Tim55667757 / PriceGeneratorLinks
PriceGenerator is the platform for generating prices similar to real stock prices, but you can control the statistics of their distribution. Use PriceGenerator to generate synthetic data to test your trading strategy.
☆50Updated last year
Alternatives and similar repositories for PriceGenerator
Users that are interested in PriceGenerator are comparing it to the libraries listed below
Sorting:
- Research Repo (Archive)☆75Updated 4 years ago
- This is complete algo trading package is for downloading historical OHLC data for backtesting and performing live trading on Interactive …☆73Updated 4 years ago
- Pair Trading Strategy using Machine Learning written in Python☆121Updated 3 years ago
- btconfig provides a simple way to initialize a strategy using config files with additional features.☆40Updated last year
- MBATS is a docker based platform for developing, testing and deploying Algorthmic Trading strategies with a focus on Machine Learning bas…☆54Updated 2 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆68Updated 4 years ago
- quantitative - Quantitative finance back testing library☆64Updated 6 years ago
- Addons (analyzers, observers, indicators, data feeds etc) for backtrader☆33Updated last year
- This repository houses all source code, Jupyter Notebooks and related materials necessary to follow and collaborate on Quant Research con…☆30Updated 3 years ago
- [NOT ACTIVELY MAINTAINED] Tulipy - Financial Technical Analysis Indicator Library (Python bindings for Tulip Charts)☆92Updated 6 years ago
- Options Trader written in Python based off the ib_insync library.☆59Updated 2 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆92Updated 4 months ago
- Using Unsupervised learning, K-means, to determine stock support and resistance levels. Great for trading algorithms/bots using time seri…☆109Updated 4 years ago
- A Dashboard for multi-time frame simulation analysis for a portfolio of instruments☆41Updated 2 years ago
- ☆75Updated last year
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆137Updated 9 months ago
- ☆59Updated 8 months ago
- A python script that estimates the support and resistance lines of a stock's prices over a time period☆76Updated 4 years ago
- This Python package manages methods to reshape tick by tick data for order flow analysis☆106Updated this week
- 🔌 Aggregate candlesticks from high frequency tick data from WebSockets☆30Updated last year
- Option visualization python package☆155Updated last year
- ☆117Updated 7 years ago
- A Collection of public tutorials published in the qubitquants.pro blog☆74Updated 2 years ago
- Example of order book modeling.☆57Updated 6 years ago
- Visualisation for auction market theory with live charts☆123Updated 5 years ago
- A python library for computing technical analysis indicators on streaming data.☆130Updated 4 months ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆129Updated last year
- Collection of indicators that I used in my strategies.☆58Updated 5 months ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago
- Async integration between backtrader and Interactive brokers.☆73Updated 2 years ago