Alternatives and similar repositories for dom-replay:

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

• xhshenxin / Micro_Price
  ☆49Updated 3 years ago
• ThetaData-API / thetadata-python
  Real-time & historical data API for US stocks and options
  ☆59Updated 8 months ago
• alex33d / backtest_optimizer
  Optimization of trading strategy hyperparameters with combinatorial cross validation and stress tesing
  ☆31Updated 2 weeks 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.
  ☆22Updated 2 months ago
• spawnaga / ES_futures_options
  ☆4Updated 3 years ago
• jktis / Trade-Classification-Algorithms
  To classify trades into buyer- and seller-initiated.
  ☆137Updated 2 years ago
• KangOxford / Volume-Forecasting
  Time Series Prediction of Volume in LOB
  ☆56Updated 10 months ago
• vollib / lets_be_rational
  ☆40Updated 9 years ago
• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆79Updated last year
• vicaws / arbitragerepair
  Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.
  ☆116Updated last year
• vollib / py_lets_be_rational
  ☆52Updated 7 months ago
• tradologics / AlgoTradingSummit
  Videos, slides, and code made available by speakers of the 2021's AlgoTrading Summit
  ☆120Updated 3 years ago
• maread99 / market_prices
  Get meaningful OHLCV datasets
  ☆78Updated this week
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆75Updated 6 years ago
• theopenstreet / VPIN_HFT
  ☆109Updated 7 years ago
• gabrielepompa88 / pyBlackScholesAnalytics
  Options and Option Strategies analytics for educational purpose using the Black-Scholes Model
  ☆117Updated 2 years ago
• IlyaKipnis / PythonBacktesting
  Backtest asset allocation strategies in Python with only a background in pandas necessary
  ☆46Updated last year
• hanxixuana / flowrisk
  A Python Implementation of Measures for Order Flow Risk, e.g. VPIN
  ☆86Updated 4 years ago
• RiskLabAI / RiskLabAI.py
  Financial AI with Python
  ☆62Updated 2 months ago
• hjeffreywang / Stock_feature_engineering
  Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…
  ☆68Updated 4 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…
  ☆59Updated 3 years ago
• QubitQuants / vectorbt_pro_tutorials
  A Collection of public tutorials published in the qubitquants.pro blog
  ☆62Updated last year
• shaileshkakkar / OrderImbalance
  Order Imbalance Strategy in High Frequency Trading
  ☆128Updated 6 years ago
• jeffrey-liang / quantitative
  quantitative - Quantitative finance back testing library
  ☆64Updated 5 years ago
• yt-feng / VPIN
  Order flow toxicity; Volume-Synchronized Probability of Informed Trading
  ☆84Updated 7 months ago
• Peropero0 / quantitative_finance_playground
  ☆41Updated last month
• AndreaFerrante / Orderflow
  This Python package manages methods to reshape tick by tick data for order flow analysis
  ☆82Updated 3 weeks ago
• LSEG-API-Samples / Article.RD.Python.MarketRegimeDetectionUsingStatisticalAndMLBasedApproaches
  ☆35Updated 2 years ago
• stefan-jansen / empyrical-reloaded
  Common financial risk and performance metrics. Used by zipline and pyfolio.
  ☆69Updated 3 months ago
• quantbelt / ib_fundamental
  Interactive Brokers Fundamental data for humans
  ☆56Updated 5 months ago