Alternatives and similar repositories for Advanced-Algorithmic-Trading

Users that are interested in Advanced-Algorithmic-Trading are comparing it to the libraries listed below

• yudai-il / High-Frequency
  High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)
  ☆114Updated last year
• kousik97 / Order-Execution-Strategy
  Literature survey of order execution strategies implemented in python
  ☆44Updated 5 years ago
• nicolezattarin / LOB-feature-analysis
  Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.
  ☆251Updated 3 years ago
• jeremymck / High-Frequency-Data---Limit-Order-Books
  Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.
  ☆50Updated 5 years ago
• Morgansy / Genetic-Alpha
  A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy
  ☆66Updated 5 years ago
• wangzhe3224 / systematic-trading-knowledge-collection
  Collect knowledge around systematic trading, including software design, trading strategies, statistical skill. 量化交易/系统化交易知识集
  ☆46Updated 2 years ago
• armoreal / hft
  High Frequency Trading Strategies
  ☆49Updated 8 years ago
• mmssss / hft-market-making
  Implementation of HFT backtesting simulator and Stoikov strategy
  ☆143Updated 2 years ago
• WongYatChun / Advances-in-Financial-Machine-Learning
  Notes on Advances in Financial Machine Learning
  ☆83Updated 7 years ago
• jeremy-feng / high-frequency-factors
  High frequency factors based on order and trade data.
  ☆70Updated 2 years ago
• wukan1986 / alpha_examples
  alpha投研示例
  ☆90Updated 4 months ago
• ghgr / HFT_Bitcoin
  Analysis of High Frequency Trading on Bitcoin exchanges
  ☆168Updated 8 years ago
• Jeonghwan-Cheon / lob-deep-learning
  Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio…
  ☆138Updated 3 years ago
• imTurkey / Market-Making-with-Deep-Reinforcement-Learning-from-Limit-Order-Books
  This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"
  ☆72Updated 2 years ago
• etccapital / MultiFactor
  Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …
  ☆69Updated 3 years ago
• STHSF / alpha101
  101 alpha factors calculate based on Alpha101
  ☆163Updated 6 years ago
• bradleyboyuyang / Statistical-Arbitrage
  High-frequency statistical arbitrage
  ☆240Updated 2 years ago
• daehkim / pair-trading
  CS7641 Team project
  ☆97Updated 5 years ago
• jifengthu / awesome_hft_factors
  ☆30Updated 3 years ago
• jshellen / CTA-strategies
  Backtest result archive for Momentum Trading Strategies
  ☆67Updated 6 years ago
• hjeffreywang / Stock_feature_engineering
  Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…
  ☆75Updated 5 years ago
• Macosh / Order_Book
  Simulator of a basic order book flow and order execution
  ☆18Updated 2 years ago
• nymath / torchqtm
  TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative fin…
  ☆50Updated 2 years ago
• algosenses / Order_Imbalance_HFT
  非平衡订单流高频交易模型
  ☆113Updated 7 years ago
• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆97Updated 2 years ago
• xcycharles / stock
  stock
  ☆95Updated 4 years ago
• kieranjwood / x-trend
  X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies
  ☆86Updated last year
• thekioskman / mean_reversion_strategies
  Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.
  ☆74Updated 3 years ago
• AtomMe / Quant.Strategy
  I will upload and update my quant strategies here
  ☆61Updated 7 years ago
• huangzz119 / OptimalExecution_stochastic_control
  This is for the capstone project "Optimal Execution of a VWAP order".
  ☆36Updated 6 years ago