Alternatives and similar repositories for crypto-portfolio-optimization

Users that are interested in crypto-portfolio-optimization are comparing it to the libraries listed below

• jo-cho / trading-rules-using-machine-learning
  Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.
  ☆65Updated 2 years ago
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆77Updated 6 years ago
• r8m / MarketMaker
  Marketmaker trading strategy
  ☆28Updated 8 years ago
• sturex / pyOrderbookTrading
  Bitmex orderbooks saving + (neural) trading signal generator + backtesting etc.
  ☆35Updated 2 years ago
• xhshenxin / Micro_Price
  ☆50Updated 4 years ago
• jshellen / CTA-strategies
  Backtest result archive for Momentum Trading Strategies
  ☆60Updated 6 years ago
• hanxixuana / flowrisk
  A Python Implementation of Measures for Order Flow Risk, e.g. VPIN
  ☆92Updated 4 years ago
• kkanagal / MSE448Project
  Market Making / Stat Arb strategy
  ☆61Updated 8 years ago
• bartchr808 / Quantopian_Pairs_Trader
  Quantopian Pairs Trading algorithm implementation.
  ☆63Updated 7 years ago
• aconstandinou / pairs-trading-equities
  ☆25Updated 6 years ago
• shimonanarang / pair-trading
  Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM
  ☆53Updated 4 years ago
• IgorWounds / Cluster-Analysis-Machine-Learning-for-Pairs-Trading
  Find trading pairs with Machine Learning
  ☆41Updated 4 years ago
• sapphire921 / HFT-Pairs-Trading
  High Frequency Pairs Trading Based on Statistical Arbitrage (Python)
  ☆104Updated 6 years ago
• jheusser / vpin
  Volume-Synchronized Probability of Informed Trading
  ☆113Updated 11 years ago
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆57Updated 6 years ago
• linhnguyen215538 / Volatility-Study
  • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…
  ☆47Updated 4 years ago
• lamres / pairs_trading_cryptocurrencies_strategy_catalyst
  Pairs trading strategy example based on Catalyst
  ☆49Updated 6 years ago
• KangOxford / Volume-Forecasting
  Time Series Prediction of Volume in LOB
  ☆57Updated last year
• philipperemy / lead-lag
  Estimation of the lead-lag parameter from non-synchronous data.
  ☆127Updated 3 months ago
• nkaz001 / market-making-backtest
  algo trading backtesting on BitMEX
  ☆78Updated last year
• PortfolioEffect / PE-HFT-Python
  Python library for high frequency portfolio analysis, intraday backtesting and optimization
  ☆67Updated 7 years ago
• StateOfTheArt-quant / sharpe
  sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…
  ☆50Updated 3 years ago
• AI-Stuff / hudson-and-thames-research
  Research Repo (Archive)
  ☆74Updated 4 years ago
• rspadim / hft-avellaneda
  High-frequency trading in a limit order book
  ☆59Updated 6 years ago
• orderbooktools / crobat
  Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.
  ☆51Updated 3 years ago
• rlindland / options-market-making
  A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging
  ☆76Updated 7 years ago
• 10mohi6 / stock-pairs-trading-python
  stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.
  ☆38Updated last year
• 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
• June911 / micro-price
  replication of micro-price on crytocurrency data
  ☆10Updated 3 years ago
• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆84Updated 2 years ago