Alternatives and similar repositories for PE-HFT-Matlab

Users that are interested in PE-HFT-Matlab are comparing it to the libraries listed below

• PortfolioEffect / PE-HFT-Python
  Python library for high frequency portfolio analysis, intraday backtesting and optimization
  ☆66Updated 7 years ago
• danni2019 / time_series_analysis
  Just another backtester
  ☆20Updated 5 months ago
• HujiaYuYoyo / 448Project
  High Frequency Trading
  ☆109Updated 6 years ago
• fushuyue / Ml_HFT
  Price Prediction with Machine Learning Models (practicum project at CME group)
  ☆68Updated 9 years ago
• icezerowjj / MultipleFactorRiskModel
  This project explores the way to construct the multiple factor risk model to calculate the risk contribution of each factor and the total…
  ☆72Updated 7 years ago
• wegamekinglc / AlgoTrading
  Algorithmic trading platform for multiple assets
  ☆36Updated 8 years ago
• leeong05 / orca
  a new simulator for statistical arbitrage
  ☆15Updated 9 years ago
• hkuhn / multifactor-models
  A Survey of Multi-Factor Models
  ☆40Updated 9 years ago
• wolfws / sandbox-portfolio-optimization-cvxpy
  CVXPY Portfolio Optimization Sample
  ☆46Updated 8 years ago
• ailzy / RISKIM
  Assets' Risk Management Using Mean-Variance Opt Based On Mult-Factors Trending Prediction
  ☆30Updated 8 years ago
• djunh1 / event-driven-backtesting
  The strategy-backtesting repository will hold the event driven python backtester. This program will test algorithmic strategies and pro…
  ☆17Updated 9 years ago
• ghgr / HFT_Bitcoin
  Analysis of High Frequency Trading on Bitcoin exchanges
  ☆156Updated 7 years ago
• wegamekinglc / VisualPortfolio
  ☆106Updated 8 years ago
• henrywoo / pysentosa
  Python API for sentosa trading system
  ☆42Updated 9 years ago
• mrbcuda / pbo
  Probability of Backtest Overfitting
  ☆48Updated 3 years ago
• K0414 / algo-trader-tool-suite
  Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms
  ☆87Updated 11 years ago
• jheusser / vpin
  Volume-Synchronized Probability of Informed Trading
  ☆113Updated 11 years ago
• SarahWang0102 / OptionPricing
  Research on OTC options pricing models
  ☆26Updated 7 years ago
• DrAshBooth / HFTrader
  HFTrader is fully automated high frequency trading system
  ☆94Updated 12 years ago
• mm842 / lobpy
  Python package for a class of tractable SPDE models for limit order book modeling
  ☆35Updated 3 years ago
• wynfred / presso
  Event-driven backtest/realtime quantitative trading system.
  ☆74Updated 3 years ago
• RJT1990 / Active-Portfolio-Management-Notes
  Notes for Active Portfolio Management, by Grinold and Kahn
  ☆46Updated 9 years ago
• pegasusTrader / PandoraTraderUI
  带界面的PandoraTrader
  ☆13Updated 4 years ago
• Jackmzw / Price_Prediction_LOB
  Deep learning for price movement prediction using high frequency limit order data
  ☆40Updated 6 years ago
• cvxgrp / vwap_opt_exec
  Volume Weighted Average Price Optimal Execution
  ☆41Updated 6 years ago
• abcabhishek / PyLimitOrderBook
  Limit Order Book Implemented in Python
  ☆93Updated 7 years ago
• aconstandinou / pairs-trading-equities
  ☆24Updated 6 years ago
• sapphire921 / HFT-Pairs-Trading
  High Frequency Pairs Trading Based on Statistical Arbitrage (Python)
  ☆102Updated 6 years ago
• vollib / py_lets_be_rational
  ☆58Updated 10 months ago
• chenhaotian / High-Frequency-Trading-Simulation-System
  HFT, A high-frequency trading simulation package in R
  ☆83Updated 7 years ago