deltaray-io / strategy-libraryLinks
π MesoSim's Strategy Library
β11Updated last year
Alternatives and similar repositories for strategy-library
Users that are interested in strategy-library are comparing it to the libraries listed below
Sorting:
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.β38Updated last year
- An Interactive Brokers integration for Deephavenβ74Updated 11 months ago
- By means of stochastic volatility modelsβ44Updated 5 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for β¦β35Updated last year
- β42Updated 2 years ago
- Example of order book modeling.β58Updated 6 years ago
- A python library for testing and optimizing trading strategies.β51Updated 11 months ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.β125Updated last year
- A Collection of public tutorials published in the qubitquants.pro blogβ73Updated 2 years ago
- β75Updated last year
- Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Dasβ107Updated 9 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.β69Updated last year
- β41Updated 4 years ago
- Financial Portfolio Optimization Algorithmsβ58Updated last year
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulationβ¦β133Updated 6 years ago
- A Sharpe ratio optimised decoder-only TFT based Momentum Transformer and LSTM Deep Momentum Network trading model using FinBERT breaking β¦β24Updated 2 years ago
- Limit Order Book data analysis and modeling using LSTM networkβ138Updated 6 years ago
- orderbook based backtesting suite using MBO data from Databentoβ28Updated last month
- β58Updated 7 months ago
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimiβ¦β18Updated last year
- To classify trades into buyer- and seller-initiated.β148Updated 2 years ago
- Volume-Synchronized Probability of Informed Tradingβ114Updated 11 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.β66Updated 2 years ago
- Interactive Brokers TWS API -- Historical data downloaderβ56Updated 7 years ago
- Option Pricing, Volatility Prediction, Machine Learning, Black Scholas, Web Crawlingβ57Updated 8 years ago
- Tools to work with Interactive Brokers using ib_insyncβ21Updated 7 months ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.β61Updated 2 years ago
- Different quantitative trading models researchβ53Updated 8 months ago
- β117Updated 7 years ago
- AI based alpha research for tradingβ49Updated 3 years ago