Manudecara / Algo-TradingLinks
This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some of the topics explored include: machine learning, high frequency trading, NLP, technical analysis and more. Hope you enjoy it!
☆129Updated 4 years ago
Alternatives and similar repositories for Algo-Trading
Users that are interested in Algo-Trading are comparing it to the libraries listed below
Sorting:
- Some notebooks with powerful trading strategies.☆96Updated 4 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆104Updated 6 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆93Updated 4 months ago
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆146Updated 4 years ago
- Code and data for my blogs☆91Updated 4 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆79Updated 7 years ago
- Forex & Equities Trading Strategies using Machine Learning, Deep Learning and Statistical Techniques☆106Updated 6 years ago
- quantitative - Quantitative finance back testing library☆64Updated 6 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆67Updated 5 years ago
- High-frequency statistical arbitrage☆219Updated 2 years ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆174Updated 6 years ago
- Source Codes for the Book of Trading Strategies☆178Updated 3 years ago
- An event-driven backtester☆110Updated 5 years ago
- Order Imbalance Strategy in High Frequency Trading☆139Updated 7 years ago
- Pair Trading Strategy using Machine Learning written in Python☆121Updated 3 years ago
- Official Repository☆129Updated 3 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆134Updated 3 years ago
- Trade on options flow with Flowalgo and Alpaca☆134Updated 4 years ago
- Visualisation for auction market theory with live charts☆124Updated 5 years ago
- Financial Derivatives Calculator with 171+ Models (Options Calculator)☆230Updated 7 months ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆68Updated 4 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆133Updated 6 years ago
- CS7641 Team project☆96Updated 5 years ago
- Python Implementations of popular Algorithmic Trading Strategies☆116Updated 8 months ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆171Updated 6 years ago
- ☆214Updated 8 years ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆62Updated 5 years ago
- Event-driven backtest/realtime quantitative trading system.☆76Updated 3 years ago
- Automatically trades NYSE stocks and ETFs using three high-frequency trading strategies☆72Updated last year
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆72Updated 5 years ago