Alternatives and similar repositories for ABM

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

• djunh1 / event-driven-backtesting
  The strategy-backtesting repository will hold the event driven python backtester. This program will test algorithmic strategies and pro…
  ☆17Updated 9 years ago
• WenzhengHu14 / price-volume-matching-trading-algo
  This project implements machine learning algorithm to predict stock index futures price by matching recent futures price and volume with …
  ☆15Updated 8 years ago
• aaaquants / LSTM-trading
  ☆25Updated 7 years ago
• DrAshBooth / HFTrader
  HFTrader is fully automated high frequency trading system
  ☆95Updated 12 years ago
• joequant / algobroker
  Algo execution engine
  ☆95Updated 9 years ago
• kmfranz / trading_pairs
  ☆43Updated 8 years ago
• jsisaacs / QuantStrategies
  💸 A long-short equity quantitative trading strategy (sentiment-based)
  ☆38Updated 7 years ago
• hkuhn / multifactor-models
  A Survey of Multi-Factor Models
  ☆40Updated 10 years ago
• aconstandinou / pairs-trading-equities
  ☆25Updated 7 years ago
• abcabhishek / PyLimitOrderBook
  Limit Order Book Implemented in Python
  ☆98Updated 7 years ago
• halcyon0811 / implied-volatility-smirk-trading
  The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return
  ☆37Updated 4 years ago
• fushuyue / Ml_HFT
  Price Prediction with Machine Learning Models (practicum project at CME group)
  ☆70Updated 9 years ago
• felixpatzelt / priceprop
  Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.
  ☆26Updated 7 years ago
• FaGuoMa / Azure-IB
  ☆24Updated 9 years ago
• alexcwyu / python-trading
  python-trading
  ☆14Updated 6 years ago
• jheusser / vpin
  Volume-Synchronized Probability of Informed Trading
  ☆113Updated 11 years ago
• costantinontario / Optimal-Rebalancing-Strategy-using-Dynamic-Programming
  Optimal Rebalancing Strategy Using Dynamic Programming for Institutional Portfolios
  ☆22Updated 11 years ago
• chenhaotian / High-Frequency-Trading-Simulation-System
  HFT, A high-frequency trading simulation package in R
  ☆88Updated 7 years ago
• VermeirJellen / AlgorithmicTrading-Cointegration
  Proof of concept Cointegration-Based spread trading strategy applied to the Foreign Exchange market
  ☆36Updated 9 years ago
• busygin / ib_data_loader
  A python script to download daily futures market data from Interactive Brokers using IbPy
  ☆29Updated 7 years ago
• sapphire921 / HFT-Pairs-Trading
  High Frequency Pairs Trading Based on Statistical Arbitrage (Python)
  ☆104Updated 6 years ago
• r8m / MarketMaker
  Marketmaker trading strategy
  ☆29Updated 8 years ago
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆58Updated 6 years ago
• wegamekinglc / VisualPortfolio
  ☆106Updated 8 years ago
• cltwski / OrderBookSimulatorWithOpenCL
  This project is to simulate the effects of high frequency trading on a stock. This is the code for the order book as well as 'traders' wh…
  ☆26Updated 12 years ago
• PortfolioEffect / PE-HFT-Python
  Python library for high frequency portfolio analysis, intraday backtesting and optimization
  ☆67Updated 8 years ago
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆78Updated 7 years ago
• quantrocket-codeload / pairs-pipeline
  Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …
  ☆35Updated last year
• HujiaYuYoyo / 448Project
  High Frequency Trading
  ☆110Updated 7 years ago
• sbenzev / hft
  high-frequency trading
  ☆60Updated 12 years ago