DavidCico / Enhanced-Event-Driven-BacktesterLinks
In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featuring numerous improvements, in terms of coding structure, data handling, and simple trading strategies.
☆68Updated 4 years ago
Alternatives and similar repositories for Enhanced-Event-Driven-Backtester
Users that are interested in Enhanced-Event-Driven-Backtester are comparing it to the libraries listed below
Sorting:
- This Python package manages methods to reshape tick by tick data for order flow analysis☆107Updated this week
- An event-driven backtester☆110Updated 5 years ago
- Pair Trading Strategy using Machine Learning written in Python☆121Updated 3 years ago
- ☆60Updated 8 months ago
- Official Repository☆129Updated 3 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆93Updated 4 months ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- Options Trader written in Python based off the ib_insync library.☆59Updated 2 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆133Updated 6 years ago
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆146Updated 4 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆71Updated last year
- A Collection of public tutorials published in the qubitquants.pro blog☆74Updated 2 years ago
- Source Codes for the Book of Trading Strategies☆178Updated 3 years ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆124Updated 3 years ago
- Backtest result archive for Momentum Trading Strategies☆65Updated 6 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆90Updated 2 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆72Updated 5 years ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago
- CS7641 Team project☆96Updated 5 years ago
- Event-driven backtest/realtime quantitative trading system.☆76Updated 3 years ago
- ☆77Updated last year
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆67Updated 2 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆130Updated last year
- Notes on Advances in Financial Machine Learning☆81Updated 6 years ago
- Generate various Alternative Bars both historically and at real-time.☆36Updated 3 years ago
- To classify trades into buyer- and seller-initiated.☆151Updated 2 years ago
- Andreas Clenow - Stocks on the Move☆38Updated 2 years ago
- Code and data for my blogs☆91Updated 4 years ago
- Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeli…☆161Updated last year
- Research Repo (Archive)☆75Updated 4 years ago