Alternatives and similar repositories for MACD-Strategy

Users that are interested in MACD-Strategy are comparing it to the libraries listed below

• beatzxbt / mm-toolbox
  toolbox of fast mm-related funcs
  ☆222Updated last month
• financial-data-science / CFDS
  A series of interactive labs we prepared for the Chartered Financial Data Scientist Certification. The content of the series is based on …
  ☆210Updated last year
• sap215 / StatArbPairsTrading
  This repository includes an introduction to statistical arbitrage pairs trading. Specifically, I discuss some of the research methods req…
  ☆68Updated last year
• tradingstrategy-ai / getting-started
  Start developing and backtesting your own automated trading strategies
  ☆190Updated 3 weeks ago
• mcakes / assignment_0219
  Trading intern test
  ☆34Updated 6 years ago
• jose-donato / crypto-orderbook
  Multi-exchange, real-time orderbook with a Go backend and a React + Vite frontend.
  ☆93Updated 2 months ago
• hudson-and-thames / arbitragelab
  ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algori…
  ☆622Updated last year
• hudson-and-thames / SecondBrain
  ☆48Updated 3 years ago
• 0xDub / figgie-auto
  An algorithmic sandbox for Jane Street's game, "Figgie"
  ☆89Updated 7 months ago
• jose-donato / crypto-futures-arbitrage-scanner
  ☆109Updated 3 months ago
• erhardtconsulting / tensortrade-ng
  TensorTrade-NG is an open source Python framework for building, training, evaluating, and deploying robust trading algorithms using reinf…
  ☆190Updated last year
• MiaDor12 / Advanced_Feature_Engineering_of_Raw_Data_of_Stocks-with_PySpark
  Features and labels engineering of raw data of quotes of several stocks.
  ☆32Updated 6 years ago
• hudson-and-thames / arbitrage_research
  Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.
  ☆140Updated last year
• thlemercier / Wifey-Miro
  ☆120Updated 3 years ago
• OctopusTakopi / binance_l3_est
  Uses L2 data's change in time to estimate a L3 order book microstructure on Binance
  ☆163Updated 5 months ago
• hansbuehler / deephedging
  Implementation of the vanilla Deep Hedging engine
  ☆310Updated 2 years ago
• ninja-quant / ninjabook
  A lightweight and high-performance order-book designed to process level 2 and trades data. Available in Rust and Python
  ☆182Updated last year
• joshuapjacob / crypto-volatility-surface
  A dashboard to visualize cryptocurrency implied volatility surfaces constructed with option data from Binance.
  ☆72Updated 7 months ago
• Tzadiko / Orderbook
  A limit orderbook supporting multiple order types written in C++. The writing of all this code has been documented on my YouTube channel,…
  ☆266Updated last year
• javifalces / HFTFramework
  HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…
  ☆284Updated last week
• 0xDub / mm-card-game
  Simple Market-Taking Card Game
  ☆22Updated last year
• jshellen / HFT
  High Frequency Market Making
  ☆607Updated 2 years ago
• s0ap / gs-quantitative-strategies-research-notes
  Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)
  ☆350Updated last month
• martinshkreli / 13F
  13F analyzer which removes options holdings
  ☆74Updated 8 months ago
• 0xfdf / toraniko
  A multi-factor equity risk model for quantitative trading.
  ☆856Updated last year
• virattt / financial-datasets
  Financial datasets for LLMs 🧪
  ☆391Updated last year
• alkalescent / hyperdrive
  algorithmic trading using machine learning
  ☆154Updated 3 months ago
• gjimzhou / MTH9879-Market-Microstructure-Models
  A collection of homeworks of market microstructure models.
  ☆274Updated 7 years ago
• hudson-and-thames / backtest_tutorial
  ☆152Updated 2 years ago
• dbrojas / optlib
  A library for financial options pricing written in Python.
  ☆1,317Updated 3 years ago