gavincyi / TickTickBacktest
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
- High Frequency Trading Strategy☆12Updated 6 years ago
- Apply LASSO in High-Frequency-Trading☆9Updated 5 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆16Updated 2 years ago
- 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
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 7 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆27Updated 4 years ago
- ☆12Updated last year
- ☆11Updated 6 years ago
- A Python system to generate Volume Weighted Average Pricing (VWAP) Model based Long/Short Trading Signal☆16Updated 7 years ago
- Channel break out strategy for High Frequency Trading.☆14Updated 6 years ago
- Option Strategy for Futures☆14Updated 4 years ago
- Randomly partitions time series segments into train, development, and test sets; Trains multiple models optimizing parameters for develo…☆11Updated 4 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 3 years ago
- Market making strategies and scientific papers☆13Updated last year
- Vpin caculation and backtesting☆14Updated 5 years ago
- Fear and volatility in crypto markets☆14Updated 2 years ago
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆11Updated 6 years ago
- Alpaca-based Order Book Inbalace Algorithm.☆12Updated 4 years ago
- Advancing in Financial Machine Learning☆16Updated 5 years ago
- Futures trading database/backtester/analysis☆19Updated 6 years ago
- Collections of snippets for trading I find interesting☆26Updated 2 months ago
- Implementation of code snippets and exercises in the book Machine Learning for Asset Managers written by Prof. Marcos López de Prado.☆16Updated 4 years ago
- Phd repo☆16Updated 2 years ago
- Bitmex market microstructure analytics☆21Updated 4 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆25Updated 7 years ago
- Scala OrderBook Reconstructor for high-frequency order-flow data☆16Updated last year
- Machine learning approach to high frequency trading, MLP & RNN used☆22Updated 8 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆27Updated 3 years ago
- ☆19Updated 4 years ago
- Fractal Adaptive Moving Average☆25Updated 4 years ago