Alternatives and similar repositories for quantpp

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

• dendisuhubdy / quanttrade
  Quantitative Trading Library
  ☆28Updated 9 years ago
• MichaelPaddon / volatility
  A model for forecasting stock volatility
  ☆22Updated 8 years ago
• leeong05 / orca
  a new simulator for statistical arbitrage
  ☆15Updated 9 years ago
• ljump12 / Pairs-Trading
  Code for researching and backtesting pairs trading
  ☆24Updated 15 years ago
• anuragsodhi / Options-Pricing
  Quantitative Finance using python - Derivatives Pricing
  ☆44Updated 7 years ago
• kurupjayesh / Statistical-Arbitrage-using-Pairs-Trading
  ☆49Updated 8 years ago
• cswaney / prickle
  A Python toolkit for high-frequency trade research.
  ☆40Updated 6 years ago
• dstreetquant / pyVWAPTradingSignalSystem
  A Python system to generate Volume Weighted Average Pricing (VWAP) Model based Long/Short Trading Signal
  ☆17Updated 7 years ago
• jacobkahn / reinforcement-learning-market-microstructure
  Using Q-learning to better navigate orderbooks.
  ☆22Updated 7 years ago
• scibrokes / real-time-fxcm
  #易经 #道家 #十二生肖 #姓氏堂号子嗣贞节牌坊 #天文历法 #张灯结彩 #农历 #夜观星象 #廿四节气 #算卜 #紫微斗数 #十二时辰 #生辰八字 #命运 #风水 《始祖赢政之子赢家黄氏江夏堂联富•秦谏——大秦赋》 万般皆下品，唯有读书高。🚩🇨🇳🏹🦔中科红旗，…
  ☆47Updated last month
• K0414 / algo-trader-tool-suite
  Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms
  ☆87Updated 11 years ago
• BryceMeng / mlfinlab_research_bryce
  ☆22Updated 5 years ago
• PortfolioEffect / PE-HFT-Python
  Python library for high frequency portfolio analysis, intraday backtesting and optimization
  ☆66Updated 7 years ago
• wolfws / sandbox-portfolio-optimization-cvxpy
  CVXPY Portfolio Optimization Sample
  ☆46Updated 8 years ago
• alfranz / python-pairs-trading
  A simple implementation of a pairs trading strategy
  ☆13Updated 10 years ago
• cltwski / OrderBookSimulatorWithOpenCL
  This project is to simulate the effects of high frequency trading on a stock. This is the code for the order book as well as 'traders' wh…
  ☆25Updated 12 years ago
• shimonanarang / pair-trading
  Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM
  ☆52Updated 4 years ago
• pegasusTrader / PandoraTraderUI
  带界面的PandoraTrader
  ☆13Updated 4 years ago
• mnalevanko / all-weather-for-noobs
  Semi-automated investing strategy (risk parity)
  ☆27Updated 8 years ago
• mmport80 / QuantLib-with-Python-Blog-Examples
  Financial security modelling with Python and QuantLib
  ☆33Updated 11 years ago
• romanmichaelpaolucci / Pricing_Exotic_Options
  Library for simulation and analysis of vanilla and exotic options
  ☆33Updated 5 years ago
• MiyainNYC / Financial-Modeling
  Option Pricing, Volatility Prediction, Machine Learning, Black Scholas, Web Crawling
  ☆55Updated 8 years ago
• Msfund / CTA_factor_backtrade
  ☆15Updated 6 years ago
• bukosabino / wrapper-backtrader
  Some trading strategies implemented using Backtrader
  ☆29Updated 6 years ago
• LongOnly / Option-Pricing-under-Uncertainty
  By means of stochastic volatility models
  ☆44Updated 5 years ago
• mrefermat / FinancePhD
  Development space for PhD in Finance
  ☆33Updated 5 years ago
• z357412526 / HighFreqTransaction
  In the high-frequency era of trading, orders of stocks can be executed under a millsecond. The information about the thousands of orders …
  ☆10Updated 9 years ago
• Teino1978-Corp / Teino1978-Corp-High-Frequency-Trading-Model-with-IB
  A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python
  ☆10Updated 9 years ago
• KhaledSharif / quantopian-ensemble-methods
  Assisting repository for the published paper investigating ensemble methods in algorithmic trading.
  ☆44Updated 7 years ago
• ailzy / RISKIM
  Assets' Risk Management Using Mean-Variance Opt Based On Mult-Factors Trending Prediction
  ☆30Updated 8 years ago