rob-blackbourn / iex_parserLinks
Parser for IEX pcap DEEP and TOPS files
☆27Updated 3 years ago
Alternatives and similar repositories for iex_parser
Users that are interested in iex_parser are comparing it to the libraries listed below
Sorting:
- ☆15Updated 9 years ago
- Fully functioning fast Limit Order Book written in Python☆196Updated 2 years ago
- A basic FIX engine built in Python, using the QuickFIX library☆31Updated last week
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆79Updated 7 years ago
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆38Updated 8 years ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆127Updated 5 years ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆62Updated 2 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆247Updated last year
- Python library to backtest trading strategies, plot charts (via Chartesians), seamlessly download market data, analyse market patterns et…☆27Updated 8 months ago
- ☆95Updated last month
- A tool for combining historical data with user-provided forecasts to produce Kelly optimal portfolio allocations☆87Updated 4 months ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆93Updated 6 months ago
- Limit Order Book Implemented in Python☆98Updated 7 years ago
- Compute VIX and related volatility indices☆108Updated 11 months ago
- Package for interacting with CME Datamine historical Market Data repository and Alternative Data source for CME Group Markets.☆71Updated 5 years ago
- Research Repo (Archive)☆75Updated 5 years ago
- ☆65Updated 2 weeks ago
- Source Code for 'Testing and Tuning Market Trading Systems' by Timothy Masters☆105Updated 7 years ago
- Visualize option prices and sensitivities☆56Updated last week
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆41Updated last year
- ☆65Updated 2 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆92Updated 2 years ago
- An Interactive Brokers integration for Deephaven☆75Updated last year
- To classify trades into buyer- and seller-initiated.☆154Updated 2 years ago
- ☆195Updated 5 years ago
- Backtest asset allocation strategies in Python with only a background in pandas necessary☆48Updated 2 years ago
- Videos, slides, and code made available by speakers of the 2021's AlgoTrading Summit☆128Updated 4 years ago
- An event-based backtester written in Python for algorithmic trading.☆43Updated 8 years ago
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆139Updated 3 months ago
- quantitative - Quantitative finance back testing library☆65Updated 6 years ago