Alternatives and similar repositories for legitindicators:

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

• jo-cho / trading-rules-using-machine-learning
  A financial trading method using machine learning.
  ☆60Updated last year
• 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
• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆79Updated 2 years ago
• DavidCico / Enhanced-Event-Driven-Backtester
  In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…
  ☆60Updated 3 years ago
• sapphire921 / HFT-Pairs-Trading
  High Frequency Pairs Trading Based on Statistical Arbitrage (Python)
  ☆101Updated 6 years ago
• AI-Stuff / hudson-and-thames-research
  Research Repo (Archive)
  ☆71Updated 4 years ago
• firmai / research
  Notebooks based on financial machine learning.
  ☆48Updated 4 years ago
• jshellen / CTA-strategies
  Backtest result archive for Momentum Trading Strategies
  ☆50Updated 5 years ago
• wangy8989 / Pairs-Trading-with-Machine-Learning
  Pair Trading Strategy using Machine Learning written in Python
  ☆114Updated 2 years ago
• nkaz001 / market-making-backtest
  algo trading backtesting on BitMEX
  ☆76Updated last year
• chicago-joe / InteractiveBrokers-PairsTrading-Algo
  A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python
  ☆89Updated 2 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆30Updated 3 years ago
• QubitQuants / vectorbt_pro_tutorials
  A Collection of public tutorials published in the qubitquants.pro blog
  ☆64Updated last year
• xhshenxin / Micro_Price
  ☆49Updated 3 years ago
• Sidhus234 / Hurst-Exponent-Trading-Strategy
  ☆39Updated 3 years ago
• daehkim / pair-trading
  CS7641 Team project
  ☆93Updated 4 years ago
• lamres / renko_trend_following_strategy_catalyst
  Example of adaptive trend following strategy based on Renko
  ☆120Updated 5 years ago
• ChaosQuant / stockindex500
  Trend Prediction for High Frequency Trading
  ☆39Updated 2 years ago
• sturex / pyOrderbookTrading
  Bitmex orderbooks saving + (neural) trading signal generator + backtesting etc.
  ☆34Updated 2 years ago
• jeffrey-liang / quantitative
  quantitative - Quantitative finance back testing library
  ☆64Updated 6 years ago
• edgetrader / mean-reversion-strategy
  Mean Reversion Trading Strategy
  ☆22Updated 3 years ago
• theopenstreet / VPIN_HFT
  ☆111Updated 7 years ago
• Blue-Universe / Time-Series-Analysis-Statistical-Arbitrage
  This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.
  ☆65Updated 5 years ago
• ednunezg / pytrendline
  Python library - detection of support and resistance trendlines for technical analysis. With tuning parameters and plotting capabilities
  ☆88Updated 4 months ago
• 5ymph0en1x / Heptet
  Pair Trading - Reinforcement Learning - with Oanda Trading API
  ☆65Updated 5 years ago
• baobach / HFT_Papers
  A curated list of Quantitative Finance papers.
  ☆52Updated 2 months ago
• mnewls / MLFINLAB
  public version of MLFINLAB from Hudson-Thames
  ☆21Updated 3 years ago
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆75Updated 6 years ago
• happydasch / btconfig
  btconfig provides a simple way to initialize a strategy using config files with additional features.
  ☆40Updated 8 months ago
• Marblez / HMM_Trading
  Modeling the S&P500 index as a hidden markov model for regime identification and creating a trading algorithm to capitalize on hidden sta…
  ☆33Updated 4 years ago