Alternatives and similar repositories for orca

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

• wegamekinglc / AlgoTrading
  Algorithmic trading platform for multiple assets
  ☆37Updated 8 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
  ☆45Updated 8 years ago
• mm842 / lobpy
  Python package for a class of tractable SPDE models for limit order book modeling
  ☆35Updated 4 years ago
• PortfolioEffect / PE-HFT-Matlab
  MATLAB toolbox for high frequency portfolio analysis, intraday backtesting and optimization
  ☆30Updated 9 years ago
• wegamekinglc / VisualPortfolio
  ☆106Updated 8 years ago
• MichaelPaddon / volatility
  A model for forecasting stock volatility
  ☆22Updated 8 years ago
• fushuyue / Ml_HFT
  Price Prediction with Machine Learning Models (practicum project at CME group)
  ☆68Updated 9 years ago
• ljump12 / Pairs-Trading
  Code for researching and backtesting pairs trading
  ☆24Updated 15 years ago
• gavincyi / TickTickBacktest
  Backtesting tool on tick data
  ☆11Updated 8 years ago
• ailzy / RISKIM
  Assets' Risk Management Using Mean-Variance Opt Based On Mult-Factors Trending Prediction
  ☆30Updated 8 years ago
• FranklinMa810 / PortfolioManagement
  ☆16Updated 4 years ago
• mrbcuda / pbo
  Probability of Backtest Overfitting
  ☆49Updated 3 years ago
• BryceMeng / mlfinlab_research_bryce
  ☆22Updated 5 years ago
• mmport80 / QuantLib-with-Python-Blog-Examples
  Financial security modelling with Python and QuantLib
  ☆33Updated 11 years ago
• kangzhan / SVI-Surface
  Arbitrage free SVI Surface
  ☆14Updated 7 years ago
• stevegee58 / JohansenCointegration
  A C++ implementation of the Johansen Cointegration test
  ☆21Updated 2 years ago
• AlexPetit12 / EventDrivenPlatform
  Basic event driven platform for backtesting financial strategies in C++
  ☆14Updated 9 years ago
• danni2019 / time_series_analysis
  Just another backtester
  ☆20Updated 6 months ago
• cvxgrp / vwap_opt_exec
  Volume Weighted Average Price Optimal Execution
  ☆42Updated 6 years ago
• bluemapleman / Chinese-translation-for-Handbook-of-High-Frequency-Trading-and-Modeling-in-Finance-
  ☆39Updated 7 years ago
• costantinontario / Optimal-Rebalancing-Strategy-using-Dynamic-Programming
  Optimal Rebalancing Strategy Using Dynamic Programming for Institutional Portfolios
  ☆22Updated 11 years ago
• Dekalog / Data-Snooping-Tests
  Code for various data snooping tests on financial time series.
  ☆18Updated 10 years ago
• djunh1 / event-driven-backtesting
  The strategy-backtesting repository will hold the event driven python backtester. This program will test algorithmic strategies and pro…
  ☆16Updated 9 years ago
• jeffrey-liang / quantitative
  quantitative - Quantitative finance back testing library
  ☆63Updated 6 years ago
• harpone / PyArb
  Statistical arbitrage simulation, modeling and backtesting with Python.
  ☆57Updated 8 years ago
• hkuhn / multifactor-models
  A Survey of Multi-Factor Models
  ☆40Updated 9 years ago
• point-line-surface-body / hftrap
  Trading platform for high frequency data
  ☆15Updated 10 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…
  ☆72Updated 7 years ago
• briancappello / PyTradeLib
  Python financial trading, research and backtesting library
  ☆40Updated 4 years ago