questdb / pykit
A Python-based RPC-like toolkit for interfacing with QuestDB.
☆11Updated 3 years ago
Alternatives and similar repositories for pykit:
Users that are interested in pykit are comparing it to the libraries listed below
- Event-driven Algorithmic Trading For Python☆25Updated 5 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆26Updated 4 years ago
- A Python toolkit for high-frequency trade research.☆40Updated 6 years ago
- Hierarchical Risk Parity☆28Updated 4 years ago
- Python and Cython scripts of machine learning, econometrics and statistical tools designed for finance.☆21Updated 9 months ago
- ☆21Updated 4 years ago
- Performance tear sheets and backtest analysis for Moonshot☆36Updated 2 months ago
- ☆10Updated 10 months ago
- These are the code for the article "Backtrader for Backtesting (Python) – A Complete Guide" on AlgoTrading101's Blog. Article and code ar…☆31Updated 4 years ago
- Event-driven backtest/realtime quantitative trading system.☆74Updated 3 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆49Updated 3 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆41Updated 4 years ago
- Create a mid-price classifier for limit order books using a CNN and LSTM☆14Updated 4 years ago
- Factor Expression + Historical Data = Factor Values☆29Updated last year
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆13Updated 3 years ago
- ☆44Updated 8 months ago
- MBATS is a docker based platform for developing, testing and deploying Algorthmic Trading strategies with a focus on Machine Learning bas…☆52Updated last year
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆55Updated last year
- ☆19Updated 2 years ago
- Apply different deep learning models to limit order book.☆11Updated 6 years ago
- ☆11Updated 4 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆27Updated 4 years ago
- SciFin is a python package for Science & Finance.☆12Updated 4 years ago
- DATA-AIDED PAIRS TRADING VIA LEARNED KALMAN WITH BOLLINGER BANDS☆32Updated 2 years ago
- Python library to backtest trading strategies, plot charts (via Chartesians), seamlessly download market data, analyse market patterns et…☆26Updated last month
- ☆18Updated 5 years ago
- 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
- Examples of nautilus script☆30Updated last month
- awesome-financial-networks☆34Updated 5 years ago