digitalaw / 8-Quant-AlgosLinks
Several diverse-universe market-agnostic trading algos that I like, cribbed from the open Community Forums at Quantopian
β35Updated 8 years ago
Alternatives and similar repositories for 8-Quant-Algos
Users that are interested in 8-Quant-Algos are comparing it to the libraries listed below
Sorting:
- πΈ A long-short equity quantitative trading strategy (sentiment-based)β37Updated 8 years ago
- Example of adaptive trend following strategy based on Renkoβ123Updated 6 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)β103Updated 6 years ago
- Options Trader written in Python based off the ib_insync library.β63Updated 2 years ago
- quantitative - Quantitative finance back testing libraryβ65Updated 6 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Pythonβ93Updated 7 months ago
- Official Repositoryβ133Updated 4 years ago
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.β54Updated 4 years ago
- This is complete algo trading package is for downloading historical OHLC data for backtesting and performing live trading on Interactive β¦β76Updated 4 years ago
- Pairs Trading with Machine Learning on Distributed Python Platformβ125Updated 3 years ago
- Example of order book modeling.β58Updated 6 years ago
- The Option Lab is an automated backtesting framework for option trading strategies. The results generated by the code are visualised on oβ¦β58Updated 3 years ago
- Forex & Equities Trading Strategies using Machine Learning, Deep Learning and Statistical Techniquesβ109Updated 7 years ago
- Volume-Synchronized Probability of Informed Tradingβ113Updated 12 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.β70Updated 5 years ago
- Order flow toxicity; Volume-Synchronized Probability of Informed Tradingβ96Updated last year
- Generate various Alternative Bars both historically and at real-time.β37Updated 3 years ago
- Event-driven backtest/realtime quantitative trading system.β76Updated 4 years ago
- Find trading pairs with Machine Learningβ41Updated 4 years ago
- Visual style support and resistance detection using Python codeβ63Updated 6 years ago
- β’ Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spotβ¦β49Updated 4 years ago
- Pairs trading strategy example based on Catalystβ49Updated 7 years ago
- β25Updated 7 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield changeβ77Updated 7 years ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualizationβ63Updated 6 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featurβ¦β69Updated 4 years ago
- MIT Trading Competition algorithmic trading of options and securitiesβ41Updated 7 years ago
- Scalping Trading Unit and Machine Learning using BitMEX APIβ58Updated 3 years ago
- Deribit bot to run options strategy orders with different triggers and targets. You can set strategy cost to execute orders, this can be β¦β33Updated 10 months ago
- Python Code for Option Analysisβ46Updated 7 years ago