Alternatives and similar repositories for aioquant:

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

• getjake / AIOQuant-Frontend
  The Interactive Frontend Built for Aioquant.
  ☆13Updated 2 years ago
• freepai / freepai-quant
  基于 TheNextQuant 的量化交易框架
  ☆19Updated 2 years ago
• supervik / crypto-exchanges-latencies-test
  data and hummingbot script testing crypto CEX latencies
  ☆13Updated last year
• tpim / thenextquant
  Asynchronous driven quantitative trading framework.
  ☆15Updated last year
• jinjuo / thousandTrading
  Quantized transaction strategy open source
  ☆28Updated 5 years ago
• txu2014 / binance_orderflow
  Derive order flow from Tick and Trade data.
  ☆29Updated 3 years ago
• armoreal / hft
  High Frequency Trading Strategies
  ☆41Updated 7 years ago
• koteyevlev / MarketMakingMLAlgo
  This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log
  ☆27Updated 3 years ago
• jifengthu / awesome_hft_factors
  ☆23Updated 2 years ago
• grayvalley / microprice-calibration
  Calibrates microprice model to BitMEX quote data
  ☆56Updated 3 years ago
• jiangtiantu / FactorMining
  基于基因表达式规划算法的因子挖掘
  ☆29Updated 3 years ago
• pyted / pbinance
  Python Binance API interface
  ☆61Updated last year
• wukan1986 / AlphaInspect
  factor performance visualization
  ☆29Updated 2 months ago
• josephchenhk / qtrader_strategies
  Demonstrative examples for developing quantitative and systematic strategies
  ☆37Updated last year
• xic18 / High-frequency-prediction-of-stock-returns
  High frequency prediction of Chinese stock returns. Orderbook data generation. High frequency factors construction.
  ☆12Updated last year
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆30Updated 3 years ago
• SimoHaiLiu / thenextquant
  事件驱动的量化交易/做市框架。
  ☆80Updated 5 years ago
• Aziz-Zeghal / Crypto-Arbitrage-Toolbox
  Arbitrage Strategies Toolbox
  ☆9Updated 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…
  ☆20Updated 6 years ago
• veighna-global / vnpy_bybit
  Bybit trading gateway for VeighNa Evo
  ☆23Updated 5 months ago
• 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 11 months ago
• Scorpi000 / QSDoc
  Quant Studio Document
  ☆24Updated 4 years ago
• wukan1986 / expr_codegen
  codegen from expression to others, such as polars, pandas
  ☆115Updated 2 weeks ago
• wukan1986 / LightBT
  lightweight backtester
  ☆27Updated last month
• CongZhengithub / aioquant
  Asynchronous event I/O driven quantitative trading framework.
  ☆11Updated 4 years ago
• phonegapX / bt-ccxt-store-cn
  BT CCXT Store
  ☆73Updated 3 years ago
• vnpy / vnpy_optionmaster
  VeighNa框架的期权波动率交易模块
  ☆37Updated 2 weeks ago
• hugo2046 / streamlit_alphalens
  基于streamlit的因子分析app
  ☆56Updated last year
• picklenchips / MARKET-MAKING-RL
  Using reinforcement learning to make markets in the high frequency trading setting.
  ☆11Updated 8 months ago
• nikkizhao1202 / Trading_Strategy_SP500
  Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM
  ☆10Updated 4 years ago