quantopian / algorithm-component-library
A collection of code snippets that can be constructed into larger trading algorithms.
☆109Updated 8 years ago
Alternatives and similar repositories for algorithm-component-library:
Users that are interested in algorithm-component-library are comparing it to the libraries listed below
- The Thalesians' Python library☆64Updated 8 years ago
- portfolio construction and quantitative analysis☆139Updated 9 years ago
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆36Updated 8 years ago
- Modular trading models with Interactive Brokers and backtester in Python☆121Updated 5 years ago
- Python framework for real-time financial and backtesting trading strategies☆213Updated 9 years ago
- Statistical arbitrage simulation, modeling and backtesting with Python.☆57Updated 8 years ago
- Library of algorithm scripts for Quantopian☆180Updated 6 years ago
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆116Updated 7 years ago
- ☆106Updated 8 years ago
- Make the Python IB API from Interactive Brokers run inside an event loop☆83Updated 7 years ago
- ☆193Updated 4 years ago
- Root-finding algos, Black-Scholes and trees with Python☆44Updated 10 years ago
- Machine learning end-to-end research and trade execution☆95Updated 4 years ago
- ☆44Updated 10 months ago
- Python library for backtesting technical/mechanical strategies in the stock and currency markets☆104Updated 8 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆127Updated 2 years ago
- ☆112Updated last year
- Python library to backtest trading strategies, plot charts (via Chartesians), seamlessly download market data, analyse market patterns et…☆26Updated last month
- HFTrader is fully automated high frequency trading system☆92Updated 12 years ago
- ☆45Updated 10 years ago
- quantitative - Quantitative finance back testing library☆63Updated 6 years ago
- Algorithmic trading infrastructure in Python.☆97Updated 7 years ago
- Listed Volatility and Variance Derivatives (Wiley Finance)☆145Updated 3 years ago
- Deep learning framework for HFT algorithmic trading strategy development☆73Updated 4 years ago
- A Python toolkit for high-frequency trade research.☆41Updated 6 years ago
- Stock portfolio optimizer in Python based on least correlated moving sharpe / sortino ratios.☆54Updated 9 years ago
- Algo execution engine☆91Updated 9 years ago
- Python for Financial Data Analysis with pandas☆66Updated 5 years ago
- Samples code demonstrating how to use IbPy to extract information from Interactive Brokers API☆73Updated 6 years ago
- Supported files and code examples for my futures.io webinars series☆68Updated 5 years ago