lokhiufung / alchemistLinks
Alchemist - A Ray-based High-Performance Automated Trading System
☆14Updated 2 months ago
Alternatives and similar repositories for alchemist
Users that are interested in alchemist are comparing it to the libraries listed below
Sorting:
- In-depth walkthrough of Pipeline, an API for filtering and performing computations on large universes of securities. The Pipeline API is …☆11Updated last year
- Different quantitative trading models research☆53Updated 9 months ago
- Research Repo (Archive)☆75Updated 4 years ago
- Contains all the Jupyter Notebooks used in our research☆15Updated 5 years ago
- Generate various Alternative Bars both historically and at real-time.☆35Updated 3 years ago
- ☆41Updated 4 years ago
- ☆35Updated 7 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆31Updated 4 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆89Updated 2 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆30Updated 4 years ago
- ☆16Updated 6 months ago
- Dynamic algorithmic trading systems in Python using Interactive Broker's Python API☆22Updated 4 years ago
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆18Updated last year
- Package to build risk model for factor pricing model☆27Updated last year
- Tr8dr's Musing on Algo Trading, Machine Learning, and the Markets☆15Updated 10 months ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆67Updated 2 years ago
- ☆44Updated 2 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- This project implements an advanced pairs trading strategy using statistical arbitrage techniques. It leverages Bayesian optimization to …☆42Updated last year
- ☆65Updated 2 years ago
- High-frequency trading in a limit order book☆59Updated 6 years ago
- ☆25Updated 7 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Videos, slides, and code made available by speakers of the 2021's AlgoTrading Summit☆127Updated 4 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- A simple framework for quick and dirty backtesting☆25Updated 2 months ago
- public version of MLFINLAB from Hudson-Thames☆25Updated 3 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- Source Code for 'Testing and Tuning Market Trading Systems' by Timothy Masters☆97Updated 6 years ago