dolphindb / OrcaLinks
☆20Updated 3 years ago
Alternatives and similar repositories for Orca
Users that are interested in Orca are comparing it to the libraries listed below
Sorting:
- QARandomPrice_TickPrice_by_OU process☆11Updated 5 years ago
- QIFI协议下的Account实现☆27Updated 4 years ago
- 一个vibe coding的突发奇想 实现内存zerocopy的跨语言多进程交换☆29Updated 3 months ago
- ☆24Updated 5 years ago
- Fractal Adaptive Moving Average☆28Updated 5 years ago
- Event-driven Algorithmic Trading For Python☆25Updated 6 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆68Updated 8 years ago
- ☆12Updated 2 years ago
- Common financial risk and performance metrics. Used by zipline and pyfolio.☆99Updated 3 weeks ago
- ☆18Updated 6 years ago
- qlib数据层backend支持pgsql数据库☆14Updated 2 years ago
- tools for alpha research☆23Updated 8 years ago
- Assisting repository for the published paper investigating ensemble methods in algorithmic trading.☆44Updated 7 years ago
- CVXPY Portfolio Optimization Sample☆45Updated 8 years ago
- Python API for sentosa trading system☆42Updated 10 years ago
- nextgenereation data solution / 下一代数据解决方案☆23Updated 6 years ago
- 一键部署的期货trade gateway☆19Updated 4 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆51Updated 4 years ago
- qamazing 社区版本☆13Updated 4 years ago
- Cryptocurrency Trading with Reinforcement Learning based on Backtrader☆46Updated 11 months ago
- These are the code for the article "Backtrader for Backtesting (Python) – A Complete Guide" on AlgoTrading101's Blog. Article and code ar…☆31Updated 5 years ago
- HFT, A high-frequency trading simulation package in R☆89Updated 7 years ago
- A Python toolkit for high-frequency trade research.☆42Updated 7 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆38Updated 2 years ago
- Detect trend in time series, drawdown, drawdown within a constant look-back window , maximum drawdown, time underwater.☆159Updated 11 months ago
- Assets' Risk Management Using Mean-Variance Opt Based On Mult-Factors Trending Prediction☆30Updated 8 years ago
- Collections of snippets for trading I find interesting☆28Updated 11 months ago
- quantitative security portfolio analysis. The analysis pipeline including data storage abstraction, alpha calculation, ML based alpha com…☆236Updated 3 years ago
- This repo contains my reimplementation and improvement of DeepLOB model.☆32Updated 4 years ago
- Calculates the generalized Hurst exponent of a time series☆40Updated 2 years ago