harpone / PyArbLinks
Statistical arbitrage simulation, modeling and backtesting with Python.
☆57Updated 9 years ago
Alternatives and similar repositories for PyArb
Users that are interested in PyArb are comparing it to the libraries listed below
Sorting:
- A Python framework for R&D of financial investment strategies, and trading them algorithmiclly via Quantopian.com☆51Updated 10 years ago
- A collection of code snippets that can be constructed into larger trading algorithms.☆109Updated 8 years ago
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆38Updated 8 years ago
- Deep learning framework for HFT algorithmic trading strategy development☆75Updated 4 years ago
- generating quantopian scripts from multiple files in zipline☆54Updated 9 years ago
- Quantitative trading kit, for hackers☆125Updated 4 years ago
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆117Updated 8 years ago
- portfolio construction and quantitative analysis☆143Updated 10 years ago
- Python code for Quantopian online backtester☆53Updated 11 years ago
- Python API for sentosa trading system☆42Updated 9 years ago
- general purpose backtesting platform, prevents look-ahead bias☆29Updated 14 years ago
- The Thalesians' Python library☆64Updated 9 years ago
- Python package for timeseries analysis and manipulation☆86Updated 8 years ago
- Modular trading models with Interactive Brokers and backtester in Python☆123Updated 6 years ago
- Utility framework for back-testing technical trading strategies in Python.☆82Updated 5 years ago
- obAnalytics Shiny front-end☆76Updated 7 years ago
- Intrinio Python SDK for Real-Time Stock Prices☆92Updated last month
- Python driver for MarketStore☆113Updated 2 years ago
- ☆24Updated 9 years ago
- Blog system for quant☆39Updated 9 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
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆67Updated 8 years ago
- Market Making / Stat Arb strategy☆62Updated 8 years ago
- Stock portfolio optimizer in Python based on least correlated moving sharpe / sortino ratios.☆54Updated 10 years ago
- HFTrader is fully automated high frequency trading system☆95Updated 12 years ago
- Depricated repo. Please refer to mlfinlab☆113Updated 5 years ago
- Algo execution engine☆95Updated 9 years ago
- Algo trading project with news scraping and Interactive Brokers Python API☆26Updated 10 years ago
- Kelly Criterion calculation☆104Updated 2 years ago
- Algorithmic trading platform for multiple assets☆37Updated 8 years ago