Alternatives and similar repositories for pandas-polygon

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

• maxlamberti / optimal-order-execution
  Exploring Optimal Order Execution in Simulated Limit Order Books
  ☆19Updated 2 years ago
• sculd / algorithmic_intraday_trading
  ☆11Updated 4 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
  ☆29Updated 5 years ago
• alexanu / Python_Trading_Snippets
  Collections of snippets for trading I find interesting
  ☆27Updated 6 months ago
• xhshenxin / Micro_Price
  ☆51Updated 4 years ago
• cfzvzv / alpha_avellaneda_stoikov
  Phd repo
  ☆17Updated 3 years ago
• rune-l / HighFrequency
  High Frequency Jump Prediction Project
  ☆37Updated 5 years ago
• replacementAI / Finding-Alpha-with-AI
  A 3 part series of Jupyter notebooks to help one find alpha in the stock market with AI
  ☆18Updated 2 years ago
• LianguangXue / VPIN
  Vpin caculation and backtesting
  ☆14Updated 5 years ago
• nikhilvenkatkumsetty / Financial-Time-series-analysis-for-High-Frequency-Trading
  Financial time-series forecasting has long been a challenging problem because of the inherently noisy and stochastic nature of the market…
  ☆16Updated 3 years ago
• BlackArbsCEO / hypothesis_driven_strategy_development
  ☆12Updated last year
• armoreal / hft
  High Frequency Trading Strategies
  ☆49Updated 7 years ago
• MislavSag / trademl
  The goal of the project is to build algorithmic trading system.
  ☆27Updated 4 years ago
• financialnoob / misc
  ☆26Updated 11 months ago
• huangzz119 / OptimalExecution_stochastic_control
  This is for the capstone project "Optimal Execution of a VWAP order".
  ☆34Updated 5 years ago
• constancedongg / LASSO-in-HFT
  Apply LASSO in High-Frequency-Trading
  ☆9Updated 6 years ago
• MarcosCarreira / Hawkes-With-Latency
  Hawkes with Latency
  ☆20Updated 4 years ago
• YJiangcm / improved_DeepLOB
  This repo contains my reimplementation and improvement of DeepLOB model.
  ☆30Updated 4 years ago
• egorrazzhivin / HFT-Market-Making
  Market making strategies and scientific papers
  ☆13Updated last year
• shuangology / Machine-Learning-for-Asset-Managers
  Implementation of code snippets and exercises in the book Machine Learning for Asset Managers written by Prof. Marcos López de Prado.
  ☆16Updated 4 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 4 years ago
• Alexd14 / ntiles
  Vectorized quantile backtesting library
  ☆15Updated 2 years ago
• kpuchalskixiv / Impact-of-market-microstructure-on-stock-price
  ☆17Updated 3 years ago
• AndresRzCh / lob-cnn-trader
  Limit Order Book Convolutional Neural Network trading bot
  ☆14Updated 3 years ago
• jo-cho / advances_in_financial_machine_learning
  Exercises in 'Advances in Financial Machine Learning' by Lopez de Prado
  ☆3Updated 2 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆31Updated 4 years ago
• michaelsyao / GammaScalping
  Option Strategy for Futures
  ☆14Updated 5 years ago
• Git053 / Limit-Orderbook
  Limit Order Book for high-frequency trading (HFT) strategies using data science approaches
  ☆23Updated 3 years ago
• Zhenfeng-Liang / Market_MicroStructure_Models
  ☆25Updated 9 years ago