Alternatives and similar repositories for aioquant

Users that are interested in aioquant are comparing it to the libraries listed below

• freepai / freepai-quant
  基于 TheNextQuant 的量化交易框架
  ☆20Updated 2 years ago
• getjake / AIOQuant-Frontend
  The Interactive Frontend Built for Aioquant.
  ☆13Updated 3 years ago
• josephchenhk / qtrader_strategies
  Demonstrative examples for developing quantitative and systematic strategies
  ☆38Updated last year
• jeremy-feng / high-frequency-factors
  High frequency factors based on order and trade data.
  ☆53Updated last year
• mmssss / hft-market-making
  Implementation of HFT backtesting simulator and Stoikov strategy
  ☆126Updated 2 years ago
• jifengthu / awesome_hft_factors
  ☆26Updated 2 years ago
• wukan1986 / alpha_examples
  alpha投研示例
  ☆76Updated last week
• vishnugovind10 / MarketMaking
  Market Making in Python
  ☆18Updated last year
• wukan1986 / LightBT
  lightweight backtester
  ☆30Updated last month
• algosenses / Order_Imbalance_HFT
  非平衡订单流高频交易模型
  ☆108Updated 6 years ago
• jiangtiantu / FactorMining
  基于基因表达式规划算法的因子挖掘
  ☆30Updated 3 years ago
• yudai-il / High-Frequency
  High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)
  ☆106Updated last year
• han14466 / gplearn_stock_dataframe
  改写了gplearn源码，原有的gplearn会把数据转为numpy，丢失了datetime和stockcode的原始信息。很难做截面的因子ic、ir分析，所以改动了相应的源码，使之可以做因子的截面ic分析。另外增加了时序函数和并行化框架ray的支持。
  ☆18Updated last year
• grayvalley / microprice-calibration
  Calibrates microprice model to BitMEX quote data
  ☆57Updated 4 years ago
• armoreal / hft
  High Frequency Trading Strategies
  ☆46Updated 7 years ago
• Andrew-Lloy / Optimal-HFT-Guilbaud-Pham
  Implementation in Python of the market making algorithm described in "Optimal high frequency trading with limit and market orders" by Gui…
  ☆14Updated last year
• wukan1986 / expr_codegen
  codegen from expression to others, such as polars, pandas
  ☆129Updated last week
• chenhq / Data-Mining-on-BTC-Trading-Statistics
  Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…
  ☆21Updated 6 years ago
• supervik / crypto-exchanges-latencies-test
  data and hummingbot script testing crypto CEX latencies
  ☆14Updated last year
• tpim / thenextquant
  Asynchronous driven quantitative trading framework.
  ☆15Updated 2 years ago
• AlfredCYL / gplearn_cross_factor
  Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …
  ☆33Updated 10 months ago
• picklenchips / MARKET-MAKING-RL
  Using reinforcement learning to make markets in the high frequency trading setting.
  ☆19Updated 3 months ago
• tysonwu / stack-orderflow
  Orderflow chart GUI using finplot and pyqt5graph
  ☆111Updated 2 years ago
• ChannelCMT / OFO
  Python Data Analysis and Financial Calculation
  ☆66Updated 5 years ago
• szy1900 / Event_driven_framework_for_backtesting
  It is suitable for beginners
  ☆48Updated 4 years ago
• etccapital / MultiFactor
  Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …
  ☆62Updated 2 years ago
• jinjuo / thousandTrading
  Quantized transaction strategy open source
  ☆33Updated 5 years ago
• lcsrodriguez / optimalHFT
  HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)
  ☆31Updated last year
• yuba316 / FactorBackTest
  my first factor-stock-selecting backtest function
  ☆21Updated 4 years ago
• txu2014 / binance_orderflow
  Derive order flow from Tick and Trade data.
  ☆32Updated 3 years ago