bytesumo / TrendCalculus
Fast bottom up trend reversal detection algorithm.
☆13Updated 4 years ago
Alternatives and similar repositories for TrendCalculus:
Users that are interested in TrendCalculus are comparing it to the libraries listed below
- Code for various data snooping tests on financial time series.☆18Updated 9 years ago
- The aim of this repository is to merge several methods into one library to allow the user to establish the dynamics followed and to make …☆12Updated 2 years ago
- This module allows you to easily create order-based financial markets, add agents with various strategies, and evaluate the actions of ag…☆29Updated 2 years ago
- ☆14Updated 7 years ago
- Asynchronous financial data management☆21Updated 7 years ago
- ☆35Updated 7 years ago
- ☆27Updated 5 years ago
- Machine Learning Algo using Knearest Neighbors model on VXX trading strategy.☆15Updated 8 years ago
- Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.☆23Updated 7 years ago
- Trading Strategies based on the gap between Implied and Realized Volatility: A machine learning approach☆14Updated 5 years ago
- Code for researching and backtesting pairs trading☆24Updated 14 years ago
- Futures trading database/backtester/analysis☆19Updated 6 years ago
- very fast python backtesting framework based on amibroker backtesting methodology☆40Updated 7 years ago
- Notebooks and stuff from quantfiction.com☆36Updated 4 years ago
- Run hierarchical risk parity algorithms☆18Updated this week
- finance☆43Updated 7 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆49Updated 3 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆27Updated 4 years ago
- A Python toolkit for high-frequency trade research.☆40Updated 6 years ago
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆36Updated 7 years ago
- The goal of the project is to build algorithmic trading system.☆26Updated 4 years ago
- Python library to backtest trading strategies, plot charts (via Chartesians), seamlessly download market data, analyse market patterns et…☆26Updated 3 weeks ago
- IB FlexStatement to PyFolio bridge☆14Updated 2 years ago
- Event-driven Algorithmic Trading For Python☆25Updated 5 years ago
- Data Analysis with Interactive Brokers API☆8Updated 2 years ago
- Automated trading system for NOPE strategy over IBKR TWS☆30Updated 3 years ago
- Backtesting tool on tick data☆11Updated 7 years ago
- Collections of snippets for trading I find interesting☆24Updated last year
- Fractal Adaptive Moving Average☆24Updated 4 years ago