Alternatives and similar repositories for AlphaEngine:

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

• hulatown / vpin
  Application of VPIN in cyrptocurrency market.
  ☆21Updated 6 years ago
• deandreee / medium_pairs_p1
  ☆13Updated 5 years ago
• bottama / cryptocurrency-derivatives-pricing-and-delta-neutral-volatility-trading
  This project is to download and analyze cryptocurrency option data available on Deribit via a public API. Data are collected on an Ubuntu…
  ☆7Updated 3 years ago
• ngriere / High-Frequency-Data-Order-Book-Analyser
  If you are professionals, retailers or even organisms trading on a financial market, you know that data given on online platforms is not …
  ☆34Updated 9 years ago
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆56Updated 5 years ago
• JPalounek / order-book
  Fast Limit order book implementation using AVL binary trees
  ☆39Updated 8 years ago
• hudson-and-thames / betting-against-beta
  This project is based upon the paper: Frazzini, A. & Pedersen, L. (2014). Betting against beta.
  ☆8Updated 2 years ago
• fiquant / marketsimulator
  The project simulates a generic agent based market model. The aim is to explore intimately, by simulation, the process of price formation…
  ☆64Updated 10 years ago
• cryptarbitrage-code / deribit-position-greeks
  ☆38Updated 3 years ago
• michaelsyao / GammaScalping
  Option Strategy for Futures
  ☆14Updated 4 years ago
• AlgoTrader5 / cryptoq
  stores market data from cryptofeed to kdb+
  ☆23Updated 4 years ago
• kurupjayesh / Statistical-Arbitrage-using-Pairs-Trading
  ☆48Updated 8 years ago
• thertrader / Using-random-forest-to-model-limit-order-book-dynamic
  I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead
  ☆27Updated 4 years ago
• wardbradt / Sentimental-Stock-Prediction
  Analyzes the sentiment of SEC quarterly earnings reports to predict future stock prices
  ☆25Updated 7 years ago
• dwasse / vol-surface-visualizer
  Volatility surface visualizer for cryptocurrency options.
  ☆52Updated 2 years ago
• kkanagal / MSE448Project
  Market Making / Stat Arb strategy
  ☆60Updated 7 years ago
• evermarkets / market-maker-bot
  Market making strategy example
  ☆25Updated 4 years ago
• r8m / MarketMaker
  Marketmaker trading strategy
  ☆28Updated 8 years ago
• jasonzy121 / Limit-Order-Book-Reinforcement
  ☆11Updated 7 years ago
• jaNGOB / Bitmex_HFT
  Bitmex market microstructure analytics
  ☆21Updated 4 years ago
• jironghuang / trend_following
  Developing a trend following model using futures
  ☆31Updated last year
• MarcosCarreira / Hawkes-With-Latency
  Hawkes with Latency
  ☆20Updated 4 years ago
• schepal / deribit_data_collector
  A library that can be used to download the entire BTC and ETH option chain data on Deribit.
  ☆62Updated 4 years ago
• ericbudish / HFT-Races
  Code package to analyze high-frequency trading (HFT) races using financial-exchange message data, following Aquilina, Budish and O'Neill …
  ☆45Updated 3 years ago
• dolmatovas / HFT
  Repo for HFT project in CMF
  ☆28Updated 2 years ago
• abcabhishek / PyLimitOrderBook
  Limit Order Book Implemented in Python
  ☆93Updated 7 years ago
• lamres / pairs_trading_cryptocurrencies_strategy_catalyst
  Pairs trading strategy example based on Catalyst
  ☆47Updated 6 years ago
• dmarienko / Qube
  Community version of quantitative backtesting framework
  ☆11Updated 7 months ago
• im1235 / EIE
  Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data
  ☆36Updated 4 years ago
• staccDOTsol / DeribitMarketMaker2
  ☆32Updated 4 years ago