Teino1978-Corp / Teino1978-Corp-High-Frequency-Trading-Model-with-IB
A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python
☆10Updated 9 years ago
Alternatives and similar repositories for Teino1978-Corp-High-Frequency-Trading-Model-with-IB
Users that are interested in Teino1978-Corp-High-Frequency-Trading-Model-with-IB are comparing it to the libraries listed below
Sorting:
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 7 years ago
- A Python system to generate Volume Weighted Average Pricing (VWAP) Model based Long/Short Trading Signal☆17Updated 7 years ago
- High Frequency Trading bot for 2019 Traders at MIT, HFT Case. I placed 4th in the HFT competition (2nd overall) out of 120.☆19Updated 5 years ago
- Channel break out strategy for High Frequency Trading.☆14Updated 6 years ago
- Randomly partitions time series segments into train, development, and test sets; Trains multiple models optimizing parameters for develo…☆11Updated 5 years ago
- A program to optimize option trading strategies☆14Updated 4 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆37Updated last year
- In the high-frequency era of trading, orders of stocks can be executed under a millsecond. The information about the thousands of orders …☆10Updated 9 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆13Updated 3 years ago
- Code for researching and backtesting pairs trading☆24Updated 15 years ago
- Stock and Forex market prediction using ML and time-series modelling☆38Updated 6 years ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 5 years ago
- Library for simulation and analysis of vanilla and exotic options☆33Updated 4 years ago
- Trend Prediction for High Frequency Trading☆40Updated 2 years ago
- Backtesting a simple Buy Low Sell High Strategy☆9Updated 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 …☆12Updated last year
- Tools to calculate and plot support/resistance lines for OHLC datasets☆26Updated 6 years ago
- Alpaca-based Order Book Inbalace Algorithm.☆12Updated 4 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆25Updated 7 years ago
- Option Selling Algorithm built upon the Interactive Brokers Python API☆10Updated 4 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆52Updated 4 years ago
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆15Updated last year
- Option Strategy for Futures☆14Updated 4 years ago
- PutPremiumProcessor is a Python option screener with a custom formula to score options based on their risk to reward. I created this to f…☆19Updated 2 years ago
- Use machine learning to trade bitcoin.☆10Updated 3 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- Advancing in Financial Machine Learning☆16Updated 5 years ago
- for 18HS MFOEC198 Introduction to systematic risk premia strategies traded at hedge funds (L+E)☆13Updated 4 years ago
- Dynamic algorithmic trading systems in Python using Interactive Broker's Python API☆22Updated 4 years ago
- Algorithmic Trading Software with Interactive Brokers TWS API☆28Updated 4 years ago