harpone / PyArb
Statistical arbitrage simulation, modeling and backtesting with Python.
☆57Updated 8 years ago
Alternatives and similar repositories for PyArb:
Users that are interested in PyArb are comparing it to the libraries listed below
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆36Updated 8 years ago
- A Python framework for R&D of financial investment strategies, and trading them algorithmiclly via Quantopian.com☆51Updated 10 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆66Updated 7 years ago
- The Thalesians' Python library☆64Updated 8 years ago
- a new simulator for statistical arbitrage☆15Updated 9 years ago
- generating quantopian scripts from multiple files in zipline☆54Updated 8 years ago
- Market Making / Stat Arb strategy☆60Updated 7 years ago
- ☆48Updated 8 years ago
- ☆44Updated 5 years ago
- A collection of code snippets that can be constructed into larger trading algorithms.☆109Updated 8 years ago
- portfolio construction and quantitative analysis☆139Updated 9 years ago
- Assisting repository for the published paper investigating ensemble methods in algorithmic trading.☆43Updated 7 years ago
- An event-based backtester written in Python for algorithmic trading.☆44Updated 7 years ago
- Implementing technical indicators that are not implemented in ta-lib☆68Updated 9 years ago
- Python code for Quantopian online backtester☆53Updated 10 years ago
- Select a supervised algorithm that can predict stock prices of historical data based on the predictors (statistical indicators). Accordin…☆44Updated 2 years ago
- Securities Trading API controller using Twisted (IB-TWS, CQG, Realtick)☆45Updated 4 years ago
- ☆35Updated 7 years ago
- ☆24Updated 8 years ago
- Deep learning framework for HFT algorithmic trading strategy development☆73Updated 4 years ago
- Modular trading models with Interactive Brokers and backtester in Python☆121Updated 5 years ago
- Automatically generate Support & Resistance Lines on charts☆20Updated 8 years ago
- Machine Learning Algo using Knearest Neighbors model on VXX trading strategy.☆15Updated 9 years ago
- Algo execution engine☆91Updated 9 years ago
- Volume-Synchronized Probability of Informed Trading☆111Updated 11 years ago
- Stock portfolio optimizer in Python based on least correlated moving sharpe / sortino ratios.☆54Updated 9 years ago
- Jupyter (IPython) notebooks for exploring mixture models☆37Updated 7 years ago
- Code samples for The Gateway.☆51Updated 6 years ago
- general purpose backtesting platform, prevents look-ahead bias☆29Updated 13 years ago
- TensorBoard as a Zipline dashboard☆106Updated 2 years ago