Alternatives and similar repositories for dom-replay

Users that are interested in dom-replay are comparing it to the libraries listed below

• baileydanseglio / thetadata-python
  Real-time & historical data API for US stocks and options
  ☆61Updated 11 months ago
• sap215 / ETFConstituentExtractor
  This repository is used to extract the constituents of ETFs into a pandas DataFrame which could be used for further data exploration.
  ☆23Updated 5 months ago
• vicaws / arbitragerepair
  Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.
  ☆119Updated last year
• hjeffreywang / Stock_feature_engineering
  Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…
  ☆70Updated 5 years ago
• KangOxford / Volume-Forecasting
  Time Series Prediction of Volume in LOB
  ☆57Updated last year
• Apress / testing-and-tuning-market-trading-systems
  Source Code for 'Testing and Tuning Market Trading Systems' by Timothy Masters
  ☆74Updated 6 years ago
• tradologics / AlgoTradingSummit
  Videos, slides, and code made available by speakers of the 2021's AlgoTrading Summit
  ☆126Updated 3 years ago
• jktis / Trade-Classification-Algorithms
  To classify trades into buyer- and seller-initiated.
  ☆144Updated 2 years ago
• hudson-and-thames / arbitrage_research
  Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.
  ☆116Updated last year
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆56Updated 5 years ago
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆76Updated 6 years ago
• DavidCico / Enhanced-Event-Driven-Backtester
  In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…
  ☆64Updated 4 years ago
• dmarienko / QuantTradingResearch
  Different quantitative trading models research
  ☆52Updated 5 months ago
• firmai / research
  Notebooks based on financial machine learning.
  ☆50Updated 5 years ago
• xhshenxin / Micro_Price
  ☆49Updated 4 years ago
• ntorm1 / Atlas
  ☆54Updated last year
• stefan-jansen / empyrical-reloaded
  Common financial risk and performance metrics. Used by zipline and pyfolio.
  ☆78Updated this week
• ArturSepp / StochVolModels
  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…
  ☆160Updated last week
• quantiacs / toolbox
  This is the current Quantiacs toolbox which includes the backtester for developing and testing trading algorithms.
  ☆72Updated 3 weeks ago
• LongOnly / Option-Pricing-under-Uncertainty
  By means of stochastic volatility models
  ☆44Updated 5 years ago
• 0xFaust12 / alt_data_factor_research
  ☆48Updated 7 months ago
• maread99 / market_analy
  Analysis of financial instruments
  ☆74Updated last week
• beinghorizontal / tpo_project
  Visualisation for auction market theory with live charts
  ☆124Updated 4 years ago
• quantbelt / ib_fundamental
  Interactive Brokers Fundamental data for humans
  ☆70Updated 8 months ago
• scikit-portfolio / scikit-portfolio
  A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.
  ☆57Updated last year
• vollib / lets_be_rational
  ☆41Updated 10 years ago
• quantgalore / selling-volatility
  A System for Selling 0-DTE SPX Options
  ☆19Updated 9 months ago
• sc1f / perspective-order-book
  Visualize an order book using Perspective and the Gemini sandbox API.
  ☆45Updated 3 years ago
• spawnaga / ES_futures_options
  ☆4Updated 3 years ago
• sap215 / StatArbPairsTrading
  This repository includes an introduction to statistical arbitrage pairs trading. Specifically, I discuss some of the research methods req…
  ☆66Updated last year