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
Related projects ⓘ
Alternatives and complementary repositories for iMetrica
- Deep learning in large multivariate time series using real-time feature extraction with MDFA☆12Updated 6 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
- finance☆43Updated 7 years ago
- ☆36Updated 6 years ago
- Alpaca riding on a zipline☆28Updated 2 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆41Updated 4 years ago
- By means of stochastic volatility models☆41Updated 4 years ago
- An event-based backtester written in Python for algorithmic trading.☆43Updated 7 years ago
- Using Q-learning to better navigate orderbooks.☆21Updated 6 years ago
- Code and examples for the project on risk-constrained Kelly gambling☆26Updated 4 years ago
- A Python toolkit for high-frequency trade research.☆39Updated 6 years ago
- ☆34Updated 6 years ago
- Code for researching and backtesting pairs trading☆24Updated 14 years ago
- archiving old code☆24Updated 6 years ago
- Backtesting tool on tick data☆10Updated 7 years ago
- source : http://coin.wne.uw.edu.pl/pwojcik/hfd_en.html☆36Updated 6 years ago
- An example and description to Reinforcement Learning DQN model and dataformats for trading☆16Updated 5 years ago
- Option Strategy for Futures☆12Updated 4 years ago
- Devise: An Alternative Exchange Containing Assets Engineered To Help Fund Managers Hunt Alpha☆27Updated 6 years ago
- Order Book Analytics Database☆12Updated 4 years ago
- Library for simulation and analysis of vanilla and exotic options☆31Updated 4 years ago
- Event-driven Algorithmic Trading For Python☆25Updated 5 years ago
- A pipeline to optimize a portfolio of assets and test it against unseen data.☆12Updated 4 years ago
- ☆44Updated 4 years ago
- The project simulates a generic agent based market model. The aim is to explore intimately, by simulation, the process of price formation…☆62Updated 9 years ago
- Notebooks and stuff from quantfiction.com☆36Updated 4 years ago
- Fuzzy Moving Average System with Genetic Algorithm Optimisation for Trading Crude Palm Oil Futures☆25Updated 6 years ago