codemedic / cronosLinks
An Open Source Time Series Analysis Package
☆19Updated 12 years ago
Alternatives and similar repositories for cronos
Users that are interested in cronos are comparing it to the libraries listed below
Sorting:
- Fast Unit Root Tests and OLS regression in C++ with wrappers for R and Python☆92Updated 3 years ago
- C++ Trading Algorithm Backtest Environment☆89Updated 6 years ago
- Volume Weighted Average Price Optimal Execution☆41Updated 6 years ago
- ☆41Updated 10 years ago
- Python package for a class of tractable SPDE models for limit order book modeling☆37Updated 4 years ago
- C++ trading client with Qt gui☆42Updated 10 years ago
- A machine learning tool that implements the class of state-dependent Hawkes processes.☆31Updated 2 years ago
- ☆60Updated last year
- ☆148Updated 5 years ago
- C++(11) financial market orderbook and matching engine with Python extension module☆29Updated 4 years ago
- ☆51Updated last year
- Material accompanying the MOSEK Portfolio Optimization Cookbook☆94Updated last year
- QuantLib ported to C++17 and with all Boost dependency removed☆75Updated 8 years ago
- C++ implementation of options pricing models☆77Updated 7 years ago
- TA-Lib RT is a fork of TA-Lib that provides additional API for incremental calculation of indicators without reprocessing whole data.☆88Updated last year
- mbt_gym is a module which provides a suite of gym environments for training reinforcement learning (RL) agents to solve model-based high-…☆161Updated last year
- To classify trades into buyer- and seller-initiated.☆149Updated 2 years ago
- Improved TWS API POSIX C++ library for the Interactive Brokers (IB) TWS (same project as TwsApiC++ in Yahoo TWSAPI).☆116Updated 2 years ago
- Estimation of the lead-lag parameter from non-synchronous data.☆130Updated 5 months ago
- Replication of A Stochastic Model for Order Book Dynamics by Cont, Stoikov, and Talreja, 2010☆20Updated 6 years ago
- A numerical library for High-Dimensional option Pricing problems, including Fourier transform methods, Monte Carlo methods and the Deep G…☆29Updated 5 years ago
- Market Making via Reinforcement Learning☆335Updated 5 years ago
- Statistical Jump Models in Python, with scikit-learn-style APIs☆83Updated 7 months ago
- Probability of Backtest Overfitting in Python☆126Updated 2 years ago
- FFT-based Option Pricing Methods in Python☆59Updated 7 years ago
- Nasdaq Order Book Reconstructor☆254Updated 3 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆58Updated 2 years ago
- The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to ma…☆160Updated last year
- Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.☆26Updated 7 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆64Updated 3 years ago