Alternatives and similar repositories for high_frequency_trading:

Users that are interested in high_frequency_trading are comparing it to the libraries listed below

• Git053 / Limit-Orderbook
  Limit Order Book for high-frequency trading (HFT) strategies using data science approaches
  ☆22Updated 3 years ago
• saeed349 / AlgoTrading
  Use the zipline and pyfolio to analyze trades.
  ☆9Updated 8 years ago
• BryceMeng / mlfinlab_research_bryce
  ☆22Updated 5 years ago
• cswaney / prickle
  A Python toolkit for high-frequency trade research.
  ☆40Updated 6 years ago
• z357412526 / HighFreqTransaction
  In the high-frequency era of trading, orders of stocks can be executed under a millsecond. The information about the thousands of orders …
  ☆10Updated 9 years ago
• gavincyi / TickTickBacktest
  Backtesting tool on tick data
  ☆11Updated 8 years ago
• wolfws / sandbox-portfolio-optimization-cvxpy
  CVXPY Portfolio Optimization Sample
  ☆46Updated 8 years ago
• constancedongg / LASSO-in-HFT
  Apply LASSO in High-Frequency-Trading
  ☆9Updated 5 years ago
• Vineet-Mehta / ML_HFT
  Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms
  ☆25Updated 7 years ago
• istaaaa / ChannelBreakOutHFT
  Channel break out strategy for High Frequency Trading.
  ☆14Updated 6 years ago
• lxin62107 / High-Frequency-Trading
  High Frequency Trading Strategy
  ☆12Updated 6 years ago
• ailzy / RISKIM
  Assets' Risk Management Using Mean-Variance Opt Based On Mult-Factors Trending Prediction
  ☆30Updated 8 years ago
• riyersk / HFTrading
  Building a High Frequency Trading Engine with Neural Networks
  ☆12Updated 7 years ago
• mrefermat / FinancePhD
  Development space for PhD in Finance
  ☆33Updated 5 years ago
• LianguangXue / VPIN
  Vpin caculation and backtesting
  ☆14Updated 5 years ago
• Boburmirzo / genetic-Meyer-Packard-Algorithm
  Predicting a Stock Price Using a Genetic Algorithm
  ☆16Updated 7 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
• michaelsyao / GammaScalping
  Option Strategy for Futures
  ☆14Updated 4 years ago
• bmonikraj / stock-prediction-intraday
  Python Program to predict Intra-day stocks
  ☆12Updated 6 years ago
• Zhenfeng-Liang / Market_MicroStructure_Models
  ☆24Updated 9 years ago
• dstreetquant / pyVWAPTradingSignalSystem
  A Python system to generate Volume Weighted Average Pricing (VWAP) Model based Long/Short Trading Signal
  ☆17Updated 7 years ago
• samsonq / Modifying-Shiller-CAPE-Ratio
  Modifying the Shiller CAPE Ratio to adjust for changing economic conditions.
  ☆15Updated 2 years ago
• frontmark / jupyter-notebooks
  Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks
  ☆38Updated 4 years ago
• aouyang1 / Futures
  Futures trading database/backtester/analysis
  ☆19Updated 6 years ago
• BlackArbsCEO / hypothesis_driven_strategy_development
  ☆12Updated last year
• xixi0222 / Find-Alpha-Volatility-Factor
  Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.
  ☆12Updated 3 years ago
• yuba316 / Pair_Trading_with_Box_Tiao_Decomposition
  Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading
  ☆12Updated 2 years ago
• awilliea / Risk-based_RL_for_Optimal_Trading_Execution
  ☆19Updated 4 years ago
• TalaikisInc / Quantrade
  Quantitative strategies portfolio index [DEPRECATED].
  ☆16Updated 6 years ago
• pavandonthireddy / Option-Strategies
  A program to optimize option trading strategies
  ☆14Updated 4 years ago