nymath / torchqtmLinks
TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative financial analysis.
☆44Updated last year
Alternatives and similar repositories for torchqtm
Users that are interested in torchqtm are comparing it to the libraries listed below
Sorting:
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆62Updated 4 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆81Updated 2 years ago
- Literature survey of order execution strategies implemented in python☆44Updated 4 years ago
- Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio…☆111Updated 2 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆76Updated last year
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆82Updated 4 years ago
- ☆31Updated last year
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆45Updated last year
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆56Updated 2 years ago
- This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"☆61Updated 2 years ago
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆30Updated last year
- High frequency factors based on order and trade data.☆50Updated last year
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆64Updated last year
- High Frequency Trading Strategies☆45Updated 7 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆121Updated 2 years ago
- Delta hedging under SABR model☆32Updated last year
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.☆162Updated last year
- Package based on the textbooks: Advances in Financial Machine Learning and Machine Learning for Asset Managers, by Marcos Lopez de Prado.☆25Updated 5 years ago
- ☆49Updated 4 years ago
- CS7641 Team project☆95Updated 4 years ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆105Updated last year
- Backtest result archive for Momentum Trading Strategies☆58Updated 6 years ago
- ☆25Updated 2 years ago
- Cryptocurrency Trading with Reinforcement Learning based on Backtrader☆42Updated 4 months ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆119Updated 5 years ago
- Notes on Advances in Financial Machine Learning☆79Updated 6 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆34Updated 5 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆64Updated 2 years ago
- Calibrates microprice model to BitMEX quote data☆56Updated 3 years ago
- Baruch MFE 2019 Spring☆40Updated 5 years ago