PFund-Software-Ltd / pfund
An All-in-One Algo-Trading Framework: Backtest -> Train -> Trade -> Monitor. Machine / Deep Learning Ready. Supports All Trading: TradFi+CeFi+DeFi. Code Once, Trade Anywhere.
☆38Updated this week
Alternatives and similar repositories for pfund:
Users that are interested in pfund are comparing it to the libraries listed below
- Data Engine for Manual/Algo Trading: Download/Stream -> Clean -> Store. Supports Data Lakehouse Architecture. Clean Once and Forget.☆23Updated this week
- A python library for testing and optimizing trading strategies.☆45Updated 6 months ago
- A Collection of public tutorials published in the qubitquants.pro blog☆64Updated last year
- Hexital - Incremental Technical Analysis Library☆20Updated last week
- A python library for computing technical analysis indicators on streaming data.☆90Updated 2 months ago
- ☆35Updated 5 months ago
- ☆36Updated 2 years ago
- This Python package manages methods to reshape tick by tick data for order flow analysis☆83Updated last month
- A Dashboard for multi-time frame simulation analysis for a portfolio of instruments☆37Updated 2 years ago
- ☆42Updated 2 months ago
- Automate the detection of chart patterns☆39Updated 8 months ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆60Updated 3 years ago
- Meta labeling is a method of determining the size of the bet.☆20Updated 2 years ago
- Fast Technical Indicators speed up with Numba☆44Updated last year
- Examples of nautilus script☆31Updated 2 months ago
- Research Repo (Archive)☆71Updated 4 years ago
- Example data for use with NautilusTrader☆18Updated 2 months ago
- The toolbox for developing systematic trading strategies. It includes datasets and strategy ideas to assist in developing and backtesting…☆11Updated 3 weeks ago
- Collection of indicators that I used in my strategies.☆51Updated last year
- A Sharpe ratio optimised decoder-only TFT based Momentum Transformer and LSTM Deep Momentum Network trading model using FinBERT breaking …☆22Updated last year
- Python framework optimized for running backtests on multiple asset portfolios☆15Updated last year
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆60Updated 7 months ago
- Deep learning approach for market price prediction, in JAX☆35Updated 9 months ago
- Technical Analysis Indicators for polars☆141Updated 2 weeks ago
- Different quantitative trading models research☆53Updated 2 months ago
- A Technical Analysis Library with indicators for Volume Profile, Market Profile, Orderflow, Trading Ranges☆16Updated 2 weeks ago
- public version of MLFINLAB from Hudson-Thames☆21Updated 3 years ago
- ☆124Updated 7 months ago
- Build your own historical Limit Order Book dataset☆38Updated 3 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆79Updated 2 years ago