djunh1 / event-driven-backtestingLinks
The strategy-backtesting repository will hold the event driven python backtester. This program will test algorithmic strategies and provide interaction to a fake Interactive Brokers portfolio.
☆16Updated 9 years ago
Alternatives and similar repositories for event-driven-backtesting
Users that are interested in event-driven-backtesting are comparing it to the libraries listed below
Sorting:
- Trading platform for high frequency data☆15Updated 10 years ago
- In the high-frequency era of trading, orders of stocks can be executed under a millsecond. The information about the thousands of orders …☆10Updated 9 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Updated 9 years ago
- ☆24Updated 6 years ago
- for 18HS MFOEC198 Introduction to systematic risk premia strategies traded at hedge funds (L+E)☆13Updated 4 years ago
- Deep learning for price movement prediction using high frequency limit order data☆40Updated 6 years ago
- This is the final project of Statistical Arbitrage course and it aims to apply pairs trading in high frequency data to realize auto-tradi…☆19Updated 6 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆68Updated 9 years ago
- Gamma Scalping Trading Strategies☆19Updated 9 years ago
- Python package for simulating Intra-day orderflow in a limit order book. Uses PyLOB (https://github.com/ab24v07/PyLOB)☆18Updated 12 years ago
- This project implements machine learning algorithm to predict stock index futures price by matching recent futures price and volume with …☆15Updated 8 years ago
- Use machine learning to trade bitcoin.☆10Updated 4 years ago
- Momentum and position based trading strategy analysis☆11Updated 8 years ago
- ☆28Updated 9 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆66Updated 7 years ago
- ☆43Updated 8 years ago
- Trend Prediction for High Frequency Trading☆42Updated 2 years ago
- Optimal Rebalancing Strategy Using Dynamic Programming for Institutional Portfolios☆22Updated 11 years ago
- Backtesting tool on tick data☆11Updated 8 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 7 years ago
- Code for researching and backtesting pairs trading☆24Updated 15 years ago
- Channel break out strategy for High Frequency Trading.☆14Updated 6 years ago
- An agent-based trading framework☆12Updated 8 years ago
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆15Updated 6 years ago
- Futures trading database/backtester/analysis☆19Updated 6 years ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 5 years ago
- Contains all the Jupyter Notebooks used in our research☆15Updated 5 years ago
- A Python system to generate Volume Weighted Average Pricing (VWAP) Model based Long/Short Trading Signal☆17Updated 8 years ago
- ☆9Updated 7 years ago