Alternatives and similar repositories for research

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

• factorpricingmodel / factor-pricing-model-risk-model
  Package to build risk model for factor pricing model
  ☆24Updated 9 months ago
• FranklinMa810 / Market-Microstructure
  ☆21Updated 5 years ago
• akhil2706 / PairsTrading
  A low frequency statistical arbitrage strategy
  ☆20Updated 6 years ago
• bradleyboyuyang / Optimal-Hedging
  Delta hedging under SABR model
  ☆31Updated 11 months ago
• koteyevlev / MarketMakingMLAlgo
  This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log
  ☆28Updated 3 years ago
• jo-cho / trading-rules-using-machine-learning
  Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.
  ☆63Updated 2 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆31Updated 3 years ago
• bradleyboyuyang / Portfolio-Optimization
  Dynamic portfolio optimization
  ☆22Updated last year
• jshellen / statarb
  ☆32Updated 3 years ago
• dolmatovas / HFT
  Repo for HFT project in CMF
  ☆28Updated 2 years ago
• xhshenxin / Micro_Price
  ☆49Updated 4 years ago
• KangOxford / Volume-Forecasting
  Time Series Prediction of Volume in LOB
  ☆57Updated last year
• systamental / factorlab
  FactorLab is a python library that enables the discovery and analysis of alpha and risk factors used in the investment algorithm developm…
  ☆22Updated 4 months ago
• berkeaslan92 / AvellanedaStoikov
  AS model performance versus trivial delta for market-makers
  ☆18Updated 3 years ago
• quantrocket-codeload / pairs-pipeline
  Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …
  ☆36Updated last year
• mnewls / MLFINLAB
  public version of MLFINLAB from Hudson-Thames
  ☆23Updated 3 years ago
• jironghuang / trend_following
  Developing a trend following model using futures
  ☆31Updated last year
• aconstandinou / pairs-trading-equities
  ☆24Updated 6 years ago
• mindful-math / LOB-Modeling
  Collection of Models related to market making
  ☆16Updated 4 years ago
• useric / MTH9879-Market-Microstructure-Models
  Baruch MFE 2019 Spring
  ☆40Updated 4 years ago
• Sidhus234 / Hurst-Exponent-Trading-Strategy
  ☆40Updated 4 years ago
• yuba316 / SABR_Volatility_Arbitrage
  A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model
  ☆24Updated 2 years ago
• Peropero0 / quantitative_finance_playground
  ☆47Updated 4 months ago
• elvinwangyh / Medium
  This repo is for my articles published on Medium.com
  ☆16Updated 2 years ago
• AI-Stuff / hudson-and-thames-research
  Research Repo (Archive)
  ☆73Updated 4 years ago
• jshellen / CTA-strategies
  Backtest result archive for Momentum Trading Strategies
  ☆57Updated 6 years ago
• halcyon0811 / implied-volatility-smirk-trading
  The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return
  ☆37Updated 4 years ago
• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆80Updated 2 years ago
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆56Updated 5 years ago
• jo-cho / Technical_Analysis_Strategies_Cryptocurrency
  Different trading strategies based on technical analysis using Ethereum/USD 5-minute bars data
  ☆18Updated 4 years ago