Alternatives and similar repositories for orca

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

• wolfws / sandbox-portfolio-optimization-cvxpy
  CVXPY Portfolio Optimization Sample
  ☆45Updated 8 years ago
• PortfolioEffect / PE-HFT-Python
  Python library for high frequency portfolio analysis, intraday backtesting and optimization
  ☆68Updated 8 years ago
• PortfolioEffect / PE-HFT-Matlab
  MATLAB toolbox for high frequency portfolio analysis, intraday backtesting and optimization
  ☆30Updated 9 years ago
• wegamekinglc / AlgoTrading
  Algorithmic trading platform for multiple assets
  ☆37Updated 8 years ago
• wegamekinglc / VisualPortfolio
  ☆106Updated 8 years ago
• icezerowjj / MultipleFactorRiskModel
  This project explores the way to construct the multiple factor risk model to calculate the risk contribution of each factor and the total…
  ☆74Updated 7 years ago
• DrAshBooth / HFTrader
  HFTrader is fully automated high frequency trading system
  ☆95Updated 12 years ago
• aouyang1 / Futures
  Futures trading database/backtester/analysis
  ☆19Updated 6 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…
  ☆26Updated 12 years ago
• mrbcuda / pbo
  Probability of Backtest Overfitting
  ☆48Updated 3 years ago
• HujiaYuYoyo / 448Project
  High Frequency Trading
  ☆111Updated 7 years ago
• K0414 / algo-trader-tool-suite
  Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms
  ☆88Updated 12 years ago
• stevegee58 / JohansenCointegration
  A C++ implementation of the Johansen Cointegration test
  ☆21Updated 3 years ago
• joequant / algobroker
  Algo execution engine
  ☆95Updated 9 years ago
• WayneDW / Automated-Equity-Asset-Selection-and-Allocation
  Optimal portfolio selection
  ☆33Updated 8 years ago
• returnandrisk / meucci-python
  Python Code for Meucci Related Blog Posts
  ☆15Updated 9 years ago
• chenhaotian / High-Frequency-Trading-Simulation-System
  HFT, A high-frequency trading simulation package in R
  ☆89Updated 7 years ago
• pbharrin / DevistatorBacktesting
  general purpose backtesting platform, prevents look-ahead bias
  ☆29Updated 14 years ago
• hongbin0908 / pytrade
  my trading system depending on deep learning
  ☆29Updated 8 years ago
• RJT1990 / Active-Portfolio-Management-Notes
  Notes for Active Portfolio Management, by Grinold and Kahn
  ☆47Updated 9 years ago
• hkuhn / multifactor-models
  A Survey of Multi-Factor Models
  ☆40Updated 10 years ago
• gavincyi / TickTickBacktest
  Backtesting tool on tick data
  ☆11Updated 8 years ago
• ljump12 / Pairs-Trading
  Code for researching and backtesting pairs trading
  ☆24Updated 15 years ago
• fushuyue / Ml_HFT
  Price Prediction with Machine Learning Models (practicum project at CME group)
  ☆72Updated 9 years ago
• MichaelPaddon / volatility
  A model for forecasting stock volatility
  ☆21Updated 8 years ago
• mmport80 / QuantLib-with-Python-Blog-Examples
  Financial security modelling with Python and QuantLib
  ☆33Updated 11 years ago
• VermeirJellen / AlgorithmicTrading-Cointegration
  Proof of concept Cointegration-Based spread trading strategy applied to the Foreign Exchange market
  ☆37Updated 9 years ago
• bluemapleman / Chinese-translation-for-Handbook-of-High-Frequency-Trading-and-Modeling-in-Finance-
  ☆39Updated 8 years ago
• BryceMeng / mlfinlab_research_bryce
  ☆24Updated 5 years ago
• bespector / implied-vol
  ☆45Updated 5 years ago