Alternatives and similar repositories for after-hours

Users that are interested in after-hours are comparing it to the libraries listed below

• robcarver17 / ibswigsystematicexamples
  Automatically exported from code.google.com/p/ibswigsystematicexamples
  ☆38Updated 8 years ago
• Jackal08 / QuantInsti-Final-Project-Statistical-Arbitrage
  QuantInsti EPAT: Final Project on Statistical Arbitrage
  ☆117Updated 8 years ago
• melvinmt / sharpefolio
  Stock portfolio optimizer in Python based on least correlated moving sharpe / sortino ratios.
  ☆55Updated 10 years ago
• edouardpoitras / NowTrade
  Python library for backtesting technical/mechanical strategies in the stock and currency markets
  ☆101Updated 8 years ago
• jamesmawm / IB-Trading-Models-And-Backtester
  Modular trading models with Interactive Brokers and backtester in Python
  ☆123Updated 6 years ago
• kknet / AlgorithmicTrading
  Select a supervised algorithm that can predict stock prices of historical data based on the predictors (statistical indicators). Accordin…
  ☆44Updated 2 years ago
• benjaminmgross / visualize-wealth
  portfolio construction and quantitative analysis
  ☆144Updated 10 years ago
• hftstrat / The-Gateway-code-samples
  Code samples for The Gateway.
  ☆51Updated 7 years ago
• vsmolyakov / fin
  finance
  ☆43Updated 8 years ago
• JamesBrofos / Odin
  Algorithmic trading infrastructure in Python.
  ☆99Updated 8 years ago
• srome / pybacktester
  An event-based backtester written in Python for algorithmic trading.
  ☆43Updated 8 years ago
• camisatx / pySecMaster
  An automated system to store and maintain financial data.
  ☆69Updated 6 years ago
• cperler / trading
  Utility framework for back-testing technical trading strategies in Python.
  ☆82Updated 5 years ago
• 0liu / ibstract
  Asynchronous financial data management
  ☆21Updated 8 years ago
• thalesians / pythalesians
  The Thalesians' Python library
  ☆64Updated 9 years ago
• euclidjda / deep-quant
  Deep learning for forecasting company fundamental data
  ☆141Updated 6 years ago
• joequant / algobroker
  Algo execution engine
  ☆96Updated 9 years ago
• davidastephens / pandas-finance
  High level API for access to and analysis of financial data.
  ☆159Updated 9 months ago
• philipperemy / stock-volatility-google-trends
  Deep Learning Stock Volatility with Google Domestic Trends: https://arxiv.org/pdf/1512.04916.pdf
  ☆94Updated 3 years ago
• danielktaylor / PyStrategies
  Deep learning framework for HFT algorithmic trading strategy development
  ☆77Updated 4 years ago
• jasonswearingen / QuantShim
  A Python framework for R&D of financial investment strategies, and trading them algorithmiclly via Quantopian.com
  ☆51Updated 11 years ago
• tomyitav / talib-extensions
  Implementing technical indicators that are not implemented in ta-lib
  ☆68Updated 9 years ago
• BlackArbsCEO / option_skew_project_public
  ☆36Updated 8 years ago
• kacperadach / ichimoku_screener
  Stock Screener for Ichimoku Cloud
  ☆62Updated 8 years ago
• harpone / PyArb
  Statistical arbitrage simulation, modeling and backtesting with Python.
  ☆57Updated 9 years ago
• pbharrin / DevistatorBacktesting
  general purpose backtesting platform, prevents look-ahead bias
  ☆29Updated 14 years ago
• BangaloreSharks / SharkStock
  Automate swing trading using deep reinforcement learning. The deep deterministic policy gradient-based neural network model trains to cho…
  ☆70Updated 8 years ago
• quantopian / algorithm-component-library
  A collection of code snippets that can be constructed into larger trading algorithms.
  ☆110Updated 8 years ago
• avinashbarnwal / Momentum-Strategy
  Quantitative Momentum - Investment Strategy inspired by Wesley Gray and Jack Vogel
  ☆41Updated 7 years ago
• pjgranahan / qfrm
  Python tools to quantitatively manage financial risk
  ☆69Updated 6 years ago