aticio / legitindicators
Collection of indicators that I used in my strategies.
☆53Updated last month
Alternatives and similar repositories for legitindicators
Users that are interested in legitindicators are comparing it to the libraries listed below
Sorting:
- Trend Prediction for High Frequency Trading☆40Updated 2 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆63Updated 2 years ago
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.☆51Updated 3 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆63Updated 4 years ago
- Backtest result archive for Momentum Trading Strategies☆57Updated 6 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆102Updated 6 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆72Updated 7 years ago
- Mean Reversion Trading Strategy☆25Updated 4 years ago
- algo trading backtesting on BitMEX☆77Updated last year
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆64Updated last year
- A Collection of public tutorials published in the qubitquants.pro blog☆68Updated 2 years ago
- This Python package manages methods to reshape tick by tick data for order flow analysis☆92Updated last month
- Event-driven backtest/realtime quantitative trading system.☆73Updated 3 years ago
- Calibrates microprice model to BitMEX quote data☆56Updated 3 years ago
- This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…☆69Updated 6 years ago
- public version of MLFINLAB from Hudson-Thames☆23Updated 3 years ago
- ☆49Updated 4 years ago
- Transform Tick Data into OHLCV Renko Dataframe!☆31Updated last year
- Order Imbalance Strategy in High Frequency Trading☆132Updated 6 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆80Updated 2 years ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆47Updated 5 years ago
- Literature survey of order execution strategies implemented in python☆44Updated 4 years ago
- Pair Trading Strategy using Machine Learning written in Python☆117Updated 3 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆63Updated 5 years ago
- Examples of nautilus script☆36Updated 4 months ago
- ☆33Updated 3 years ago
- ☆113Updated 7 years ago
- Python library - detection of support and resistance trendlines for technical analysis. With tuning parameters and plotting capabilities☆95Updated 6 months ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆31Updated 3 years ago
- ☆40Updated 4 years ago