Queeq / pydtc
Very basic realization of DTC protocol in Python (http://dtcprotocol.org)
☆21Updated 3 months ago
Alternatives and similar repositories for pydtc:
Users that are interested in pydtc are comparing it to the libraries listed below
- Python Websocket DTC Protocol Client☆34Updated 4 years ago
- ☆18Updated 3 years ago
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆86Updated 4 years ago
- Async integration between backtrader and Interactive brokers.☆68Updated last year
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆89Updated 2 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆75Updated 6 years ago
- Probability of Backtest Overfitting in Python☆120Updated last year
- integrate backtrader with interactive brokers☆43Updated 3 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…☆67Updated 6 years ago
- Financial charting with Tom DeMark indicator overlay☆42Updated 5 years ago
- A Zorro broker API plugin for Sierra Chart, written in Win32 C++.☆34Updated 3 years ago
- Volume-Synchronized Probability of Informed Trading☆110Updated 11 years ago
- ☆41Updated 5 years ago
- ☆47Updated 3 years ago
- Pair Trading Strategy using Machine Learning written in Python☆113Updated 2 years ago
- quantitative - Quantitative finance back testing library☆64Updated 5 years ago
- Visualization Tool for Deribit Options☆78Updated 4 years ago
- IB FlexStatement to PyFolio bridge☆14Updated 2 years ago
- 💸 A long-short equity quantitative trading strategy (sentiment-based)☆37Updated 7 years ago
- Automated trading system for NOPE strategy over IBKR TWS☆30Updated 3 years ago
- Load, build and visualize volatility analytics from Deribit.☆22Updated last year
- High-frequency trading in a limit order book☆57Updated 5 years ago
- Addons (analyzers, observers, indicators, data feeds etc) for backtrader☆31Updated last year
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 3 years ago
- Event-driven backtest/realtime quantitative trading system.☆73Updated 3 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆56Updated 3 years ago
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆124Updated last month
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.☆49Updated 3 years ago