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☆19Updated 3 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 7 years ago
- Channel break out strategy for High Frequency Trading.☆15Updated 7 years ago
- High Frequency Trading Strategy☆12Updated 6 years ago
- ☆11Updated 7 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Updated 9 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
- ☆12Updated 2 years ago
- ☆36Updated 8 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆68Updated 8 years ago
- Marketmaker trading strategy☆29Updated 9 years ago
- The goal of the project is to build algorithmic trading system.☆27Updated 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
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆27Updated 7 years ago
- Using Q-learning to better navigate orderbooks.☆23Updated 7 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
- source : http://coin.wne.uw.edu.pl/pwojcik/hfd_en.html☆39Updated 7 years ago
- OpenAI Gym Environment for Low-Latency Trading☆18Updated 7 years ago
- Option Strategy for Futures☆16Updated 5 years ago
- ☆25Updated 9 years ago
- ☆24Updated 5 years ago
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆11Updated 6 years ago
- Bitmex market microstructure analytics☆23Updated 4 years ago
- Event-driven Algorithmic Trading For Python☆25Updated 6 years ago
- A financial blotter for trading FX and Futures☆23Updated 8 years ago
- A Python toolkit for high-frequency trade research.☆42Updated 7 years ago
- Market making strategies and scientific papers☆14Updated 2 years ago
- Create structured financial data in the form of tick, volume, and dollar bars from unstructured tick data. From Marcos Lopez de Prado's A…☆11Updated 4 years ago
- Example of order book modeling.☆57Updated 6 years ago