Alternatives and similar repositories for nautilus_talks

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

• Peropero0 / quantitative_finance_playground
  ☆51Updated 5 months ago
• DavidCico / Enhanced-Event-Driven-Backtester
  In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…
  ☆64Updated 4 years ago
• hanxixuana / flowrisk
  A Python Implementation of Measures for Order Flow Risk, e.g. VPIN
  ☆92Updated 4 years ago
• grayvalley / microprice-calibration
  Calibrates microprice model to BitMEX quote data
  ☆56Updated 3 years ago
• graceyangfan / nautilus_tutorial
  Examples of nautilus script
  ☆37Updated 5 months ago
• QubitQuants / vectorbt_pro_tutorials
  A Collection of public tutorials published in the qubitquants.pro blog
  ☆70Updated 2 years ago
• boyboi86 / mlfinlab
  Package based on the textbooks: Advances in Financial Machine Learning and Machine Learning for Asset Managers, by Marcos Lopez de Prado.
  ☆25Updated 5 years ago
• aticio / legitindicators
  Collection of indicators that I used in my strategies.
  ☆55Updated 2 months ago
• firmai / research
  Notebooks based on financial machine learning.
  ☆50Updated 5 years ago
• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆81Updated 2 years ago
• ab-trader / backtrader_addons
  Addons (analyzers, observers, indicators, data feeds etc) for backtrader
  ☆32Updated last year
• AndreaFerrante / Orderflow
  This Python package manages methods to reshape tick by tick data for order flow analysis
  ☆98Updated 2 months ago
• jshellen / CTA-strategies
  Backtest result archive for Momentum Trading Strategies
  ☆59Updated 6 years ago
• kousik97 / Order-Execution-Strategy
  Literature survey of order execution strategies implemented in python
  ☆44Updated 4 years ago
• orderbooktools / crobat
  Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.
  ☆51Updated 3 years ago
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆77Updated 6 years ago
• mmssss / hft-market-making
  Implementation of HFT backtesting simulator and Stoikov strategy
  ☆123Updated 2 years ago
• jheusser / vpin
  Volume-Synchronized Probability of Informed Trading
  ☆113Updated 11 years ago
• xhshenxin / Micro_Price
  ☆50Updated 4 years ago
• nkaz001 / market-making-backtest
  algo trading backtesting on BitMEX
  ☆78Updated last year
• theopenstreet / VPIN_HFT
  ☆114Updated 7 years ago
• shaileshkakkar / MicroPriceIndicator
  This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…
  ☆69Updated 7 years ago
• useric / MTH9879-Market-Microstructure-Models
  Baruch MFE 2019 Spring
  ☆40Updated 5 years ago
• jo-cho / trading-rules-using-machine-learning
  Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.
  ☆65Updated 2 years ago
• esvhd / pypbo
  Probability of Backtest Overfitting in Python
  ☆126Updated 2 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆30Updated 4 years ago
• chicago-joe / InteractiveBrokers-PairsTrading-Algo
  A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python
  ☆91Updated last month
• AI-Stuff / hudson-and-thames-research
  Research Repo (Archive)
  ☆73Updated 4 years ago
• marcdemers / py_vollib_vectorized
  A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
  ☆133Updated 6 months ago
• daehkim / pair-trading
  CS7641 Team project
  ☆95Updated 4 years ago