PortfolioEffect / PE-HFT-JavaLinks
Java library for high frequency portfolio analysis, intraday backtesting and optimization
☆20Updated 8 years ago
Alternatives and similar repositories for PE-HFT-Java
Users that are interested in PE-HFT-Java are comparing it to the libraries listed below
Sorting:
- If you are professionals, retailers or even organisms trading on a financial market, you know that data given on online platforms is not …☆34Updated 10 years ago
- Python package for simulating Intra-day orderflow in a limit order book. Uses PyLOB (https://github.com/ab24v07/PyLOB)☆18Updated 12 years ago
- A Java ATS for market-depth-based trading strategies☆37Updated 9 years ago
- source : http://coin.wne.uw.edu.pl/pwojcik/hfd_en.html☆38Updated 7 years ago
- Backtesting tool on tick data☆11Updated 8 years ago
- In the high-frequency era of trading, orders of stocks can be executed under a millsecond. The information about the thousands of orders …☆10Updated 9 years ago
- FX algorithm trading system with Java/kdb. (Open Source limited version)☆39Updated 9 years ago
- Basic set of utilities for streaming real time trade and limit order book event data☆14Updated 3 years ago
- Alpaca-based Order Book Inbalace Algorithm.☆12Updated 5 years ago
- Scala OrderBook Reconstructor for high-frequency order-flow data☆16Updated last year
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆68Updated 7 years ago
- Proof of concept Cointegration-Based spread trading strategy applied to the Foreign Exchange market☆36Updated 9 years ago
- An event-based backtester written in Python for algorithmic trading.☆43Updated 7 years ago
- Deep learning for price movement prediction using high frequency limit order data☆40Updated 6 years ago
- Hexital - Incremental Technical Analysis Library☆23Updated last month
- Bitmex market microstructure analytics☆23Updated 4 years ago
- Example of order book modeling.☆58Updated 6 years ago
- Limit Order Book Implemented in Python☆97Updated 7 years ago
- Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics☆54Updated 6 years ago
- Predicting a Stock Price Using a Genetic Algorithm☆16Updated 7 years ago
- Fractal Adaptive Moving Average☆25Updated 4 years ago
- Using Q-learning to better navigate orderbooks.☆22Updated 7 years ago
- Order Book Analytics Database☆12Updated 5 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Updated 9 years ago
- Automatically exported from code.google.com/p/maygard☆19Updated 10 years ago
- The strategy-backtesting repository will hold the event driven python backtester. This program will test algorithmic strategies and pro…☆16Updated 9 years ago
- The project simulates a generic agent based market model. The aim is to explore intimately, by simulation, the process of price formation…☆66Updated 10 years ago
- This is the final project of Statistical Arbitrage course and it aims to apply pairs trading in high frequency data to realize auto-tradi…☆19Updated 6 years ago
- A financial blotter for trading FX and Futures☆23Updated 7 years ago
- Python API for sentosa trading system☆42Updated 9 years ago