Generate various Alternative Bars both historically and at real-time.
☆38Aug 27, 2022Updated 3 years ago
Alternatives and similar repositories for Alternative-Bars
Users that are interested in Alternative-Bars are comparing it to the libraries listed below
Sorting:
- NASDAQ options chain scraper☆11Mar 31, 2021Updated 4 years ago
- Code implementations of my studies on the book Advances in Financial Machine Learning☆12May 18, 2020Updated 5 years ago
- MFM workshop project☆14Jan 25, 2021Updated 5 years ago
- Implementation of code snippets and exercises in the book Machine Learning for Asset Managers written by Prof. Marcos López de Prado.☆16Sep 10, 2020Updated 5 years ago
- Zipline-Live, a Pythonic Algorithmic Trading Library☆10May 1, 2023Updated 2 years ago
- Meta labeling is a method of determining the size of the bet.☆32Jun 8, 2022Updated 3 years ago
- Python Scripts for Backtesting SPX Put Strategies Using Black-Scholes Proxies☆13Feb 15, 2018Updated 8 years ago
- Hedge long only portfolio using structural entropy☆16Jul 27, 2022Updated 3 years ago
- DerivX Core Library☆20Sep 12, 2024Updated last year
- zipline-broker, Live trading branch of zipline.☆13Feb 3, 2022Updated 4 years ago
- ☆17Dec 8, 2025Updated 3 months ago
- Machine Learning Algo using Knearest Neighbors model on VXX trading strategy.☆15Mar 6, 2016Updated 10 years ago
- This project is based upon the paper: Frazzini, A. & Pedersen, L. (2014). Betting against beta.☆23Jan 20, 2022Updated 4 years ago
- A Deep Reinforcement Learning neural net for an original Multi-Dimensional Pairs Trading strategy is proposed☆21Dec 11, 2018Updated 7 years ago
- trend / momentum and other patterns in financial timeseries☆279Jun 27, 2021Updated 4 years ago
- ☆24Sep 19, 2021Updated 4 years ago
- Implementation of AFML Book☆22Jul 27, 2019Updated 6 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆98Mar 10, 2023Updated 2 years ago
- Pytorch implementation of TransLOB from Transformer for limit order books☆29May 25, 2023Updated 2 years ago
- Is it possible to find which stocks will perform well in the future by looking at past financial data?☆25Jan 13, 2020Updated 6 years ago
- ☆24Jun 10, 2016Updated 9 years ago
- Capital Asset Pricing Model implementation in python to analyze stock risk and return.☆26Dec 16, 2021Updated 4 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆57Jul 6, 2023Updated 2 years ago
- Create custom Zipline data bundles from Binance API☆24Jun 13, 2019Updated 6 years ago
- quant_rv is a quantitative ETF trading strategy based on realized volatility, written in R☆26Mar 1, 2024Updated 2 years ago
- Zipline, a Pythonic Algorithmic Trading Library☆31Feb 9, 2026Updated 3 weeks ago
- IQFeed/DTN Downloader☆30Jan 18, 2020Updated 6 years ago
- pyEX + Zipline☆23Jun 1, 2022Updated 3 years ago
- some zipline data bundles☆66Dec 24, 2023Updated 2 years ago
- Deep Neural Network Trading collection of Tensorflow Jupyter notebooks☆63May 22, 2023Updated 2 years ago
- Framework for backtesting trading strategies in Python, based on the finta library.☆28Apr 4, 2020Updated 5 years ago
- The goal of the project is to build algorithmic trading system.☆27Nov 6, 2020Updated 5 years ago
- Alpaca riding on a zipline☆27Oct 23, 2022Updated 3 years ago
- Code base for the practitioner's guide to the ONC algorithm paper published with the Journal of Financial Data Science☆20Jun 8, 2023Updated 2 years ago
- Go API for Finviz☆27Feb 22, 2022Updated 4 years ago
- ☆26Mar 8, 2019Updated 7 years ago
- Linux下股票自动交易☆38Dec 27, 2018Updated 7 years ago
- This repo contains my reimplementation and improvement of DeepLOB model.☆32Apr 22, 2021Updated 4 years ago
- 自己用的交易工具。☆31Aug 4, 2022Updated 3 years ago