frankcash / Scala-Quant
Manipulates Stock / ETF Data
☆10Updated 8 years ago
Alternatives and similar repositories for Scala-Quant
Users that are interested in Scala-Quant are comparing it to the libraries listed below
Sorting:
- Scala Quantitative Finance Library☆48Updated 11 years ago
- A non-blocking Yahoo Finance Scala client☆23Updated 8 years ago
- Akka Actor based trading system for Moscow Stock Exchange (http://moex.com/en/)☆89Updated 9 years ago
- Common types and components for electronic trading☆19Updated 2 years ago
- Java library for high frequency portfolio analysis, intraday backtesting and optimization☆20Updated 8 years ago
- Scala Backtesting + Oanda REST API Trading Framework built on top of Akka/Spray☆42Updated 9 years ago
- Market time series database☆31Updated 10 years ago
- An agent-based trading framework☆12Updated 8 years ago
- Scala OrderBook Reconstructor for high-frequency order-flow data☆16Updated last year
- ☆16Updated 10 years ago
- the notebook component of a PySpark application to calculate value-at-risk for a portfolio of securities☆11Updated 8 years ago
- Reference implementation of the ISDA-proposed Standard Initial Margin Model (SIMM) for non-cleared derivatives☆27Updated 8 years ago
- A Java framework for backtesting and trading☆55Updated 7 years ago
- Scala/Akka wrapper for Oanda REST and Stream API☆14Updated 8 years ago
- Quadratic program minimizing risk while maintaining an expected return with the addition of rollover in the foreign exchange market☆12Updated 8 years ago
- Walk through of Michael Halls-Moore's "Success Algorithmic Trading" Ebook☆18Updated 2 years ago
- A Survey of Multi-Factor Models☆40Updated 9 years ago
- Automatically exported from code.google.com/p/maygard☆19Updated 10 years ago
- Algorithmic Trading with Machine Learning☆14Updated 9 years ago
- A fast, interactive, graphical-user-interface oriented software suite for predictive modeling, multivariate time series analysis, real-t…☆18Updated 8 years ago
- Code for researching and backtesting pairs trading☆24Updated 15 years ago
- A proof of concept for an efficient stock price file format based on Akka Streams and Scodec.☆21Updated 8 years ago
- awesome reinforcement learning for trading domain☆12Updated 4 years ago
- ☆24Updated 8 years ago
- Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics☆54Updated 6 years ago
- Scala library for parsing TAQ NYSE OpenBook Ultra☆32Updated 10 years ago
- Materials for IBM Spark contest. About the real-world application of big data and spark.☆78Updated 6 years ago
- R package for fitting the partially cointegrated model☆15Updated 2 years ago
- Using Q-learning to better navigate orderbooks.☆21Updated 7 years ago
- MATLAB toolbox for high frequency portfolio analysis, intraday backtesting and optimization☆29Updated 9 years ago