☆77Oct 18, 2026Updated 2 weeks ago
Alternatives and similar repositories for quantitative_finance_playground
Users that are interested in quantitative_finance_playground are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Volatility-surface construction and anomaly detection with autoencoders and regime features.☆29Jun 6, 2025Updated last year
- Best GitHub Repo from Algorithm Trader, where Quant is applied in Financial Data. This will include multiple segments and different techn…☆16Mar 12, 2024Updated 2 years ago
- ☆18Nov 23, 2023Updated 2 years ago
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆25Mar 7, 2024Updated 2 years ago
- Pairs Trading with Alpaca - created on behalf of AlgoTrading101.com for alpaca.markets/learn☆17Dec 8, 2020Updated 5 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- Limit Orderbook Replay/Analysis Library☆10Nov 19, 2018Updated 7 years ago
- Python Implementation of the CME FedWatch Tool for Estimating Probabilities of Federal Funds Rate Changes at Upcoming FOMC Meetings.☆12Sep 20, 2023Updated 3 years ago
- Deep Q-Learning Auto Market Maker☆13Jun 12, 2021Updated 5 years ago
- This Python package manages methods to reshape tick by tick data for order flow analysis☆144Oct 20, 2026Updated 2 weeks ago
- A market making algorithm based on the Avellaneda Stoikov paper on Deribit derivatives exchange. A gradient boosted model is used for vol…☆22Feb 2, 2025Updated last year
- Orderflow chart GUI using finplot and pyqt5graph☆136Feb 22, 2023Updated 3 years ago
- This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…☆78Jun 3, 2018Updated 8 years ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆66Sep 4, 2023Updated 3 years ago
- ☆26Sep 19, 2021Updated 5 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- My work on a project "High Frequency Market Making: Optimal Quoting" in the Center of Mathematical Finances.☆10Mar 1, 2023Updated 3 years ago
- This repository provides a Python Notebook and resources for calibrating the parameters of the Heston model using observed Call Option pr…☆12Sep 17, 2024Updated 2 years ago
- ☆10May 2, 2024Updated 2 years ago
- Powerful Stock Screener App written in python using Streamlit☆29Aug 20, 2024Updated 2 years ago
- This repository is a collection of open-source use-case examples of algorithmic or quant trading in Python.☆11Oct 25, 2026Updated last week
- ☆13Jan 16, 2019Updated 7 years ago
- Rithmic (rapi) API Orderbook winforms application futures☆16Jun 6, 2025Updated last year
- A trading algorithm utilizing a Naive Bayes classifier to predict expected returns, GARCH (1,1) volatility forecasting, and the Markowitz…☆10Dec 22, 2017Updated 8 years ago
- Python demo code for LOBSTER limit order book data☆13Dec 19, 2019Updated 6 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Derivatives pricing, volatility modeling, uncertainty estimation, and risk-aware options research.☆13Jul 25, 2025Updated last year
- [Likelihood Lab Project 2024] Official Repository for The Technical Report, Label Unbalance in High-frequency Trading☆29Mar 20, 2025Updated last year
- MarketGPT: Developing a Pre-trained transformer (GPT) for Modeling Financial Time Series☆19Sep 5, 2025Updated last year
- Plot orderflow footprint charts using plotly in python.☆258Updated this week
- ☆64Feb 17, 2023Updated 3 years ago
- C++ implementation of a Dynamic Delta Hedging strategy for European Options. Delta Hedging is a great strategy for trying to create a neu…☆14Aug 1, 2022Updated 4 years ago
- Calculate Gamma Exposure and Flip point☆11Jul 5, 2020Updated 6 years ago
- V2Trading platform - live trading engine, backtesting and research tool.☆18Jul 8, 2025Updated last year
- Pair Trading Analysis & Exercises Toolkit [Jupyter Notebook]☆13Nov 3, 2023Updated 3 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.o…☆644Mar 19, 2026Updated 7 months ago
- VisualHFT Terminal: open-source observability and decision terminal for electronic trading desks. Live Level 2 order books, microstructur…☆1,213Updated this week
- Benchmarking library for generative models of Limit Order Book data (LOBSTER)☆49Jan 27, 2026Updated 9 months ago
- Implementation of primal and dual method to solve the optimal stopping problem in non-Markovian situations, see https://arxiv.org/abs/231…☆11May 20, 2026Updated 5 months ago
- Repository for algorithmic trading ideas☆10Aug 12, 2021Updated 5 years ago
- ☆32Sep 12, 2025Updated last year
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆37Nov 3, 2021Updated 5 years ago