Alternatives and similar repositories for Lazy-Backesting-IDE

Users that are interested in Lazy-Backesting-IDE are comparing it to the libraries listed below

• StuartGordonReid / emh
  An R Package for testing the Efficient Market Hypothesis
  ☆28Updated 8 years ago
• IlyaKipnis / IKTrading
  Ilya Kipnis's miscellaneous quantstrat extensions, indicators, and order-sizing functions.
  ☆121Updated 3 years ago
• phil8192 / ob-analytics
  R package intended for visualisation, analysis and reconstruction of limit order book data
  ☆156Updated 6 years ago
• IlyaKipnis / DSTrading
  Digital Signal Trading (John Ehlers indicators)
  ☆93Updated 6 years ago
• systematicinvestor / SIT
  Systematic Investor Toolkit
  ☆488Updated 2 years ago
• mortensorensen / QInteractiveBrokers
  Q wrapper for the Interactive Brokers API
  ☆16Updated 6 years ago
• hgeorgako / rfortraders
  Quantitative Trading with R
  ☆198Updated 7 years ago
• luyongxu / signalplot
  This repository contains code used for my blog.
  ☆85Updated 7 years ago
• jmazar / obmodeling
  ☆17Updated 3 years ago
• algoquant / HighFreq
  R package for high frequency time series data management
  ☆64Updated 2 months ago
• poetiq / poetiq
  poetiq - Platform O' Electronic Trading In Q
  ☆36Updated 7 years ago
• censix / INTRADAY-PartAB
  Updated repository containing datafeed and strategy
  ☆12Updated 10 years ago
• davidkellis / securitiesdb
  Securities master database for algorithmic trading, backtesting, and data mining.
  ☆56Updated 9 years ago
• jordanbaucke / Limit-Order-Book
  Various implementations of limit order books (matching engines)
  ☆118Updated 7 years ago
• macdice / iqfeed-debian
  Some experimental scripts for running IQFeed on Debian GNU/Linux
  ☆16Updated 11 years ago
• braverock / blotter
  blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…
  ☆119Updated 7 months ago
• artyyouth / r-quant
  R code for quantitative analysis in finance
  ☆32Updated 11 years ago
• timtrice / backtesting-strategies
  Book on backtesting strategies in R using blotter, quantstrat, FinancialInstruments, TTR packages
  ☆110Updated 6 years ago
• qusma / QPAS
  Performance, risk, and execution analysis.
  ☆55Updated 3 years ago
• Nathan-T1 / Option3d_Public
  ☆15Updated 3 years ago
• anttsou / qmj
  ☆11Updated 5 months ago
• phil8192 / shiny-ob-analytics
  obAnalytics Shiny front-end
  ☆75Updated 7 years ago
• chrisconlan / automated_trading_with_R
  Source code and community enhancements for Automated Trading with R by Christopher Conlan, Springer/Apress Oct. 2016
  ☆52Updated 7 years ago
• phil8192 / limit-order-book
  Bitstamp real time console based limit order book
  ☆133Updated 3 months ago
• fiquant / marketsimulator
  The project simulates a generic agent based market model. The aim is to explore intimately, by simulation, the process of price formation…
  ☆66Updated 10 years ago
• Jackal08 / QuantInsti-Final-Project-Statistical-Arbitrage
  QuantInsti EPAT: Final Project on Statistical Arbitrage
  ☆116Updated 8 years ago
• AntonVonGolub / Code
  Golub, Glattfelder and Olsen, ''The Alpha Engine: Designing an Automated Trading Algorithm''
  ☆115Updated 7 years ago
• hftstrat / The-Gateway-code-samples
  Code samples for The Gateway.
  ☆51Updated 6 years ago
• quedexnet / python-api
  Trading API for Quedex Bitcoin Derivatives Exchange.
  ☆20Updated 2 years ago
• charles-cooper / peregrine
  EDSL for automated, low-latency trading
  ☆33Updated 7 years ago