JackBenny39 / pyziabm

Related projects ⓘ

Alternatives and complementary repositories for pyziabm

• rspadim / Adv_Fin_ML
  Advances in Financial Machine Learning by Marcos Lopez De Prado
  ☆53Updated 5 years ago
• mmargenot / machine-learning-market-maker
  Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das
  ☆103Updated 9 years ago
• lamres / pairs_trading_cryptocurrencies_strategy_catalyst
  Pairs trading strategy example based on Catalyst
  ☆48Updated 5 years ago
• Draichi / Portfolio-Management-list
  List of portfolio management resources, using Reinforcement Learning.
  ☆41Updated last year
• AntoBr96 / CNN-LSTM_Limit_Order_Book
  This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …
  ☆30Updated 4 years ago
• abcabhishek / PyLimitOrderBook
  Limit Order Book Implemented in Python
  ☆90Updated 6 years ago
• PortfolioEffect / PE-HFT-Python
  Python library for high frequency portfolio analysis, intraday backtesting and optimization
  ☆65Updated 7 years ago
• jshellen / CTA-strategies
  Backtest result archive for Momentum Trading Strategies
  ☆46Updated 5 years ago
• Globe-Research / deep-orderbook
  Deep learning modelling of orderbooks
  ☆92Updated 4 years ago
• hanxixuana / flowrisk
  A Python Implementation of Measures for Order Flow Risk, e.g. VPIN
  ☆81Updated 3 years ago
• kkanagal / MSE448Project
  Market Making / Stat Arb strategy
  ☆60Updated 7 years ago
• AI-Stuff / hudson-and-thames-research
  Research Repo (Archive)
  ☆69Updated 4 years ago
• mfrdixon / dq-MM
  Deep Q-Learning for Market Making
  ☆118Updated 6 years ago
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆57Updated 5 years ago
• enjine-com / mcos
  Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"
  ☆55Updated last year
• anuragsodhi / Options-Pricing
  Quantitative Finance using python - Derivatives Pricing
  ☆43Updated 6 years ago
• shimonanarang / pair-trading
  Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM
  ☆49Updated 4 years ago
• 11bblandin / quantfiction
  Notebooks and stuff from quantfiction.com
  ☆36Updated 4 years ago
• orderbooktools / crobat
  Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.
  ☆47Updated 3 years ago
• BananaHamm / Equity_StatArb
  Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee
  ☆18Updated 5 years ago
• vsmolyakov / fin
  finance
  ☆43Updated 7 years ago
• druce / rl
  Deep Reinforcement Learning For Trading
  ☆105Updated 9 months ago
• tspooner / rmm.arl
  Robust Market Making via Adversarial Reinforcement Learning
  ☆48Updated 4 years ago
• Harkishan-99 / Alternative-Bars
  Generate various Alternative Bars both historically and at real-time.
  ☆34Updated 2 years ago
• jo-cho / trading-rules-using-machine-learning
  A financial trading method using machine learning.
  ☆58Updated last year
• StateOfTheArt-quant / sharpe
  sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…
  ☆49Updated 3 years ago
• bartchr808 / Quantopian_Pairs_Trader
  Quantopian Pairs Trading algorithm implementation.
  ☆59Updated 7 years ago
• fushuyue / Ml_HFT
  Price Prediction with Machine Learning Models (practicum project at CME group)
  ☆65Updated 8 years ago
• stosia / awesome-ml-for-trading
  Awesome machine learning for trading
  ☆47Updated 6 years ago
• cswaney / prickle
  A Python toolkit for high-frequency trade research.
  ☆39Updated 6 years ago