DHDaniel / PyAlgosim
A stock market back-tester for algorithmic trading built in Python.
☆17Updated 6 years ago
Related projects ⓘ
Alternatives and complementary repositories for PyAlgosim
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 5 years ago
- Financial technical and fundamental analysis indicator library for pystockdb.☆34Updated this week
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆12Updated 3 years ago
- Trend Prediction for High Frequency Trading☆38Updated last year
- Master's degree project: Development of a trading algorithm which uses supervised machine learning classification techniques to generate …☆25Updated 6 years ago
- ☆16Updated 2 years ago
- Example of order book modeling.☆57Updated 5 years ago
- Deep learning for price movement prediction using high frequency limit order data☆38Updated 6 years ago
- Library for simulation and analysis of vanilla and exotic options☆31Updated 4 years ago
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆18Updated 5 years ago
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆30Updated 4 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆27Updated 3 years ago
- ☆18Updated 4 years ago
- Generate various Alternative Bars both historically and at real-time.☆34Updated 2 years ago
- ☆33Updated 6 years ago
- Distributed Trading Platform☆12Updated 6 years ago
- Use machine learning to trade bitcoin.☆11Updated 3 years ago
- Emergent Trading Strategies with DQN in Stock Market Trading This repository contains the implementation of a Deep Q-Network (DQN), appli…☆11Updated last year
- OpenAI Gym Environment for Low-Latency Trading☆18Updated 6 years ago
- Automated FOREX trading using recurrent reinforcement learning☆32Updated last year
- ☆28Updated 8 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆41Updated 4 years ago
- Forex news trading app built with java and Dukascopy API. Can open multiple orders and manage them during the news event. Includes strate…☆12Updated 5 years ago
- Layer to connect with market providers for data + trading from different algorithmic trading providers / cryptocurrencurrencies / forex /…☆14Updated last year
- quantitative - Quantitative finance back testing library☆63Updated 5 years ago
- Randomly partitions time series segments into train, development, and test sets; Trains multiple models optimizing parameters for develo…☆11Updated 4 years ago
- Repository containing code for article: Quantconnect – A Complete Guide on https://algotrading101.com/☆13Updated 4 years ago
- ☆47Updated 7 years ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆28Updated 3 years ago