JDE65 / D-ratioView external linksLinks
D ratio is a performance metric to analyse the efficiency of algorithms that predict asset return or asset prices
☆25Feb 22, 2024Updated last year
Alternatives and similar repositories for D-ratio
Users that are interested in D-ratio are comparing it to the libraries listed below
Sorting:
- Custom Loss functions for asset return prediction with deep learning regression☆36Oct 17, 2022Updated 3 years ago
- Sample BitMEX Market Making Bot☆28Apr 8, 2021Updated 4 years ago
- ☆25Dec 18, 2015Updated 10 years ago
- Monitor and Trade Engine for Crypto Exchanges☆10Dec 27, 2019Updated 6 years ago
- Pytorch implementation of DeepLOB-ATT and DeepLOB-Seq2Seq from Multi Horizon Forecasting for Limit Order Books☆14Feb 4, 2023Updated 3 years ago
- [Recurrent Weighted Average](https://arxiv.org/abs/1703.01253) [Jared Ostmeyer et.al, 2017] heavily based on https://gist.github.com/sham…☆10May 18, 2017Updated 8 years ago
- Vpin caculation and backtesting☆14Aug 16, 2019Updated 6 years ago
- An extensible, dynamic and blazing fast derivatives trading engine☆12Feb 27, 2023Updated 2 years ago
- A PyTorch implementation of SEED, originally created by Google Research for TensorFlow 2.☆15Dec 8, 2020Updated 5 years ago
- Blaze☆17Jun 19, 2021Updated 4 years ago
- Erku is an IPTV and video on demand client for the Roku OS.☆12Dec 29, 2024Updated last year
- time-dependent Hamilton-Jacobi PDEs (http://www.cs.columbia.edu/~cxz/TimeDepHJB/)☆14Feb 5, 2017Updated 9 years ago
- These are trading results and arbitrage models from Southern China Center for Statistical Science (SC2S2), Sun Yat-sen University☆23Nov 16, 2018Updated 7 years ago
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆26Dec 10, 2018Updated 7 years ago
- MPEG-TS muxer/demuxer library for Rust☆22Aug 19, 2025Updated 5 months ago
- Robust Market Making via Adversarial Reinforcement Learning☆54Apr 24, 2020Updated 5 years ago
- Hexital - Incremental Technical Analysis Library☆26Jan 28, 2026Updated 2 weeks ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆27Aug 29, 2020Updated 5 years ago
- Event-driven Algorithmic Trading For Python☆26Apr 7, 2019Updated 6 years ago
- This is a repository for enabling collaborative and proper practices for financial machine learning.☆28Updated this week
- Pytorch Implementation of MuZero Unplugged for gym environment. This algorithm is capable of supporting a wide range of action and observ…☆35Jun 25, 2025Updated 7 months ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆75Sep 4, 2022Updated 3 years ago
- ☆30May 11, 2016Updated 9 years ago
- Financial Analysis and Algorithmic Trading Strategies in Python☆11Feb 16, 2023Updated 2 years ago
- 多账号资产记录,统计资产分布图, recording your crypto assets with multi accounts☆28Nov 10, 2024Updated last year
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆29Apr 5, 2021Updated 4 years ago
- ☆15Nov 19, 2025Updated 2 months ago
- Marketmaker trading strategy☆29Oct 14, 2016Updated 9 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆37Nov 21, 2019Updated 6 years ago
- Mean-Variance Portfolio Optimisation and Algorithmic Trading Strategies in MATLAB☆36Apr 4, 2021Updated 4 years ago
- 91-95 Jeep and Dodge EPROMS☆13Nov 25, 2025Updated 2 months ago
- RL algorithm for stock trading with multiple reward functions☆11Apr 21, 2024Updated last year
- In-memory OLAP SQL server for object storage data.☆14Oct 15, 2025Updated 4 months ago
- List of portfolio management resources, using Reinforcement Learning.☆41Oct 20, 2023Updated 2 years ago
- Rust KuCoin Cryptocurrency Exchange v2 API Wrapper/SDK☆34Jul 23, 2023Updated 2 years ago
- A framework for historical volatility estimation and analysis.☆35Jun 14, 2020Updated 5 years ago
- ☆38Nov 26, 2023Updated 2 years ago
- Ultra-fast TCP port discovery engine with Nmap orchestration☆23Dec 8, 2025Updated 2 months ago
- 基于论文《Do Industries Explain Momentum》对行业动量策略在A股市场的有效性进行探究☆11Jul 19, 2019Updated 6 years ago