Alternatives and similar repositories for testing-and-tuning-market-trading-systems

Users that are interested in testing-and-tuning-market-trading-systems are comparing it to the libraries listed below

• sanjeevai / multi-factor-model
  Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…
  ☆133Updated 6 years ago
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆78Updated 7 years ago
• WongYatChun / Advances-in-Financial-Machine-Learning
  Notes on Advances in Financial Machine Learning
  ☆80Updated 6 years ago
• marketneutral / pairs-trading-with-ML
  ☆214Updated 7 years ago
• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆89Updated 2 years ago
• vicaws / arbitragerepair
  Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.
  ☆120Updated last year
• Manudecara / Algo-Trading
  This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…
  ☆129Updated 4 years ago
• rodler / quantinsti_statarb
  ☆64Updated 2 years ago
• Peropero0 / quantitative_finance_playground
  ☆59Updated 8 months ago
• dmarienko / QuantTradingResearch
  Different quantitative trading models research
  ☆53Updated 9 months ago
• tobiasbrodd / backtester
  An event-driven backtester
  ☆109Updated 5 years ago
• DavidCico / Enhanced-Event-Driven-Backtester
  In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…
  ☆68Updated 4 years ago
• hjeffreywang / Stock_feature_engineering
  Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…
  ☆72Updated 5 years ago
• daehkim / pair-trading
  CS7641 Team project
  ☆96Updated 5 years ago
• jktis / Trade-Classification-Algorithms
  To classify trades into buyer- and seller-initiated.
  ☆149Updated 2 years ago
• quantrocket-codeload / pairs-pipeline
  Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …
  ☆35Updated last year
• AI-Stuff / hudson-and-thames-research
  Research Repo (Archive)
  ☆75Updated 4 years ago
• JackBrady / Financial-Machine-Learning
  Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado
  ☆125Updated 5 years ago
• yukit-k / ai-alpha
  AI based alpha research for trading
  ☆49Updated 3 years ago
• IgorWounds / Cluster-Analysis-Machine-Learning-for-Pairs-Trading
  Find trading pairs with Machine Learning
  ☆41Updated 4 years ago
• wangy8989 / Pairs-Trading-with-Machine-Learning
  Pair Trading Strategy using Machine Learning written in Python
  ☆121Updated 3 years ago
• chicago-joe / InteractiveBrokers-PairsTrading-Algo
  A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python
  ☆92Updated 4 months ago
• jeffrey-liang / quantitative
  quantitative - Quantitative finance back testing library
  ☆64Updated 6 years ago
• sofienkaabar / contrarian-trading-strategies
  Source Codes for "Contrarian Trading Strategies in Python"
  ☆78Updated 2 years ago
• Robot-Wealth / trader-tales
  ☆88Updated last month
• rodler / Quantinsti_RL
  ☆40Updated 4 years ago
• sapphire921 / HFT-Pairs-Trading
  High Frequency Pairs Trading Based on Statistical Arbitrage (Python)
  ☆105Updated 6 years ago
• simaomsarmento / PairsTrading
  Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…
  ☆169Updated 5 years ago
• gabrielepompa88 / pyBlackScholesAnalytics
  Options and Option Strategies analytics for educational purpose using the Black-Scholes Model
  ☆124Updated 3 years ago
• jshellen / CTA-strategies
  Backtest result archive for Momentum Trading Strategies
  ☆63Updated 6 years ago