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
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆116Updated 7 years ago
- ☆193Updated 4 years ago
- Depricated repo. Please refer to mlfinlab☆113Updated 5 years ago
- portfolio construction and quantitative analysis☆139Updated 9 years ago
- Limit Order Book Implemented in Python☆93Updated 7 years ago
- Machine learning end-to-end research and trade execution☆95Updated 4 years ago
- Volume-Synchronized Probability of Informed Trading☆111Updated 11 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- Videos, slides, and code made available by speakers of the 2021's AlgoTrading Summit☆124Updated 3 years ago
- An event-based backtester written in Python for algorithmic trading.☆44Updated 7 years ago
- Example of order book modeling.☆56Updated 5 years ago
- Deep learning framework for HFT algorithmic trading strategy development☆73Updated 4 years ago
- archiving old code☆26Updated 7 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆90Updated 2 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
- 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
- Interactive Brokers TWS API -- Historical data downloader☆56Updated 7 years ago
- Algo execution engine☆91Updated 9 years ago
- Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das☆106Updated 9 years ago
- 590 days of trade ticks on BTC/ETH/LTC/NEO to USDT☆89Updated 4 years ago
- obAnalytics Shiny front-end☆75Updated 6 years ago
- Historical market data downloader using Interactive Brokers TWS☆59Updated 5 years ago
- Compute VIX and related volatility indices☆104Updated 5 months ago
- ☆126Updated 6 years ago
- Market Making / Stat Arb strategy☆61Updated 7 years ago
- Generate various Alternative Bars both historically and at real-time.☆35Updated 2 years ago
- Fully functioning fast Limit Order Book written in Python☆187Updated 2 years ago
- Notebooks and stuff from quantfiction.com☆37Updated 5 years ago
- Visualisation for auction market theory with live charts☆124Updated 4 years ago