Alternatives and similar repositories for Time-Series-AR-Modelling-in-Cpp

Users that are interested in Time-Series-AR-Modelling-in-Cpp are comparing it to the libraries listed below

• ipqhjjybj / loop_back
  基于C++的期货策略回测平台
  ☆10Updated 5 years ago
• cltwski / OrderBookSimulatorWithOpenCL
  This project is to simulate the effects of high frequency trading on a stock. This is the code for the order book as well as 'traders' wh…
  ☆26Updated 12 years ago
• srjrzd / SRTP
  用SVM构建高频交易策略
  ☆13Updated 5 years ago
• cvxgrp / vwap_opt_exec
  Volume Weighted Average Price Optimal Execution
  ☆41Updated 6 years ago
• J3FALL / LASSO-Regression
  LASSO Regularization in C++
  ☆14Updated 6 years ago
• olmallet81 / URT
  Fast Unit Root Tests and OLS regression in C++ with wrappers for R and Python
  ☆92Updated 3 years ago
• jo-cho / meta_labeling_simplified
  Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…
  ☆14Updated 4 years ago
• evankirkiles / backtest-environment
  C++ Trading Algorithm Backtest Environment
  ☆89Updated 6 years ago
• harvey1673 / mlfinlab
  ☆38Updated 4 years ago
• hackthemarket / pystrat
  Playing around with simple trading strategies and off-the-shelf machine-learning models from tensorflow.
  ☆16Updated 8 years ago
• algosenses / xBacktest
  C++ backtesting system for trading strategies (Chinese future market)
  ☆21Updated 7 years ago
• felixpatzelt / priceprop
  Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.
  ☆25Updated 7 years ago
• wegamekinglc / Derivatives-Algorithms-Lib
  AAD enabled and scripting included derivatives modeling.
  ☆22Updated 2 weeks ago
• fushuyue / Ml_HFT
  Price Prediction with Machine Learning Models (practicum project at CME group)
  ☆71Updated 9 years ago
• benzyx / tamit2019
  High Frequency Trading bot for 2019 Traders at MIT, HFT Case. I placed 4th in the HFT competition (2nd overall) out of 120.
  ☆19Updated 5 years ago
• Apress / testing-and-tuning-market-trading-systems
  Source Code for 'Testing and Tuning Market Trading Systems' by Timothy Masters
  ☆88Updated 6 years ago
• felixkylo82 / options-pricing
  C++ implementation of options pricing models
  ☆77Updated 7 years ago
• jacob-hein / HAR-models-forecasting-realized-volatility-in-US-stocks
  heterogenous autoregressive (HAR) models of Bollerslev et al. (2016) implemented in R to forecast the intraday measure of realized volati…
  ☆16Updated 4 years ago
• EwanKW / Pairs-Trading-with-Robust-Kalman-Filter-and-Hidden-Markov-Model
  ☆26Updated 2 years ago
• Harkishan-99 / Alternative-Bars
  Generate various Alternative Bars both historically and at real-time.
  ☆35Updated 2 years ago
• Weichong515 / Algo-Trading-14
  Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm
  ☆15Updated 6 years ago
• hkfisher / ctp_hft
  QT做界面，基于ctp-api实现高频交易工具
  ☆15Updated 8 years ago
• Zhenfeng-Liang / FX_Modeling_N_Market_Making
  ☆11Updated 9 years ago
• stosia / awesome-ml-for-trading
  Awesome machine learning for trading
  ☆54Updated 7 years ago
• philipperemy / lead-lag
  Estimation of the lead-lag parameter from non-synchronous data.
  ☆128Updated 4 months ago
• jacklu2030 / TradingEngine-Ultra-Low-Latency
  A C++ ultra low latency trading engine with O(1) performance of order execution, order update, order cancel, O(log(n)) for order book ana…
  ☆51Updated 4 years ago
• mm842 / lobpy
  Python package for a class of tractable SPDE models for limit order book modeling
  ☆37Updated 4 years ago
• kilasuelika / backtradercpp
  A C++ 20 backtesting library.
  ☆39Updated 5 months ago
• boyboi86 / mlfinlab
  Package based on the textbooks: Advances in Financial Machine Learning and Machine Learning for Asset Managers, by Marcos Lopez de Prado.
  ☆25Updated 5 years ago
• tomoyoshki / HFT-strategies
  High Frequency Trading strategies.
  ☆35Updated last year