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.
☆17Updated 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:
- Price Prediction with Machine Learning Models (practicum project at CME group)☆70Updated 9 years ago
- Deep learning for price movement prediction using high frequency limit order data☆40Updated 7 years ago
- This project implements machine learning algorithm to predict stock index futures price by matching recent futures price and volume with …☆16Updated 8 years ago
- Marketmaker trading strategy☆29Updated 9 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
- HFTrader is fully automated high frequency trading system☆96Updated 12 years ago
- An agent-based trading framework☆12Updated 8 years ago
- High Frequency Trading☆110Updated 7 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Updated 9 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 5 years ago
- ☆43Updated 8 years ago
- Trend Prediction for High Frequency Trading☆43Updated 2 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆67Updated 8 years ago
- for 18HS MFOEC198 Introduction to systematic risk premia strategies traded at hedge funds (L+E)☆13Updated 5 years ago
- Select a supervised algorithm that can predict stock prices of historical data based on the predictors (statistical indicators). Accordin…☆44Updated 2 years ago
- Proof of concept Cointegration-Based spread trading strategy applied to the Foreign Exchange market☆37Updated 9 years ago
- This project is to simulate the effects of high frequency trading on a stock. This is the code for the order book as well as 'traders' wh…☆26Updated 12 years ago
- Neural Network for HFT-trading [experimental]☆87Updated 4 years ago
- Deep Direct Recurrent Reinforcement Learning to learn trading system☆26Updated 7 years ago
- Automate swing trading using deep reinforcement learning. The deep deterministic policy gradient-based neural network model trains to cho…☆71Updated 8 years ago
- Derive order flow from Tick and Trade data.☆32Updated 4 years ago
- Quantopian Pairs Trading algorithm implementation.☆64Updated 8 years ago
- Channel break out strategy for High Frequency Trading.☆14Updated 7 years ago
- Alpaca-based Order Book Inbalace Algorithm.☆12Updated 5 years ago
- Particle swarm optimization (PSO) in algorithmic trading example using Backtrader backtesting framework.☆19Updated 5 years ago
- ☆24Updated 5 years ago
- Gamma Scalping Trading Strategies☆22Updated 9 years ago
- Limit Order Book Implemented in Python☆99Updated 7 years ago
- Bitmex orderbooks saving + (neural) trading signal generator + backtesting etc.☆35Updated 2 years ago
- Automatically trades NYSE stocks and ETFs using three high-frequency trading strategies☆72Updated last year