PortfolioEffect / PE-HFT-PythonLinks
Python library for high frequency portfolio analysis, intraday backtesting and optimization
☆68Updated 8 years ago
Alternatives and similar repositories for PE-HFT-Python
Users that are interested in PE-HFT-Python are comparing it to the libraries listed below
Sorting:
- High Frequency Trading☆110Updated 7 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆71Updated 9 years ago
- Deep Q-Learning for Market Making☆127Updated 7 years ago
- Implementing technical indicators that are not implemented in ta-lib☆68Updated 9 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- Example of order book modeling.☆58Updated 6 years ago
- Market Making / Stat Arb strategy☆63Updated 8 years ago
- Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das☆107Updated 9 years ago
- Limit Order Book Implemented in Python☆99Updated 7 years ago
- ☆106Updated 8 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆105Updated 6 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- Deep learning framework for HFT algorithmic trading strategy development☆75Updated 4 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Updated 9 years ago
- ☆25Updated 7 years ago
- Awesome machine learning for trading☆55Updated 7 years ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 11 years ago
- Notebooks and stuff from quantfiction.com☆37Updated 5 years ago
- HFT, A high-frequency trading simulation package in R☆87Updated 7 years ago
- portfolio construction and quantitative analysis☆142Updated 10 years ago
- Deep learning for price movement prediction using high frequency limit order data☆40Updated 6 years ago
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆95Updated 4 years ago
- Analysis of High Frequency Trading on Bitcoin exchanges☆165Updated 8 years ago
- ☆35Updated 7 years ago
- quantitative - Quantitative finance back testing library☆64Updated 6 years ago
- Neural Network for HFT-trading [experimental]☆88Updated 4 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆133Updated 6 years ago
- CVXPY Portfolio Optimization Sample☆45Updated 8 years ago
- MATLAB toolbox for high frequency portfolio analysis, intraday backtesting and optimization☆30Updated 9 years ago