz portfolio theory for stock investment☆14Sep 2, 2020Updated 5 years ago
- Complete, typesafe representation of Vega-Lite in OCaml☆10Nov 13, 2017Updated 8 years ago
- A concurrent and possibly highly parallel training environment for Reinforcement Learning Trading Bot☆22Dec 8, 2022Updated 3 years ago
- Generalised ERC721 Auction House☆12Dec 16, 2021Updated 4 years ago
- time-dependent Hamilton-Jacobi PDEs (http://www.cs.columbia.edu/~cxz/TimeDepHJB/)☆14Feb 5, 2017Updated 9 years ago
- A Practical Guide to a Simple Data Stack.☆41Sep 18, 2024Updated last year
- A very simple router to exchange tokens for the best price on any UniswapV2 like AMM.☆14Aug 31, 2021Updated 4 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- A bot for financial signal☆62Nov 15, 2017Updated 8 years ago
- Optimistic Bull or Pessimistic Bear: Adaptive Deep Reinforcement Learning for Stock Portfolio Allocation☆38Jun 11, 2019Updated 6 years ago
- Qubic Lite Reference Implementation (ql-node software)☆10Sep 22, 2018Updated 7 years ago
- A repository for simulating limit order book dynamics from historical data and using it to train a reinforcement learning agent to make m…☆34Nov 18, 2022Updated 3 years ago
- This is the final project of Statistical Arbitrage course and it aims to apply pairs trading in high frequency data to realize auto-tradi…☆18Oct 26, 2018Updated 7 years ago
- ☆40Aug 15, 2017Updated 8 years ago
- Margin-dependent Elo ratings and predictions☆18Apr 4, 2024Updated 2 years ago
- ☆11May 24, 2015Updated 10 years ago
- Clean financial with adjusted closes and dividends in fast data formats (`cPickle` and `HDF5`)☆21Jun 15, 2014Updated 11 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Implementing features from "Advances in Financial Machine Learning" by Marcos López del Prado in a financial algorithm using Enigma Catal…☆11Jul 13, 2020Updated 5 years ago
- Programming Test☆13Aug 17, 2015Updated 10 years ago
- Deep learning models for high-frequency financial data (limited order book)☆19Apr 2, 2019Updated 7 years ago
- Volume-Synchronized Probability of Informed Trading☆116Oct 13, 2013Updated 12 years ago
- Numerical solution of Hamilton Jacobi Bellman equations☆29Dec 10, 2014Updated 11 years ago
- Algorithms for Unevenly Spaced Time Series in C☆15Aug 10, 2018Updated 7 years ago
- ☆24Jun 10, 2016Updated 9 years ago