ivanstruk / Backtesting-Pre-Market-Price-Action
This contains a series of statistical tests that allow you to determine whether certain stocks of the S&P500 and Nasdaq 100 exhibit an indicative pre-market price-action or not, and examines how the same stocks move during reporting periods.
☆18Updated 5 years ago
Alternatives and similar repositories for Backtesting-Pre-Market-Price-Action:
Users that are interested in Backtesting-Pre-Market-Price-Action are comparing it to the libraries listed below
- Dynamic algorithmic trading systems in Python using Interactive Broker's Python API☆19Updated 4 years ago
- Tools to calculate and plot support/resistance lines for OHLC datasets☆26Updated 6 years ago
- A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.☆67Updated 4 years ago
- Trading bot for Binance with breakout trading strategy.☆33Updated 2 years ago
- PutPremiumProcessor is a Python option screener with a custom formula to score options based on their risk to reward. I created this to f…☆19Updated 2 years ago
- Basic python libraries for building technical indicators and trading signals☆16Updated 8 years ago
- Equities Pair Trading/Statistical Arbitrage and Multi-Variable Index Regression☆16Updated last year
- ☆46Updated 8 years ago
- Identify and trade statistical arbitrage opportunities between cointegrated pairs using Bitfinex API☆19Updated 5 years ago
- Experimental triangular arbitrage bot for high frequency crypto trading☆16Updated 6 years ago
- Tradingview + Flask + Selenium = an interactive command library to automate and display chartwidget grids.☆26Updated 5 years ago
- Pairs trading strategy example based on Catalyst☆47Updated 6 years ago
- A simple python script to parse the trades from a TradingView strategy and determine the approprite leverage to use according to the Kell…☆36Updated 6 years ago
- Code from the Trading Evolved book☆42Updated 4 years ago
- Trading Algorithms using technical indicators☆30Updated 4 years ago
- quantitative - Quantitative finance back testing library☆64Updated 5 years ago
- A Python toolkit for high-frequency trade research.☆40Updated 6 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆52Updated 4 years ago
- finance☆43Updated 7 years ago
- A financial trading method using machine learning.☆58Updated last year
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆25Updated 6 years ago
- Filters stocks using Magic Formula, F-score and 6-month index which enables users to find the most undervalued stocks based on financial…☆15Updated 3 years ago
- Developing a trend following model using futures☆31Updated last year
- Select a supervised algorithm that can predict stock prices of historical data based on the predictors (statistical indicators). Accordin…☆44Updated 2 years ago
- Visual style support and resistance detection using Python code☆61Updated 5 years ago
- A pairs trade is a market neutral trading strategy enabling traders to profit from virtually any market conditions. This strategy is cate…☆23Updated 3 years ago
- Back test and trade harmonic patterns on Deribit☆10Updated 5 years ago
- Links to Algorithms and their Writeups that I've developed at QuantConnect☆31Updated 4 years ago
- Find trading pairs with Machine Learning☆41Updated 3 years ago
- These are the code for the article "Backtrader for Backtesting (Python) – A Complete Guide" on AlgoTrading101's Blog. Article and code ar…☆31Updated 4 years ago