Alternatives and similar repositories for orderGenerator

Users that are interested in orderGenerator are comparing it to the libraries listed below

• cvxgrp / kelly_code
  Code and examples for the project on risk-constrained Kelly gambling
  ☆27Updated 4 years ago
• enjine-com / mcos
  Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"
  ☆57Updated 2 years ago
• hongwai1920 / Implement-Option-Pricing-Model-using-Python
  Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…
  ☆31Updated 5 years ago
• thertrader / Using-random-forest-to-model-limit-order-book-dynamic
  I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead
  ☆29Updated 5 years ago
• BlackArbsCEO / synthetic_time_series
  ☆27Updated 6 years ago
• coorung / Finance-World
  Optimization techniques on the financial area for the hedging, investment starategies, and risk measures
  ☆42Updated 5 years ago
• tschm / cs
  my talk for credit suisse
  ☆38Updated this week
• felixpatzelt / priceprop
  Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.
  ☆25Updated 7 years ago
• cswaney / prickle
  A Python toolkit for high-frequency trade research.
  ☆42Updated 7 years ago
• ivan-vasilev / atpy
  Event-driven Algorithmic Trading For Python
  ☆25Updated 6 years ago
• vsmolyakov / fin
  finance
  ☆43Updated 8 years ago
• Quiota / tensorflow
  ☆10Updated 8 years ago
• GGiecold-zz / pyRMT
  Python for Random Matrix Theory: cleaning schemes for noisy correlation matrices.
  ☆75Updated 7 years ago
• ssanderson / convex-optimization-for-finance
  Talk Materials for "Convex Optimization for Finance"
  ☆28Updated 2 years ago
• jacobkahn / reinforcement-learning-market-microstructure
  Using Q-learning to better navigate orderbooks.
  ☆22Updated 7 years ago
• omartinsky / AmericanMonteCarlo
  Implementation of the Longstaff-Schwartz (American Monte Carlo) algorithm for pricing options and other derivatives with early-exercise f…
  ☆25Updated 5 years ago
• pbharrin / alpha-compiler
  ☆44Updated last year
• rspadim / Adv_Fin_ML
  Advances in Financial Machine Learning by Marcos Lopez De Prado
  ☆54Updated 6 years ago
• mrefermat / FinancePhD
  Development space for PhD in Finance
  ☆33Updated 5 years ago
• omartinsky / PYBOR
  PYBOR is multi-curve interest rate framework and risk engine based on multivariate optimization techniques, written in Python
  ☆41Updated last year
• grananqvist / Machine-Learning-Trading-Strategies
  Stock and Forex market prediction using ML and time-series modelling
  ☆38Updated 6 years ago
• mfrdixon / Deep_Fundamental_Factors
  Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677
  ☆64Updated 3 years ago
• BlackArbsCEO / option_skew_project_public
  ☆35Updated 7 years ago
• LongOnly / Option-Pricing-under-Uncertainty
  By means of stochastic volatility models
  ☆44Updated 5 years ago
• sylam / riskflow
  An xVA quantitative library written in python using tensorflow
  ☆17Updated last month
• wolfws / sandbox-portfolio-optimization-cvxpy
  CVXPY Portfolio Optimization Sample
  ☆45Updated 8 years ago
• RoughStochVol / regularity_structure_finance
  Bayer, Friz, Gassiat, Martin, Stemper (2017). A regularity structure for finance.
  ☆10Updated 7 years ago
• GGiecold / pyRMT
  Python library for Random Matrix Theory, cleaning schemes for correlation matrices, and portfolio optimization
  ☆57Updated 3 years ago
• StateOfTheArt-quant / sharpe
  sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…
  ☆50Updated 3 years ago
• bstemper / deep_rough_calibration
  C Bayer, B Stemper (2018). Deep calibration of rough stochastic volatility models.
  ☆36Updated 6 years ago