Alternatives and similar repositories for pandas-polygon:

Users that are interested in pandas-polygon are comparing it to the libraries listed below

• jo-cho / advances_in_financial_machine_learning
  Exercises in 'Advances in Financial Machine Learning' by Lopez de Prado
  ☆3Updated 2 years ago
• davidmoris688 / finlab
  ☆10Updated 2 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 5 years ago
• ARahimiQuant / lead-lag-portfolios
  Portfolio Construction Utilizing Lead-Lag Relationship Discovery: Identify leaders and followers in financial markets to inform strategic…
  ☆17Updated last year
• egorrazzhivin / HFT-Market-Making
  Market making strategies and scientific papers
  ☆13Updated last year
• maxlamberti / optimal-order-execution
  Exploring Optimal Order Execution in Simulated Limit Order Books
  ☆18Updated 2 years ago
• xixi0222 / Find-Alpha-Volatility-Factor
  Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.
  ☆12Updated 3 years ago
• dmarienko / Qube
  Community version of quantitative backtesting framework
  ☆11Updated 8 months ago
• BlackArbsCEO / hypothesis_driven_strategy_development
  ☆12Updated last year
• yuba316 / Pair_Trading_with_Box_Tiao_Decomposition
  Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading
  ☆12Updated 2 years ago
• Gabrielvon / QuantWork
  ☆12Updated 4 years ago
• constancedongg / LASSO-in-HFT
  Apply LASSO in High-Frequency-Trading
  ☆9Updated 5 years ago
• jo-cho / Technical_Analysis_Strategies_Cryptocurrency
  Different trading strategies based on technical analysis using Ethereum/USD 5-minute bars data
  ☆18Updated 4 years ago
• MarcosCarreira / Hawkes-With-Latency
  Hawkes with Latency
  ☆20Updated 4 years ago
• LianguangXue / VPIN
  Vpin caculation and backtesting
  ☆14Updated 5 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
• jasonzy121 / Limit-Order-Book-Reinforcement
  ☆11Updated 7 years ago
• chrischia06 / XTXForecastingChallenge
  XTX Forecasting Challenge https://challenge.xtxmarkets.com/
  ☆9Updated 5 years ago
• doda / fincl
  Advancing in Financial Machine Learning
  ☆16Updated 5 years ago
• cfzvzv / alpha_avellaneda_stoikov
  Phd repo
  ☆16Updated 2 years ago
• rune-l / HighFrequency
  High Frequency Jump Prediction Project
  ☆36Updated 4 years ago
• FranklinMa810 / Market-Microstructure
  ☆21Updated 5 years ago
• Ray-0403 / HFT-using-Machine-Learning
  My first high-frequency trading strategy using machine learning
  ☆17Updated 2 years ago
• mindful-math / LOB-Modeling
  Collection of Models related to market making
  ☆16Updated 4 years ago
• Git053 / Limit-Orderbook
  Limit Order Book for high-frequency trading (HFT) strategies using data science approaches
  ☆22Updated 3 years ago
• dolmatovas / HFT
  Repo for HFT project in CMF
  ☆28Updated 2 years ago
• armoreal / hft
  High Frequency Trading Strategies
  ☆44Updated 7 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆30Updated 3 years ago
• NJ-Murphy / Learning-Technical-Trading
  We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise wealth trading zero-cos…
  ☆11Updated 5 years ago
• factorpricingmodel / factor-pricing-model-risk-model
  Package to build risk model for factor pricing model
  ☆24Updated 9 months ago