PFund-Software-Ltd / pfeed
A Data Pipeline for Algo-Trading: Download -> Clean (ETL/ELT) -> Store Data. Supports Various Data Sources. Clean Once and Forget.
☆13Updated last week
Related projects: ⓘ
- An All-in-One Algo-Trading Framework: Backtest -> Train -> Trade -> Monitor. Machine / Deep Learning Ready. Supports All Trading: TradFi+…☆18Updated last week
- Python library for retrieving the CFTC Commitment of Traders reports☆11Updated 3 weeks ago
- Adding coherence to the SKLearn pipeline☆19Updated last year
- A Collection of public tutorials published in the qubitquants.pro blog☆55Updated last year
- Collection of indicators that I used in my strategies.☆48Updated last year
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆44Updated 8 months ago
- ☆78Updated last month
- Python framework optimized for running backtests on multiple asset portfolios☆12Updated 7 months ago
- ☆33Updated 3 years ago
- powerful ai-copilot for quant traders and researchers☆104Updated 4 months ago
- This repository plots orderflow footprint charts using plotly in python.☆87Updated 7 months ago
- Tradingview Lightweight Charts wrapper for Plotly Dash apps☆130Updated last year
- A Dashboard for multi-time frame simulation analysis for a portfolio of instruments☆32Updated last year
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆73Updated last year
- Backtest result archive for Momentum Trading Strategies☆43Updated 5 years ago
- This Python package manages methods to reshape tick by tick data for order flow analysis☆59Updated 3 months ago
- Implementation of "Advances in Financial Machine Learning" quant trading strategies in python (building upon Freqtrade / FreqAI open sour…☆42Updated 5 months ago
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆24Updated 5 months ago
- ☆30Updated last year
- Probability of Backtest Overfitting in Python☆116Updated last year
- TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative fin…☆29Updated last year
- Plot backtrader's result using plotly instead of the matplotlib☆42Updated last year
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆57Updated 6 months ago
- Analysis of financial instruments☆32Updated 2 weeks ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆47Updated last month
- Demonstrative examples for developing quantitative and systematic strategies☆34Updated last year
- Addons (analyzers, observers, indicators, data feeds etc) for backtrader☆29Updated 10 months ago
- Get meaningful OHLCV datasets☆72Updated last week
- Research Repo (Archive)☆69Updated 3 years ago
- Polars extension for Ta-Lib: Support Ta-Lib functions in Polars expressions☆74Updated last month