leeong05 / orcaLinks
a new simulator for statistical arbitrage
☆15Updated 10 years ago
Alternatives and similar repositories for orca
Users that are interested in orca are comparing it to the libraries listed below
Sorting:
- CVXPY Portfolio Optimization Sample☆45Updated 8 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆67Updated 8 years ago
- ☆106Updated 8 years ago
- Probability of Backtest Overfitting☆48Updated 3 years ago
- Python Code for Meucci Related Blog Posts☆16Updated 9 years ago
- This project explores the way to construct the multiple factor risk model to calculate the risk contribution of each factor and the total…☆73Updated 7 years ago
- Notes for Active Portfolio Management, by Grinold and Kahn☆47Updated 9 years ago
- Algorithmic trading platform for multiple assets☆37Updated 8 years ago
- MATLAB toolbox for high frequency portfolio analysis, intraday backtesting and optimization☆30Updated 9 years ago
- ☆24Updated 5 years ago
- Just another backtester☆22Updated last month
- A library for portfolio optimization algorithms with python interface.☆30Updated 4 years ago
- ☆16Updated 4 years ago
- Root-finding algos, Black-Scholes and trees with Python☆45Updated 11 years ago
- Backtesting tool on tick data☆11Updated 8 years ago
- Risk estimation algorithms☆30Updated 7 years ago
- Volume Weighted Average Price Optimal Execution☆42Updated 6 years ago
- Python package for a class of tractable SPDE models for limit order book modeling☆38Updated 4 years ago
- An event-based backtester written in Python for algorithmic trading.☆43Updated 8 years ago
- Implementing technical indicators that are not implemented in ta-lib☆68Updated 9 years ago
- High Frequency Trading☆110Updated 7 years ago
- A Survey of Multi-Factor Models☆40Updated 10 years ago
- HFT, A high-frequency trading simulation package in R☆88Updated 7 years ago
- 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
- Financial security modelling with Python and QuantLib☆33Updated 11 years ago
- Futures trading database/backtester/analysis☆19Updated 6 years ago
- Code for various data snooping tests on financial time series.☆22Updated 10 years ago
- A financial blotter for trading FX and Futures☆23Updated 8 years ago
- Code for researching and backtesting pairs trading☆24Updated 15 years ago
- ☆44Updated last year