Alternatives and similar repositories for Python_Trading_Snippets:

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

• akhil2706 / PairsTrading
  A low frequency statistical arbitrage strategy
  ☆19Updated 6 years ago
• elvinwangyh / Medium
  This repo is for my articles published on Medium.com
  ☆16Updated 2 years ago
• jo-cho / trading-rules-using-machine-learning
  A financial trading method using machine learning.
  ☆60Updated last year
• aconstandinou / pairs-trading-equities
  ☆24Updated 6 years ago
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆56Updated 5 years ago
• nife8975 / Trendline_Tools
  Tools to calculate and plot support/resistance lines for OHLC datasets
  ☆26Updated 6 years ago
• PanPip / research
  Contains all the Jupyter Notebooks used in our research
  ☆15Updated 5 years ago
• supernlogn / frama
  Fractal Adaptive Moving Average
  ☆25Updated 4 years ago
• BlackArbsCEO / option_skew_project_public
  ☆35Updated 7 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆30Updated 3 years ago
• LongOnly / Option-Pricing-under-Uncertainty
  By means of stochastic volatility models
  ☆43Updated 4 years ago
• quantrocket-codeload / trend-day
  Intraday momentum strategy that buys (sells) leveraged ETFs late in the trading session following a significant intraday gain (loss) and …
  ☆24Updated 10 months 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
• KangOxford / Volume-Forecasting
  Time Series Prediction of Volume in LOB
  ☆56Updated 11 months ago
• sanjeevai / order-imbalance
  Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform
  ☆11Updated 6 years ago
• kartikay94 / Selecting-stock-pairs-for-pairs-trading-while-incorporating-lead-lag-relationship
  ☆17Updated 4 years ago
• YINDAIYING / Deep-Robust-Statistical-Arbitrage
  This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…
  ☆59Updated last year
• BlackArbsCEO / hypothesis_driven_strategy_development
  ☆12Updated last year
• jironghuang / trend_following
  Developing a trend following model using futures
  ☆31Updated last year
• jshellen / statarb
  ☆30Updated 3 years ago
• financialnoob / crypto
  experiments with crypto trading
  ☆15Updated 7 months ago
• laikasinjason / deep-q-learning-trading-system-on-hk-stocks-market
  Deep q learning on determining buy/sell signal and placing orders
  ☆48Updated 5 years ago
• FranklinMa810 / Market-Microstructure
  ☆21Updated 5 years ago
• financialnoob / misc
  ☆26Updated 6 months ago
• romanmichaelpaolucci / Dynamic_Algorithmic_Trading_Systems
  Dynamic algorithmic trading systems in Python using Interactive Broker's Python API
  ☆19Updated 4 years ago
• m4rk-lewis / FinBERT_feat_eng_for_Momentum_Transformer
  A Sharpe ratio optimised decoder-only TFT based Momentum Transformer and LSTM Deep Momentum Network trading model using FinBERT breaking …
  ☆22Updated last year
• dstreetquant / pyVWAPTradingSignalSystem
  A Python system to generate Volume Weighted Average Pricing (VWAP) Model based Long/Short Trading Signal
  ☆16Updated 7 years ago
• jo-cho / meta_labeling_simplified
  Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…
  ☆13Updated 3 years ago
• systamental / factorlab
  FactorLab is a python library that enables the discovery and analysis of alpha and risk factors used in the investment algorithm developm…
  ☆20Updated 2 months ago