☆77Jan 12, 2025Updated last year
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
- ☆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…☆23Mar 7, 2024Updated 2 years ago
- Python Implementation of the CME FedWatch Tool for Estimating Probabilities of Federal Funds Rate Changes at Upcoming FOMC Meetings.☆12Sep 20, 2023Updated 2 years ago
- This Python package manages methods to reshape tick by tick data for order flow analysis☆135Updated this week
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Pairs Trading with Alpaca - created on behalf of AlgoTrading101.com for alpaca.markets/learn☆17Dec 8, 2020Updated 5 years 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
- Limit Orderbook Replay/Analysis Library☆10Nov 19, 2018Updated 7 years ago
- Orderflow chart GUI using finplot and pyqt5graph☆138Feb 22, 2023Updated 3 years ago
- ☆26Sep 19, 2021Updated 4 years ago
- Powerful Stock Screener App written in python using Streamlit☆29Aug 20, 2024Updated last year
- MarketGPT: Developing a Pre-trained transformer (GPT) for Modeling Financial Time Series☆20Sep 5, 2025Updated 11 months ago
- Pair Trading Analysis & Exercises Toolkit [Jupyter Notebook]☆13Nov 3, 2023Updated 2 years ago
- Python demo code for LOBSTER limit order book data☆13Dec 19, 2019Updated 6 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- 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
- 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
- Answers to the questions at the back of the chapters of Advances in Financial Machine Learning.☆23Apr 11, 2020Updated 6 years ago
- Quantitative Finance & Algorithmic Trading in Python course of Udemy☆13Nov 14, 2017Updated 8 years ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆65Sep 4, 2023Updated 2 years ago
- Open-source desktop application for real-time market microstructure analysis. Explore live Level 2 order books, trades, liquidity, and bu…☆1,184Updated this week
- [Likelihood Lab Project 2024] Official Repository for The Technical Report, Label Unbalance in High-frequency Trading☆30Mar 20, 2025Updated last year
- Plot orderflow footprint charts using plotly in python.☆250Sep 27, 2024Updated last year
- Benchmarking library for generative models of Limit Order Book data (LOBSTER)☆44Jan 27, 2026Updated 6 months ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- ☆63Feb 17, 2023Updated 3 years ago
- V2Trading platform - live trading engine, backtesting and research tool.☆18Jul 8, 2025Updated last year
- Dynamic delta hedging (DDH) is a trading strategy that involves hedging a non-linear position with linear instruments. Linear instruments…☆16Nov 24, 2023Updated 2 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…☆77Jun 3, 2018Updated 8 years ago
- Contains all the Jupyter Notebooks used in our research☆15Mar 18, 2020Updated 6 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆37Nov 3, 2021Updated 4 years ago
- Pytorch implementation of TransLOB from Transformer for limit order books☆30May 25, 2023Updated 3 years ago
- Financial Machine Learning Repository☆12Apr 25, 2024Updated 2 years ago
- Repository for algorithmic trading ideas☆10Aug 12, 2021Updated 5 years ago
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- Deribit bot to run options strategy orders with different triggers and targets. You can set strategy cost to execute orders, this can be …☆36Feb 13, 2025Updated last year
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆604Sep 20, 2022Updated 3 years ago
- ☆24Jan 26, 2020Updated 6 years ago
- Financial modelling, derivatives, investments☆14May 25, 2019Updated 7 years ago
- This repository contains a free mini-book and a curated pack of Backtrader strategies and utilities for learning and testing algorithmic …☆19Feb 16, 2026Updated 6 months ago
- 🌇 SunsetERP 🌇 - RESTful ERP based on OFBiz that runs on Quarkus.☆11Updated this week
- 2 algorithms of optimal trade execution: 1) Dynamic Programming 2) Frank-Wolfe Algorithm (Python & C++)☆19Dec 11, 2019Updated 6 years ago