Alternatives and similar repositories for research:

Users that are interested in research are comparing it to the libraries listed below

• robertmartin8 / machine-learning-asset-management
  Machine Learning in Asset Management
  ☆21Updated 5 years ago
• MarcosCarreira / LimitOrderBooks
  Basic Limit Order Book functions
  ☆21Updated 6 years ago
• FranklinMa810 / Market-Microstructure
  ☆21Updated 5 years ago
• jo-cho / trading-rules-using-machine-learning
  A financial trading method using machine learning.
  ☆59Updated last year
• xhshenxin / Micro_Price
  ☆49Updated 3 years ago
• sebjai / Portfolio-Wasserstein-Ball
  Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…
  ☆13Updated last year
• BlackArbsCEO / hypothesis_driven_strategy_development
  ☆13Updated last year
• dolmatovas / HFT
  Repo for HFT project in CMF
  ☆28Updated 2 years ago
• KangOxford / Volume-Forecasting
  Time Series Prediction of Volume in LOB
  ☆56Updated 10 months ago
• factorpricingmodel / factor-pricing-model-risk-model
  Package to build risk model for factor pricing model
  ☆24Updated 7 months ago
• hudson-and-thames / example-notebooks
  ☆16Updated last year
• mindful-math / LOB-Modeling
  Collection of Models related to market making
  ☆16Updated 4 years ago
• elvinwangyh / Medium
  This repo is for my articles published on Medium.com
  ☆16Updated last year
• jshellen / statarb
  ☆30Updated 3 years ago
• QuhiQuhihi / regime_model
  detecting regime of financial market
  ☆34Updated 2 years ago
• quantrocket-codeload / pairs-pipeline
  Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …
  ☆35Updated 10 months ago
• robertmartin8 / WorldQuant_alpha101_code
  Code implementation of the Quantigic 101 Formulaic Alphas
  ☆10Updated 5 years ago
• useric / MTH9879-Market-Microstructure-Models
  Baruch MFE 2019 Spring
  ☆38Updated 4 years ago
• kpuchalskixiv / Impact-of-market-microstructure-on-stock-price
  ☆15Updated 2 years ago
• jshellen / CTA-strategies
  Backtest result archive for Momentum Trading Strategies
  ☆50Updated 5 years ago
• LSEG-API-Samples / Article.RD.Python.MarketRegimeDetectionUsingStatisticalAndMLBasedApproaches
  ☆36Updated 2 years ago
• mnewls / MLFINLAB
  public version of MLFINLAB from Hudson-Thames
  ☆21Updated 3 years ago
• cvxgrp / cvxstatarb
  ☆25Updated last month
• LongOnly / Option-Pricing-under-Uncertainty
  By means of stochastic volatility models
  ☆43Updated 4 years ago
• YINDAIYING / Deep-Robust-Statistical-Arbitrage
  This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…
  ☆59Updated last year
• gjimzhou / MTH9815-Trading-System
  A project of building and running a trading system according to service oriented architecture standard.
  ☆14Updated 7 years ago
• PierreNowi / cs230-project
  Deep Reinforcement Learning Framework for Factor Investing
  ☆25Updated last year
• thertrader / Using-random-forest-to-model-limit-order-book-dynamic
  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
• druce / portfolio_optimization
  Portfolio optimization with cvxopt
  ☆37Updated last month
• robertmartin8 / FinDB
  mysql/MariaDB stock price database
  ☆18Updated 4 years ago