Alternatives and similar repositories for Advanced_Feature_Engineering_of_Raw_Data_of_Stocks-with_PySpark

Users that are interested in Advanced_Feature_Engineering_of_Raw_Data_of_Stocks-with_PySpark are comparing it to the libraries listed below

• hjeffreywang / Stock_feature_engineering
  Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…
  ☆71Updated 5 years ago
• gjimzhou / MTH9879-Market-Microstructure-Models
  A collection of homeworks of market microstructure models.
  ☆253Updated 7 years ago
• alexbotsula / Price_direction_forecast
  ☆46Updated 6 years ago
• hudson-and-thames / arbitrage_research
  Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.
  ☆125Updated last year
• ArturSepp / StochVolModels
  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…
  ☆171Updated last week
• 0xFaust12 / alt_data_factor_research
  ☆49Updated 10 months ago
• sumilk / algo_trading
  ☆141Updated 2 years ago
• vicaws / arbitragerepair
  Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.
  ☆120Updated last year
• sap215 / StatArbPairsTrading
  This repository includes an introduction to statistical arbitrage pairs trading. Specifically, I discuss some of the research methods req…
  ☆68Updated last year
• hudson-and-thames / backtest_tutorial
  ☆143Updated last year
• jo-cho / Technical_Analysis_and_Feature_Engineering
  Feature Engineering and Feature Importance in Machine Learning for Financial Markets
  ☆187Updated last year
• FinancialComputingUCL / LOBFrame
  We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.
  ☆183Updated last year
• nburgessx / SwapsBook
  Low Latency Interest Rate Markets – Theory, Pricing and Practice
  ☆237Updated 6 months ago
• chulwoohan / pyanomaly
  Python library for asset pricing
  ☆117Updated last year
• chenenen13 / Trading-Strategies
  ☆81Updated 9 months ago
• thlemercier / Wifey-Miro
  ☆116Updated 2 years ago
• useric / MTH9879-Market-Microstructure-Models
  Baruch MFE 2019 Spring
  ☆40Updated 5 years ago
• hansbuehler / deephedging
  Implementation of the vanilla Deep Hedging engine
  ☆284Updated 2 years ago
• KangOxford / Volume-Forecasting
  Time Series Prediction of Volume in LOB
  ☆57Updated last year
• daehkim / pair-trading
  CS7641 Team project
  ☆96Updated 5 years ago
• bradleyboyuyang / Statistical-Arbitrage
  High-frequency statistical arbitrage
  ☆215Updated 2 years ago
• Dagalon / PyStochasticVolatility
  This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…
  ☆117Updated 2 months ago
• RiskLabAI / RiskLabAI.py
  Financial AI with Python
  ☆89Updated 4 months ago
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆78Updated 7 years ago
• jktis / Trade-Classification-Algorithms
  To classify trades into buyer- and seller-initiated.
  ☆148Updated 2 years ago
• tradologics / AlgoTradingSummit
  Videos, slides, and code made available by speakers of the 2021's AlgoTrading Summit
  ☆127Updated 4 years ago
• theopenstreet / VPIN_HFT
  ☆117Updated 7 years ago
• javifalces / HFTFramework
  HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…
  ☆250Updated 3 weeks ago
• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆153Updated this week
• hangukquant / hangukquant.github.io
  Documentation for hangukquant/quantpylib
  ☆35Updated last month