Limit Order Book 指値戦略の高速バックテストモジュール
☆11Sep 24, 2025Updated 5 months ago
Alternatives and similar repositories for backtestlob
Users that are interested in backtestlob are comparing it to the libraries listed below
Sorting:
- ☆70Jul 8, 2021Updated 4 years ago
- Backtesting tool on tick data☆11Jan 30, 2017Updated 9 years ago
- python setup for Botter☆12Jan 14, 2022Updated 4 years ago
- 高频交易系统结构☆17May 21, 2020Updated 5 years ago
- Python wrapper for bitFlyer's JSON-RPC(WebSocket) API☆22Jul 11, 2018Updated 7 years ago
- ☆107Jul 19, 2021Updated 4 years ago
- 暗号通貨高頻度取引bot用websocketベースフレームワーク☆117Jan 18, 2022Updated 4 years ago
- An advanced API client for python bot traderes.☆450Updated this week
- The materials for the course 'Data Analysis in Economics and Finance', 2020/2021, NRU HSE.☆10Nov 25, 2021Updated 4 years ago
- 本课题完成了对5日均线涨跌的预测,运用支持向量机与逻辑回归的机器学习方法☆10May 10, 2017Updated 8 years ago
- select stock automatically, trade manually☆12Jul 26, 2020Updated 5 years ago
- Portfolio optimization and index tracking for the FTSE index using genetic algorithm☆12Jan 13, 2018Updated 8 years ago
- ☆12Jan 6, 2022Updated 4 years ago
- 这是win下visual studio项目CTPtest-master(地址http://blog.csdn.net/u012234115/article/details/70195889) 的Linux实现;无GUI的量化交易平台;☆13May 1, 2017Updated 8 years ago
- Docker image build for backtrader running on Jupyter Notebook / Anaconda 3 / Python 3☆13Oct 22, 2020Updated 5 years ago
- ☆10May 20, 2024Updated last year
- Market Data Build for Tick By Tick Data☆11Dec 1, 2023Updated 2 years ago
- High Frequency Trading Strategy☆12Dec 20, 2018Updated 7 years ago
- Order Book Imbalance trading strategy☆11Nov 21, 2022Updated 3 years ago
- DeepThought is an algorithmic cryptocurrency trading bot.☆13Aug 28, 2021Updated 4 years ago
- Explore Chicago ticket data.☆10Dec 8, 2022Updated 3 years ago
- 在Kaggle比赛 Home Credit Default Risk中测试gplearn进行特征工程的效果☆10Jul 18, 2018Updated 7 years ago
- Streaming order book data using TD Ameritrade API☆12Mar 3, 2022Updated 3 years ago
- This is a macro database of 570.000+ data series containing International Data (150+ countries), Interest Rates, Inflation, Monetary Data…☆15Apr 11, 2022Updated 3 years ago
- A system wide rootless adblocker without VPN by utilizing Samsung Knox SDK☆10Jul 7, 2019Updated 6 years ago
- This program focused on the core concepts and practice of quantitative investment (multi-factor combination analysis, technical analysis …☆48Feb 5, 2020Updated 6 years ago
- Randomly partitions time series segments into train, development, and test sets; Trains multiple models optimizing parameters for develo…☆11Apr 18, 2020Updated 5 years ago
- 量化FOF框架☆13Mar 8, 2019Updated 6 years ago
- Script for trade arbitrage opportunities between European-style options and Perpetual futures, with notifications in telegram☆10Jun 10, 2023Updated 2 years ago
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆12Dec 31, 2018Updated 7 years ago
- Python codes for Lasso feature selection☆14Oct 10, 2019Updated 6 years ago
- Pricing autocallable barrier reverse convertibles (aka snowball structure contract) using monte carlo☆14Feb 2, 2023Updated 3 years ago
- 计算中国偏度指数(CBOE skew index)☆15May 23, 2021Updated 4 years ago
- Automating the process of financial planning and investment management using AI-powered wealth management systems.☆10Mar 1, 2023Updated 3 years ago
- Oil Palm Tree Counting in Drone Image☆11Jun 22, 2022Updated 3 years ago
- Intraday trading strategy for futures calendar spreads. Uses crude oil futures and 1-minute bid/ask bars from Interactive Brokers with a …☆15Apr 23, 2024Updated last year
- Efficiency/Effectiveness Trade-offs in Learning to Rank☆12Sep 11, 2018Updated 7 years ago
- convertible bond pricing☆13Sep 17, 2014Updated 11 years ago
- C# 7 and .NET Core 2.0 High Performance, published by Packt☆13Jan 15, 2021Updated 5 years ago