Vaibhav / Quantopian-AlgosLinks
My Quantopian Algorithms for Stock Trading on the Live Market
☆11Updated 8 years ago
Alternatives and similar repositories for Quantopian-Algos
Users that are interested in Quantopian-Algos are comparing it to the libraries listed below
Sorting:
- This project is to monitor the arbitrage opportunity of stocks, options and futures every second based on Put-Call parity in Chinese stoc…☆18Updated 6 years ago
- 💸 A long-short equity quantitative trading strategy (sentiment-based)☆38Updated 7 years ago
- ☆24Updated 6 years ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago
- Basic python libraries for building technical indicators and trading signals☆17Updated 8 years ago
- Quantopian Pairs Trading algorithm implementation.☆59Updated 7 years ago
- Momentum and position based trading strategy analysis☆11Updated 8 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- This project implements machine learning algorithm to predict stock index futures price by matching recent futures price and volume with …☆15Updated 8 years ago
- ☆43Updated 8 years ago
- High Frequency Trading Strategy☆12Updated 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
- ☆25Updated 7 years ago
- Channel break out strategy for High Frequency Trading.☆14Updated 6 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- Use machine learning to trade bitcoin.☆10Updated 3 years ago
- The strategy-backtesting repository will hold the event driven python backtester. This program will test algorithmic strategies and pro…☆17Updated 9 years ago
- Trading platform for high frequency data☆15Updated 10 years ago
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆11Updated 6 years ago
- for 18HS MFOEC198 Introduction to systematic risk premia strategies traded at hedge funds (L+E)☆13Updated 4 years ago
- quantitative - Quantitative finance back testing library☆63Updated 6 years ago
- A walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will inc…☆26Updated 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
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆22Updated 5 years ago
- MIT Trading Competition algorithmic trading of options and securities☆42Updated 6 years ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 5 years ago
- Alpaca-based Order Book Inbalace Algorithm.☆12Updated 4 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 7 years ago
- Automatically trades NYSE stocks and ETFs using three high-frequency trading strategies☆69Updated 11 months ago
- ☆22Updated 5 years ago