danielktaylor / PyStrategies

Related projects ⓘ

Alternatives and complementary repositories for PyStrategies

• joequant / algobroker
  Algo execution engine
  ☆89Updated 8 years ago
• PortfolioEffect / PE-HFT-Python
  Python library for high frequency portfolio analysis, intraday backtesting and optimization
  ☆65Updated 7 years ago
• jheusser / vpin
  Volume-Synchronized Probability of Informed Trading
  ☆106Updated 11 years ago
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆57Updated 5 years ago
• jeffrey-liang / quantitative
  quantitative - Quantitative finance back testing library
  ☆63Updated 5 years ago
• phil8192 / shiny-ob-analytics
  obAnalytics Shiny front-end
  ☆74Updated 6 years ago
• tomyitav / talib-extensions
  Implementing technical indicators that are not implemented in ta-lib
  ☆68Updated 8 years ago
• kkanagal / MSE448Project
  Market Making / Stat Arb strategy
  ☆60Updated 7 years ago
• rspadim / Adv_Fin_ML
  Advances in Financial Machine Learning by Marcos Lopez De Prado
  ☆53Updated 5 years ago
• thalesians / pythalesians
  The Thalesians' Python library
  ☆61Updated 8 years ago
• robcarver17 / ibswigsystematicexamples
  Automatically exported from code.google.com/p/ibswigsystematicexamples
  ☆35Updated 7 years ago
• hftstrat / The-Gateway-code-samples
  Code samples for The Gateway.
  ☆50Updated 6 years ago
• mfrdixon / dq-MM
  Deep Q-Learning for Market Making
  ☆118Updated 6 years ago
• quantroom-pro / pyrenko
  ☆125Updated 6 years ago
• abcabhishek / PyLimitOrderBook
  Limit Order Book Implemented in Python
  ☆90Updated 6 years ago
• Jackal08 / QuantInsti-Final-Project-Statistical-Arbitrage
  QuantInsti EPAT: Final Project on Statistical Arbitrage
  ☆109Updated 7 years ago
• mmargenot / machine-learning-market-maker
  Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das
  ☆103Updated 9 years ago
• aaaquants / QuantBasics1-4
  ☆45Updated 7 years ago
• melvinmt / sharpefolio
  Stock portfolio optimizer in Python based on least correlated moving sharpe / sortino ratios.
  ☆54Updated 9 years ago
• rspadim / hft-avellaneda
  High-frequency trading in a limit order book
  ☆54Updated 5 years ago
• BlackArbsCEO / mixture_model_trading_public
  ☆193Updated 4 years ago
• pengjin2 / Derbit-Volatility-Visulization
  Visualization Tool for Deribit Options
  ☆77Updated 4 years ago
• GerardBCN / RenkoTrading
  Simple algorithm inspired on Renko charts applied to cryptocurrency trading
  ☆48Updated 6 years ago
• 11bblandin / quantfiction
  Notebooks and stuff from quantfiction.com
  ☆36Updated 4 years ago
• yazanobeidi / flow
  High frequency AI based algorithmic trading module.
  ☆69Updated 8 years ago
• Jackal08 / financial-data-structures
  Depricated repo. Please refer to mlfinlab
  ☆113Updated 4 years ago
• sapphire921 / HFT-Pairs-Trading
  High Frequency Pairs Trading Based on Statistical Arbitrage (Python)
  ☆99Updated 5 years ago
• JamesBrofos / Odin
  Algorithmic trading infrastructure in Python.
  ☆97Updated 6 years ago