quantrocket-llc / zipline-extensionsLinks
Zipline Extensions for QuantRocket
☆18Updated 5 years ago
Alternatives and similar repositories for zipline-extensions
Users that are interested in zipline-extensions are comparing it to the libraries listed below
Sorting:
- Generate various Alternative Bars both historically and at real-time.☆36Updated 3 years ago
- The Option Lab is an automated backtesting framework for option trading strategies. The results generated by the code are visualised on o…☆58Updated 3 years ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago
- ☆106Updated 8 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 5 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆67Updated 8 years ago
- Quantopian Pairs Trading algorithm implementation.☆64Updated 8 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆93Updated 5 months ago
- Event-driven backtest/realtime quantitative trading system.☆76Updated 4 years ago
- An event-based backtester written in Python for algorithmic trading.☆43Updated 8 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆69Updated 4 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆70Updated 9 years ago
- Modular trading models with Interactive Brokers and backtester in Python☆123Updated 6 years ago
- High Frequency Trading☆110Updated 7 years ago
- A Python system to generate Volume Weighted Average Pricing (VWAP) Model based Long/Short Trading Signal☆18Updated 8 years ago
- Pairs Trading with Machine Learning on Distributed Python Platform☆122Updated 3 years ago
- 💸 A long-short equity quantitative trading strategy (sentiment-based)☆38Updated 7 years ago
- Historical market data downloader using Interactive Brokers TWS☆59Updated 6 years ago
- ☆24Updated 6 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆104Updated 6 years ago
- Some trading strategies implemented using Backtrader☆29Updated 6 years ago
- #易经 #道家 #十二生肖 #姓氏堂号子嗣贞节牌坊 #天文历法 #张灯结彩 #农历 #夜观星象 #廿四节气 #算卜 #紫微斗数 #十二时辰 #生辰八字 #命运 #风水 《始祖赢政之子赢家黄氏江夏堂联富•秦谏——大秦赋》 万般皆下品，唯有读书高。🚩🇨🇳🏹🦔中科红旗，…☆50Updated 6 months ago
- portfolio construction and quantitative analysis☆143Updated 10 years ago
- btconfig provides a simple way to initialize a strategy using config files with additional features.☆40Updated last year
- Limit Order Book Implemented in Python☆99Updated 7 years ago
- Wrapper for Davis' Edwards excellent options valuation python code☆14Updated 7 years ago
- The strategy-backtesting repository will hold the event driven python backtester. This program will test algorithmic strategies and pro…☆17Updated 9 years ago
- quantitative - Quantitative finance back testing library☆64Updated 6 years ago
- Async integration between backtrader and Interactive brokers.☆73Updated 2 years ago
- ☆25Updated 7 years ago