dpf205 / python-trading-algo-oanda-api

Related projects ⓘ

Alternatives and complementary repositories for python-trading-algo-oanda-api

• wangy8989 / Pairs-Trading-with-Machine-Learning
  Pair Trading Strategy using Machine Learning written in Python
  ☆112Updated 2 years ago
• sapphire921 / HFT-Pairs-Trading
  High Frequency Pairs Trading Based on Statistical Arbitrage (Python)
  ☆99Updated 5 years ago
• chicago-joe / InteractiveBrokers-PairsTrading-Algo
  A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python
  ☆87Updated 2 years ago
• skyte / momentum
  Andreas Clenow - Stocks on the Move
  ☆31Updated last year
• rodler / quantinsti_statarb
  ☆57Updated last year
• aconstandinou / pairs-trading-equities
  ☆24Updated 6 years ago
• Blue-Universe / Time-Series-Analysis-Statistical-Arbitrage
  This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.
  ☆60Updated 4 years ago
• sofienkaabar / trend-following-strategies
  Official Repository
  ☆115Updated 3 years ago
• stefanomorni / fork-tvdatafeed
  A simple TradingView historical Data Downloader
  ☆12Updated 2 years ago
• jo-cho / trading-rules-using-machine-learning
  A financial trading method using machine learning.
  ☆58Updated last year
• sabirjana / blog
  Code and data for my blogs
  ☆92Updated 3 years ago
• DavidCico / Enhanced-Event-Driven-Backtester
  In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…
  ☆50Updated 3 years ago
• OptionsnPython / Option-strategies-backtesting-in-Python
  Python codes used in book 'Option Greeks Strategies & Backtesting in Python'
  ☆117Updated 3 years ago
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆73Updated 6 years ago
• IgorWounds / Cluster-Analysis-Machine-Learning-for-Pairs-Trading
  Find trading pairs with Machine Learning
  ☆41Updated 3 years ago
• jeffrey-liang / quantitative
  quantitative - Quantitative finance back testing library
  ☆63Updated 5 years ago
• murtazayusuf / OrderflowChart
  Plot orderflow footprint charts using plotly in python.
  ☆99Updated last month
• daehkim / pair-trading
  CS7641 Team project
  ☆87Updated 4 years ago
• tobiasbrodd / backtester
  An event-driven backtester
  ☆93Updated 4 years ago
• rodler / Quantinsti_RL
  ☆36Updated 3 years ago
• StockGram / Intelligent-Quantitative-Trading
  Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …
  ☆41Updated 2 years ago
• SergioEspinoza / PyAlgoTrading_TradingWithIB
  Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )
  ☆28Updated 3 years ago
• bartchr808 / Quantopian_Pairs_Trader
  Quantopian Pairs Trading algorithm implementation.
  ☆59Updated 7 years ago
• tjmcrill / automated_trading
  High Frequency Trading (HFT) done using the Alpaca Trade API and Python.
  ☆25Updated 5 years ago
• sofienkaabar / the-book-of-trading-strategies
  Source Codes for the Book of Trading Strategies
  ☆162Updated 2 years ago
• hackingthemarkets / backtrader-interactive-brokers
  integrate backtrader with interactive brokers
  ☆44Updated 3 years ago
• goquantra / trading-using-options-sentiment-indicators
  ☆20Updated 6 years ago
• halcyon0811 / implied-volatility-smirk-trading
  The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return
  ☆36Updated 4 years ago
• edgetrader / mean-reversion-strategy
  Mean Reversion Trading Strategy
  ☆20Updated 3 years ago