clisztian / iMetrica
A fast, interactive, graphical-user-interface oriented software suite for predictive modeling, multivariate time series analysis, real-time signal extraction, Bayesian financial econometrics, and much more.
☆17Updated 8 years ago
Alternatives and similar repositories for iMetrica:
Users that are interested in iMetrica are comparing it to the libraries listed below
- finance☆43Updated 7 years ago
- ☆36Updated 6 years ago
- Deep learning in large multivariate time series using real-time feature extraction with MDFA☆12Updated 6 years ago
- Notebooks and stuff from quantfiction.com☆37Updated 4 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
- 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
- An event-based backtester written in Python for algorithmic trading.☆43Updated 7 years ago
- Code for researching and backtesting pairs trading☆24Updated 14 years ago
- Big Data course project (EPFL) - Trading strategies based on order book☆29Updated 10 years ago
- Hierarchical Risk Parity☆28Updated 5 years ago
- Backtesting tool on tick data☆11Updated 8 years ago
- source : http://coin.wne.uw.edu.pl/pwojcik/hfd_en.html☆36Updated 6 years ago
- Using Q-learning to better navigate orderbooks.☆21Updated 6 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆56Updated last year
- Advancing in Financial Machine Learning☆16Updated 5 years ago
- Performance tear sheets and backtest analysis for Moonshot☆36Updated 2 months ago
- A Python toolkit for high-frequency trade research.☆41Updated 6 years ago
- Code and examples for the project on risk-constrained Kelly gambling☆27Updated 4 years ago
- archiving old code☆26Updated 7 years ago
- a new simulator for statistical arbitrage☆15Updated 9 years ago
- Monkey patches to grease the Interactive Brokers Python API☆17Updated 6 years ago
- ☆27Updated 6 years ago
- Alpaca riding on a zipline☆28Updated 2 years ago
- An example and description to Reinforcement Learning DQN model and dataformats for trading☆16Updated 5 years ago
- A pipeline to optimize a portfolio of assets and test it against unseen data.☆12Updated 5 years ago
- general purpose backtesting platform, prevents look-ahead bias☆29Updated 13 years ago
- ☆44Updated 4 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆41Updated 4 years ago
- Devise: An Alternative Exchange Containing Assets Engineered To Help Fund Managers Hunt Alpha☆27Updated 6 years ago
- Asynchronous financial data management☆21Updated 7 years ago