Queeq / pydtcLinks
Very basic realization of DTC protocol in Python (http://dtcprotocol.org)
☆25Updated last year
Alternatives and similar repositories for pydtc
Users that are interested in pydtc are comparing it to the libraries listed below
Sorting:
- integrate backtrader with interactive brokers☆49Updated 4 years ago
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆143Updated 11 months ago
- Python Websocket DTC Protocol Client☆41Updated 5 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆93Updated 6 months ago
- MBATS is a docker based platform for developing, testing and deploying Algorthmic Trading strategies with a focus on Machine Learning bas…☆55Updated 2 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆69Updated 4 years ago
- Generate various Alternative Bars both historically and at real-time.☆37Updated 3 years ago
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆140Updated 4 months ago
- ☆128Updated 2 months ago
- ☆40Updated last year
- trend / momentum and other patterns in financial timeseries☆274Updated 4 years ago
- ☆142Updated 2 years ago
- Python Implementations of popular Algorithmic Trading Strategies☆118Updated 10 months ago
- Volume-Synchronized Probability of Informed Trading☆112Updated 12 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆79Updated 7 years ago
- Research Repo (Archive)☆75Updated 5 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆103Updated 6 years ago
- ☆65Updated 3 weeks ago
- ☆120Updated 7 years ago
- Async integration between backtrader and Interactive brokers.☆74Updated 2 years ago
- Collection of indicators that I used in my strategies.☆60Updated 7 months ago
- Order Imbalance Strategy in High Frequency Trading☆139Updated 7 years ago
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.☆54Updated 4 years ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago
- Code and data for my blogs☆91Updated 4 years ago
- High performance trading Matching Engine / Market Simulator using Level 3 Market Data for realistic simulation of High Frequency Trading …☆115Updated last year
- Optimal control of risk aversion in Avellaneda Stoikov high frequency market making model with Soft Actor Critic reinforcement learning☆146Updated 5 years ago
- Visualisation for auction market theory with live charts☆126Updated 5 years ago
- A footprint reversal system to be used inline with your market structure analysis.☆87Updated 5 years ago
- Options Trader written in Python based off the ib_insync library.☆61Updated 2 years ago