Alternatives and similar repositories for torchqtm:

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

• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆79Updated last year
• kieranjwood / x-trend
  X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies
  ☆75Updated last year
• yuxiangalvin / DeepLOB-Model-Implementation-Project
  This repo contains some codes and outputs of my implementation of DeepLOB model.
  ☆83Updated 3 years ago
• cuicanyeah / Alpha-Generation
  ☆27Updated last year
• Morgansy / Genetic-Alpha
  A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy
  ☆58Updated 4 years ago
• grayvalley / microprice-calibration
  Calibrates microprice model to BitMEX quote data
  ☆56Updated 3 years ago
• maxlamberti / time-series-momentum
  🚂💨 Deep Momentum Networks for Time Series Strategies
  ☆116Updated 4 years ago
• lcsrodriguez / optimalHFT
  HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)
  ☆28Updated 11 months ago
• chen-001 / pure_ocean_breeze
  众人的因子回测框架 stock factor test
  ☆25Updated this week
• mmssss / hft-market-making
  Implementation of HFT backtesting simulator and Stoikov strategy
  ☆108Updated last year
• boyboi86 / mlfinlab
  Package based on the textbooks: Advances in Financial Machine Learning and Machine Learning for Asset Managers, by Marcos Lopez de Prado.
  ☆25Updated 4 years ago
• xhshenxin / Micro_Price
  ☆49Updated 3 years ago
• theopenstreet / VPIN_HFT
  ☆109Updated 7 years ago
• TCtobychen / ListFold
  ☆46Updated 3 years ago
• jiangtiantu / FactorMining
  基于基因表达式规划算法的因子挖掘
  ☆29Updated 3 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆30Updated 3 years ago
• JDE65 / CustomLoss
  Custom Loss functions for asset return prediction with deep learning regression
  ☆34Updated 2 years ago
• szy1900 / autoAlpha
  The source code for the paper
  ☆19Updated last year
• LeonardoBerti00 / TransLOB-Transformers-for-limit-order-books-
  Pytorch implementation of TransLOB from Transformer for limit order books
  ☆22Updated last year
• jeremymck / High-Frequency-Data---Limit-Order-Books
  Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.
  ☆44Updated 4 years ago
• daehkim / pair-trading
  CS7641 Team project
  ☆93Updated 4 years ago
• yinsenm / gerber
  Gerber robust statistics for portfolio optimization
  ☆56Updated 2 years ago
• bradleyboyuyang / Statistical-Arbitrage
  High-frequency statistical arbitrage
  ☆167Updated last year
• cvxgrp / vwap_opt_exec
  Volume Weighted Average Price Optimal Execution
  ☆41Updated 5 years ago
• lorenzolucchese / deepOBs
  The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.
  ☆40Updated last year
• useric / MTH9879-Market-Microstructure-Models
  Baruch MFE 2019 Spring
  ☆37Updated 4 years ago
• kousik97 / Order-Execution-Strategy
  Literature survey of order execution strategies implemented in python
  ☆41Updated 4 years ago
• koteyevlev / MarketMakingMLAlgo
  This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log
  ☆27Updated 3 years ago
• graceyangfan / nautilus_tutorial
  Examples of nautilus script
  ☆30Updated 2 months ago