paperswithbacktest / pwb-toolbox
The toolbox for developing systematic trading strategies. It includes datasets and strategy ideas to assist in developing and backtesting trading algorithms.
☆12Updated last month
Alternatives and similar repositories for pwb-toolbox:
Users that are interested in pwb-toolbox are comparing it to the libraries listed below
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆36Updated last year
- Time Series Prediction of Volume in LOB☆57Updated last year
- Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.☆11Updated 2 years ago
- Intraday momentum strategy that buys (sells) leveraged ETFs late in the trading session following a significant intraday gain (loss) and …☆25Updated 11 months ago
- A financial trading method using machine learning.☆60Updated 2 years ago
- High Frequency Trading Strategies☆43Updated 7 years ago
- ☆37Updated 2 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆61Updated last year
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago
- ☆45Updated 3 months ago
- Examples of nautilus script☆33Updated 3 months ago
- Repository for market making ideas☆40Updated 11 months ago
- A Collection of public tutorials published in the qubitquants.pro blog☆66Updated 2 years ago
- ☆39Updated 4 years ago
- This Python package manages methods to reshape tick by tick data for order flow analysis☆89Updated 2 weeks ago
- ☆21Updated 5 years ago
- ☆31Updated 3 years ago
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆12Updated last year
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆71Updated 7 years ago
- A python library for testing and optimizing trading strategies.☆47Updated 7 months ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆55Updated 2 years ago
- This repository is used to extract the constituents of ETFs into a pandas DataFrame which could be used for further data exploration.☆22Updated 3 months ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆71Updated 4 years ago
- Options Trader written in Python based off the ib_insync library.☆48Updated last year
- FactorLab is a python library that enables the discovery and analysis of alpha and risk factors used in the investment algorithm developm…☆20Updated 3 months ago
- ☆29Updated 2 years ago
- A Sharpe ratio optimised decoder-only TFT based Momentum Transformer and LSTM Deep Momentum Network trading model using FinBERT breaking …☆22Updated 2 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆32Updated 3 years ago
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆51Updated 4 years ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆72Updated 2 years ago