jesse-ai / tulipy
[NOT ACTIVELY MAINTAINED] Tulipy - Financial Technical Analysis Indicator Library (Python bindings for Tulip Charts)
☆23Updated 3 years ago
Alternatives and similar repositories for tulipy:
Users that are interested in tulipy are comparing it to the libraries listed below
- A python library for testing and optimizing trading strategies.☆42Updated 4 months ago
- Simple financial dashboard powered by OpenBB and Streamlit. App displays stocks, bonds, currencies, cryptos, indices, and alt economic da…☆31Updated last year
- Handle Pinescript using Python☆59Updated 10 months ago
- Tools to work with Interactive Brokers using ib_insync☆20Updated last week
- A repository containing algo-trading strategies built for AutoTrader. See the website below.☆79Updated 9 months ago
- A Dashboard for multi-time frame simulation analysis for a portfolio of instruments☆36Updated last year
- Analysis of financial instruments☆67Updated this week
- This is the current Quantiacs toolbox which includes the backtester for developing and testing trading algorithms.☆58Updated 3 months ago
- Common financial risk and performance metrics. Used by zipline and pyfolio.☆60Updated 2 months ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆89Updated 2 years ago
- Command line interface and Python client for QuantRocket☆30Updated last month
- Cloud-based algorithmic trading with Interactive Brokers☆54Updated last year
- RSI divergence detector finds regular and hidden bullish and bearish divergences☆94Updated last year
- A Collection of public tutorials published in the qubitquants.pro blog☆61Updated last year
- Fcore Is an AI Framework for Financial Markets Analysis (In progress).☆24Updated 3 months ago
- my Algo Trading Strategies☆53Updated this week
- vix_utils provides command line tools and a a Python API for preparing data for analysing the VIX Futures and Cash Term structures. Term …☆49Updated 7 months ago
- quantitative - Quantitative finance back testing library☆64Updated 5 years ago
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆123Updated last month
- Event-driven backtest/realtime quantitative trading system.☆73Updated 3 years ago
- Different quantitative trading models research☆53Updated last month
- Elliot Wave Analyzer for OHLC data☆77Updated 6 years ago
- some zipline data bundles☆60Updated last year
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆56Updated 3 years ago
- This Python package manages methods to reshape tick by tick data for order flow analysis☆75Updated this week
- btconfig provides a simple way to initialize a strategy using config files with additional features.☆40Updated 6 months ago
- This is complete algo trading package is for downloading historical OHLC data for backtesting and performing live trading on Interactive …☆62Updated 3 years ago
- Computational Finance in Python.☆22Updated 7 years ago
- A python library for computing technical analysis indicators on streaming data.☆82Updated last month