JackBenny39 / pyziabmLinks
Zero Intelligence Agent-Based Model of Modern Limit Order Book
☆52Updated 7 years ago
Alternatives and similar repositories for pyziabm
Users that are interested in pyziabm are comparing it to the libraries listed below
Sorting:
- Market Making / Stat Arb strategy☆61Updated 8 years ago
- Unsupervised Learning to Market Behavior Forecasting Example☆42Updated 5 years ago
- ☆35Updated 7 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆50Updated 3 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- A tool for combining historical data with user-provided forecasts to produce Kelly optimal portfolio allocations☆84Updated 4 years ago
- finance☆43Updated 7 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆64Updated last year
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆21Updated 6 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Extract and visualize implied volatility from option chain data☆38Updated this week
- Quantitative Finance using python - Derivatives Pricing☆44Updated 7 years ago
- A Python toolkit for high-frequency trade research.☆40Updated 6 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆81Updated 2 years ago
- Example of order book modeling.☆56Updated 5 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 4 years ago
- Probability of Backtest Overfitting in Python☆125Updated last year
- ☆19Updated last year
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆13Updated 3 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆56Updated last year
- my talk for credit suisse☆38Updated this week
- Portfolio optimization with cvxopt☆38Updated 4 months ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆76Updated 6 years ago
- Backtest result archive for Momentum Trading Strategies☆58Updated 6 years ago
- ☆11Updated 7 years ago
- Deep Q-Learning for Market Making☆124Updated 6 years ago
- ☆27Updated 2 weeks ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆57Updated last year
- generic project files☆39Updated 8 years ago