gavincyi / TickTickBacktestLinks
Backtesting tool on tick data
☆11Updated 8 years ago
Alternatives and similar repositories for TickTickBacktest
Users that are interested in TickTickBacktest are comparing it to the libraries listed below
Sorting:
- 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
- Exploring Optimal Order Execution in Simulated Limit Order Books☆20Updated 2 years ago
- High Frequency Trading Strategy☆12Updated 6 years ago
- Channel break out strategy for High Frequency Trading.☆14Updated 7 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Updated 9 years ago
- ☆11Updated 6 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆30Updated 5 years ago
- Randomly partitions time series segments into train, development, and test sets; Trains multiple models optimizing parameters for develo…☆11Updated 5 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 7 years ago
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆11Updated 6 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
- ☆25Updated 9 years ago
- Marketmaker trading strategy☆29Updated 8 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆67Updated 8 years ago
- Scala OrderBook Reconstructor for high-frequency order-flow data☆17Updated 2 years ago
- Python demo code for LOBSTER limit order book data☆13Updated 5 years ago
- Using Q-learning to better navigate orderbooks.☆22Updated 7 years ago
- A financial blotter for trading FX and Futures☆23Updated 8 years ago
- Futures trading database/backtester/analysis☆19Updated 6 years ago
- Python package for simulating Intra-day orderflow in a limit order book. Uses PyLOB (https://github.com/ab24v07/PyLOB)☆18Updated 12 years ago
- ☆12Updated 2 years ago
- ☆35Updated 7 years ago
- source : http://coin.wne.uw.edu.pl/pwojcik/hfd_en.html☆38Updated 7 years ago
- Predicting a Stock Price Using a Genetic Algorithm☆16Updated 7 years ago
- Option Strategy for Futures☆15Updated 5 years ago
- Alpaca-based Order Book Inbalace Algorithm.☆12Updated 5 years ago
- verify OrderBook Tick Data Trading Strategy on futures.☆16Updated 6 years ago
- Use machine learning to trade bitcoin.☆10Updated 4 years ago
- The strategy-backtesting repository will hold the event driven python backtester. This program will test algorithmic strategies and pro…☆17Updated 9 years ago
- ☆27Updated 6 years ago