mkjiau / MultiCharts_DllLinks
An example to demo how to program a dll for MultiCharts
☆24Updated 6 years ago
Alternatives and similar repositories for MultiCharts_Dll
Users that are interested in MultiCharts_Dll are comparing it to the libraries listed below
Sorting:
- Algo Trade Multicharts Repo☆12Updated 5 years ago
- This is a Python-based repository for a multi-strategy quant system. It provides a framework for implementing and testing various quantit…☆22Updated last year
- I will upload and update my quant strategies here☆60Updated 7 years ago
- Easylanguage-based program trading tools☆16Updated 6 years ago
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆21Updated last year
- Modular backtesting tools (Python)☆14Updated 3 months ago
- 問ChatGPT也不會的Python量化交易聖經 - 從分析到真實交易一本全會☆35Updated 7 months ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- Use fuzzy logic control with PL/EL in MultiCharts☆29Updated 6 years ago
- High Frequency Trading Strategies☆48Updated 8 years ago
- ☆23Updated 6 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆67Updated 3 years ago
- Having effective intraday forecast for the level of trading volume is of vital importance to algorithmic trading and portfolio management…☆51Updated 5 years ago
- High Frequency Market Making: Optimal Quoting☆13Updated 2 years ago
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆56Updated 4 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆29Updated 7 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆69Updated last year
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.☆54Updated 4 years ago
- Backtest result archive for Momentum Trading Strategies☆64Updated 6 years ago
- Trend Prediction for High Frequency Trading☆43Updated 2 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆38Updated 5 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
- Example of CTA strategy backtesting.☆20Updated 2 years ago
- Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.☆13Updated 3 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆72Updated 9 years ago
- Example of order book modeling.☆57Updated 6 years ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆69Updated 4 years ago
- Pairs Trading with Machine Learning on Distributed Python Platform☆122Updated 3 years ago
- Tool to visualize changes in the Black–Scholes model with respect to other variables. 2D or 3D data output. Can also be used to get curre…☆19Updated 3 months ago