Alternatives and similar repositories for tradeasystems_connector

Users that are interested in tradeasystems_connector are comparing it to the libraries listed below

• romanmichaelpaolucci / Dynamic_Algorithmic_Trading_Systems
  Dynamic algorithmic trading systems in Python using Interactive Broker's Python API
  ☆22Updated 4 years ago
• aaaquants / option-volatility-surface
  ☆22Updated 7 years ago
• sanjeevai / order-imbalance
  Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform
  ☆11Updated 6 years ago
• michaelsyao / GammaScalping
  Option Strategy for Futures
  ☆14Updated 4 years ago
• Farmhouse121 / Wilmott-Articles
  This contains notebooks and scripts used to support my writing in WILMOTT Magazine.
  ☆17Updated last year
• jasonstrimpel / optionslib
  ☆10Updated 10 years ago
• elayden / Deep-Learning-Framework-for-Financial-Time-Series-Prediction-in-Python-Keras
  Randomly partitions time series segments into train, development, and test sets; Trains multiple models optimizing parameters for develo…
  ☆11Updated 5 years ago
• Quant-Guild / Option_Greeks
  ☆12Updated 3 years ago
• romanmichaelpaolucci / Pricing_Exotic_Options
  Library for simulation and analysis of vanilla and exotic options
  ☆33Updated 5 years ago
• frontmark / jupyter-notebooks
  Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks
  ☆38Updated 4 years ago
• portfolioplus / pystockdb
  Stock database schema based on pony.orm with an update, sync, and create features.
  ☆17Updated 4 months ago
• yhilpisch / mvportfolio
  Simple portfolio analysis and management.
  ☆28Updated 3 years ago
• financialnoob / crypto
  experiments with crypto trading
  ☆16Updated 11 months ago
• hudson-and-thames / pykalman
  Kalman Filter, Smoother, and EM Algorithm for Python
  ☆10Updated last year
• CaptorAB / openseries
  openseries is a project with tools to analyze financial timeseries of a single asset or a group of assets. It is solely made for daily or…
  ☆28Updated this week
• jackluo / volatility-surface
  Code for getting implied volatility in Python
  ☆26Updated 7 years ago
• nathanramoscfa / pyfinlab-legacy
  Financial applications focusing on portfolio management for Python
  ☆16Updated 2 years ago
• qlero / vix_index_modelization
  Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.
  ☆21Updated 5 years ago
• coltonfsmith / BlogProjects
  ☆20Updated 5 years ago
• BlackArbsCEO / option_skew_project_public
  ☆35Updated 7 years ago
• dstreetquant / pyVWAPTradingSignalSystem
  A Python system to generate Volume Weighted Average Pricing (VWAP) Model based Long/Short Trading Signal
  ☆17Updated 8 years ago
• DHDaniel / PyAlgosim
  A stock market back-tester for algorithmic trading built in Python.
  ☆17Updated 7 years ago
• AlexHahnPublic / AlgoTradingPlatform_Beta
  Walk through of Michael Halls-Moore's "Success Algorithmic Trading" Ebook
  ☆18Updated 2 years ago
• GBERESEARCH / volvisualizer
  Extract and visualize implied volatility from option chain data
  ☆39Updated 3 weeks ago
• chicago-joe / Risk-Modeling-for-Volatility-Dispersion-Trades
  ☆13Updated 2 years ago
• gavincyi / TickTickBacktest
  Backtesting tool on tick data
  ☆11Updated 8 years ago
• elvinwangyh / Medium
  This repo is for my articles published on Medium.com
  ☆16Updated 2 years ago
• BlackArbsCEO / hypothesis_driven_strategy_development
  ☆12Updated last year
• pymargot / margot
  An algorithmic trading framework for pydata.
  ☆15Updated 2 years ago
• thertrader / Using-random-forest-to-model-limit-order-book-dynamic
  I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead
  ☆28Updated 5 years ago