Alternatives and similar repositories for ML-KNearest-VXX

Users that are interested in ML-KNearest-VXX are comparing it to the libraries listed below

• nakulnayyar / SupResGenerator
  Automatically generate Support & Resistance Lines on charts
  ☆20Updated 9 years ago
• FaGuoMa / Azure-IB
  ☆24Updated 9 years ago
• srome / pybacktester
  An event-based backtester written in Python for algorithmic trading.
  ☆43Updated 8 years ago
• BlackArbsCEO / option_skew_project_public
  ☆35Updated 7 years ago
• BlackArbsCEO / synthetic_time_series
  ☆27Updated 6 years ago
• phil8192 / shiny-ob-analytics
  obAnalytics Shiny front-end
  ☆76Updated 7 years ago
• jacobkahn / reinforcement-learning-market-microstructure
  Using Q-learning to better navigate orderbooks.
  ☆22Updated 7 years ago
• bespector / implied-vol
  ☆45Updated 5 years ago
• robcarver17 / ibswigsystematicexamples
  Automatically exported from code.google.com/p/ibswigsystematicexamples
  ☆38Updated 8 years ago
• BlackArbsCEO / iex_intraday_equity_downloader_public
  ☆36Updated 7 years ago
• BlackArbsCEO / Mixture_Models
  Jupyter (IPython) notebooks for exploring mixture models
  ☆37Updated 8 years ago
• aaaquants / Factor-Modelling
  ☆14Updated 8 years ago
• aaaquants / QuantBasics1-4
  ☆45Updated 8 years ago
• Jackal08 / QuantInsti-Final-Project-Statistical-Arbitrage
  QuantInsti EPAT: Final Project on Statistical Arbitrage
  ☆117Updated 8 years ago
• danielktaylor / PyStrategies
  Deep learning framework for HFT algorithmic trading strategy development
  ☆75Updated 4 years ago
• aaaquants / LSTM-trading
  ☆25Updated 7 years ago
• StuartGordonReid / Comp-Finance
  This repository contains Python-based tools for Computational Finance. It is related to the Computational Finance blog run by Stuart Reid…
  ☆54Updated 11 years ago
• returnandrisk / meucci-python
  Python Code for Meucci Related Blog Posts
  ☆16Updated 9 years ago
• jasonswearingen / QuantShim
  A Python framework for R&D of financial investment strategies, and trading them algorithmiclly via Quantopian.com
  ☆51Updated 10 years ago
• 0liu / ibstract
  Asynchronous financial data management
  ☆21Updated 8 years ago
• jaNGOB / Bitmex_HFT
  Bitmex market microstructure analytics
  ☆23Updated 4 years ago
• VermeirJellen / AlgorithmicTrading-Cointegration
  Proof of concept Cointegration-Based spread trading strategy applied to the Foreign Exchange market
  ☆37Updated 9 years ago
• vsmolyakov / fin
  finance
  ☆43Updated 8 years ago
• ivan-vasilev / atpy
  Event-driven Algorithmic Trading For Python
  ☆25Updated 6 years ago
• aaaquants / option-volatility-surface
  ☆22Updated 7 years ago
• thalesians / pythalesians
  The Thalesians' Python library
  ☆64Updated 9 years ago
• jheusser / hawkes
  Hawkes Process Estimation
  ☆52Updated 11 years ago
• harpone / PyArb
  Statistical arbitrage simulation, modeling and backtesting with Python.
  ☆57Updated 9 years ago
• gavincyi / TickTickBacktest
  Backtesting tool on tick data
  ☆11Updated 8 years ago
• hongwai1920 / Implement-Option-Pricing-Model-using-Python
  Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…
  ☆31Updated 5 years ago