Alternatives and similar repositories for crawler_for_investing.com

Users that are interested in crawler_for_investing.com are comparing it to the libraries listed below

• ab-trader / backtrader_addons
  Addons (analyzers, observers, indicators, data feeds etc) for backtrader
  ☆32Updated last year
• ZQPlantSoftware / quantiative-trading
  🏦 Collect quant trade strategy and deep learning trading implementation
  ☆13Updated 7 years ago
• happydasch / btconfig
  btconfig provides a simple way to initialize a strategy using config files with additional features.
  ☆40Updated 11 months ago
• theoptionlab / theoptionlab
  The Option Lab is an automated backtesting framework for option trading strategies. The results generated by the code are visualised on o…
  ☆57Updated 2 years ago
• mitcheccles / tensortrade_dashboard
  A simple dashboard for graphing tensortrade simulations
  ☆29Updated 4 years ago
• evelynpurse / CTA_summary
  Testing trading signals of commodity futures
  ☆16Updated 5 years ago
• elayden / Deep-Learning-Framework-for-Financial-Time-Series-Prediction-in-Python-Keras
  Randomly partitions time series segments into train, development, and test sets; Trains multiple models optimizing parameters for develo…
  ☆11Updated 5 years ago
• txjohnny5 / Tom-Demark-Indicator
  Financial charting with Tom DeMark indicator overlay
  ☆42Updated 6 years ago
• SergioEspinoza / PyAlgoTrading_TradingWithIB
  Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )
  ☆29Updated 4 years ago
• darwinsys / Trading_Strategies
  ☆28Updated 9 years ago
• ultra1971 / backtrader_ib_insync
  Async integration between backtrader and Interactive brokers.
  ☆72Updated last year
• profnote / AlgoTrading-PriceImpactOrderFlow
  Implementing a medium freq trading strategy by estimating price impact via order flow.
  ☆16Updated 4 years ago
• sapphire921 / HFT-Pairs-Trading
  High Frequency Pairs Trading Based on Statistical Arbitrage (Python)
  ☆102Updated 6 years ago
• jeffrey-liang / quantitative
  quantitative - Quantitative finance back testing library
  ☆63Updated 6 years ago
• cuemacro / FinancePy
  A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…
  ☆26Updated 4 years ago
• digitalaw / 8-Quant-Algos
  Several diverse-universe market-agnostic trading algos that I like, cribbed from the open Community Forums at Quantopian
  ☆33Updated 8 years ago
• aouyang1 / Futures
  Futures trading database/backtester/analysis
  ☆19Updated 6 years ago
• phonegapX / sustecher
  Alpha研究平台
  ☆20Updated 3 years ago
• backtrader / backtrader-docs
  backtrader documentation
  ☆61Updated 2 years ago
• halcyon0811 / implied-volatility-smirk-trading
  The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return
  ☆37Updated 4 years ago
• akhil2706 / PairsTrading
  A low frequency statistical arbitrage strategy
  ☆20Updated 6 years ago
• kurupjayesh / Statistical-Arbitrage-using-Pairs-Trading
  ☆49Updated 8 years ago
• bukosabino / wrapper-backtrader
  Some trading strategies implemented using Backtrader
  ☆29Updated 6 years ago
• mmport80 / QuantLib-with-Python-Blog-Examples
  Financial security modelling with Python and QuantLib
  ☆33Updated 11 years ago
• tmthydvnprt / compfipy
  Computational Finance in Python.
  ☆23Updated 7 years ago
• lineojcd / Order-Imbalance-Strategy
  for 18HS MFOEC198 Introduction to systematic risk premia strategies traded at hedge funds (L+E)
  ☆13Updated 4 years ago
• djunh1 / event-driven-backtesting
  The strategy-backtesting repository will hold the event driven python backtester. This program will test algorithmic strategies and pro…
  ☆16Updated 9 years ago
• sjcctv / Python-Market_Analysis_and_HFT_Trading_Strategy_Design-
  Use machine learning to trade bitcoin.
  ☆10Updated 4 years ago
• nife8975 / Trendline_Tools
  Tools to calculate and plot support/resistance lines for OHLC datasets
  ☆26Updated 6 years ago
• PortfolioEffect / PE-HFT-Python
  Python library for high frequency portfolio analysis, intraday backtesting and optimization
  ☆66Updated 7 years ago