kzk2000 / deephaven-clickhouseLinks
☆14Updated 7 months ago
Alternatives and similar repositories for deephaven-clickhouse
Users that are interested in deephaven-clickhouse are comparing it to the libraries listed below
Sorting:
- The aim of this repository is to merge several methods into one library to allow the user to establish the dynamics followed and to make …☆12Updated 2 years ago
- ☆5Updated 4 years ago
- Collections of snippets for trading I find interesting☆26Updated 5 months ago
- a Python tool for downloading sharadar data from Quandl.☆10Updated 2 years ago
- Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.☆24Updated 7 years ago
- ☆16Updated 4 months ago
- Implementation of Lo and MacKinlay's statistical tests from A Non Random Walk Down Wall Street☆13Updated 2 years ago
- The goal of the project is to build algorithmic trading system.☆27Updated 4 years ago
- Financial Portfolio Optimization Algorithms☆57Updated last year
- Bitmex market microstructure analytics☆23Updated 4 years ago
- Fractal Adaptive Moving Average☆25Updated 4 years ago
- ☆35Updated 7 years ago
- Hexital - Incremental Technical Analysis Library☆23Updated 2 weeks ago
- Magical Plotting in JupyterLab☆68Updated 2 years ago
- Package for backfilling a database with market data from Polygon.io☆16Updated 4 months ago
- lightweight LMAX disruptor v3 port in C++20☆18Updated last week
- Get meaningful OHLCV datasets☆89Updated this week
- Python tools to handle fast data management, mongodb access and timeseries analytics that work the same across pandas and numpy☆28Updated last month
- ☆27Updated 6 years ago
- An Interactive Brokers integration for Deephaven☆74Updated 10 months ago
- Fast bottom up trend reversal detection algorithm.☆13Updated 4 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆57Updated 2 years ago
- Random Forest-based "Correlation" measures☆15Updated 3 years ago
- Python implementation for regime-dependent portfolio optimization☆10Updated last year
- zipline-broker, Live trading branch of zipline.☆13Updated 3 years ago
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆92Updated 4 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆50Updated 3 years ago
- Image Classification for Trading Strategies - Project for Machine Learning Class☆38Updated 3 years ago
- Labels calculation&visualisation - comes with a small BTC/USDT database. Part of my research. Integral part of: https://arxiv.org/abs/201…☆26Updated 2 years ago
- This module allows you to easily create order-based financial markets, add agents with various strategies, and evaluate the actions of ag…☆30Updated 3 years ago