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
• jsisaacs / QuantStrategies
  💸 A long-short equity quantitative trading strategy (sentiment-based)
  ☆38Updated 7 years ago
• alexcwyu / python-trading
  python-trading
  ☆13Updated 6 years ago
• kmfranz / trading_pairs
  ☆43Updated 8 years ago
• busygin / ib_data_loader
  A python script to download daily futures market data from Interactive Brokers using IbPy
  ☆29Updated 6 years ago
• aconstandinou / pairs-trading-equities
  ☆24Updated 6 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 …
  ☆36Updated last year
• z357412526 / HighFreqTransaction
  In the high-frequency era of trading, orders of stocks can be executed under a millsecond. The information about the thousands of orders …
  ☆10Updated 9 years ago
• aaaquants / LSTM-trading
  ☆25Updated 7 years ago
• lineojcd / Order-Imbalance-Strategy
  for 18HS MFOEC198 Introduction to systematic risk premia strategies traded at hedge funds (L+E)
  ☆13Updated 4 years ago
• wcant / ib-options
  Tools to record real-time option chains, get historical data, interact with IB TWS API.
  ☆16Updated 10 years ago
• FaGuoMa / Azure-IB
  ☆24Updated 8 years ago
• gavincyi / TickTickBacktest
  Backtesting tool on tick data
  ☆11Updated 8 years ago
• Dekalog / Data-Snooping-Tests
  Code for various data snooping tests on financial time series.
  ☆18Updated 10 years ago
• BlackArbsCEO / option_skew_project_public
  ☆35Updated 7 years ago
• westonplatter / ibdatafetcher
  Fetch data (futures, stock, coming next => options) from IBKR for local use.
  ☆17Updated 4 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
• costantinontario / Optimal-Rebalancing-Strategy-using-Dynamic-Programming
  Optimal Rebalancing Strategy Using Dynamic Programming for Institutional Portfolios
  ☆22Updated 11 years ago
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆56Updated 5 years ago
• danielktaylor / PyStrategies
  Deep learning framework for HFT algorithmic trading strategy development
  ☆73Updated 4 years ago
• fushuyue / Ml_HFT
  Price Prediction with Machine Learning Models (practicum project at CME group)
  ☆68Updated 9 years ago
• remis-thoughts / svi-zeliade
  Fitting an SVI model using Zeliade's method in Python with Pandas
  ☆13Updated 10 years ago
• deanjohnr / macrotrendfollow
  Momentum and position based trading strategy analysis
  ☆11Updated 8 years ago
• jheusser / vpin
  Volume-Synchronized Probability of Informed Trading
  ☆113Updated 11 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
• 11bblandin / quantfiction
  Notebooks and stuff from quantfiction.com
  ☆37Updated 5 years ago
• quantrocket-llc / zipline-extensions
  Zipline Extensions for QuantRocket
  ☆18Updated 5 years ago
• point-line-surface-body / hftrap
  Trading platform for high frequency data
  ☆15Updated 10 years ago
• jaNGOB / Bitmex_HFT
  Bitmex market microstructure analytics
  ☆23Updated 4 years ago
• SergioEspinoza / PyAlgoTrading_TradingWithIB
  Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )
  ☆29Updated 4 years ago