decisivealpha / DecisiveMLLinks
Machine learning end-to-end research and trade execution
☆100Updated 5 years ago
Alternatives and similar repositories for DecisiveML
Users that are interested in DecisiveML are comparing it to the libraries listed below
Sorting:
- Simple backtesting software for options☆194Updated last year
- trend / momentum and other patterns in financial timeseries☆277Updated 4 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆270Updated 3 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆246Updated 2 years ago
- ☆215Updated 8 years ago
- To classify trades into buyer- and seller-initiated.☆154Updated 3 years ago
- ☆117Updated last year
- Source code for my personal blog☆198Updated 3 weeks ago
- ☆143Updated 3 years ago
- Videos, slides, and code made available by speakers of the 2021's AlgoTrading Summit☆127Updated 4 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 7 years ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆176Updated 4 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆103Updated 6 years ago
- Generate various Alternative Bars both historically and at real-time.☆37Updated 3 years ago
- Python Implementations of popular Algorithmic Trading Strategies☆118Updated last year
- Pairs Trading with Machine Learning on Distributed Python Platform☆125Updated 3 years ago
- ☆128Updated 4 months ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆171Updated 6 years ago
- Quantopian Pairs Trading algorithm implementation.☆65Updated 8 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 6 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆135Updated 3 years ago
- Event-driven backtest/realtime quantitative trading system.☆76Updated 4 years ago
- A profitable mean reversion stock trading algorithm☆95Updated 5 years ago
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆148Updated 6 months ago
- Historical market data downloader using Interactive Brokers TWS☆59Updated 6 years ago
- Master repository for the pandas-ml modules☆164Updated 2 years ago
- Research Repo (Archive)☆74Updated 5 years ago
- This repository contains the customized trading algorithms that I have created using the Quantopian IDE.☆133Updated 6 years ago
- Visualisation for auction market theory with live charts☆128Updated 5 years ago
- Awesome machine learning for trading☆55Updated 7 years ago