romanmichaelpaolucci / Quant_Dev
A solution to critical stages of algorithmic trading system development using Interactive Broker's Java API
☆57Updated 5 years ago
Alternatives and similar repositories for Quant_Dev:
Users that are interested in Quant_Dev are comparing it to the libraries listed below
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆56Updated 5 years ago
- Limit Order Book Implemented in Python☆92Updated 7 years ago
- Automatically trades NYSE stocks and ETFs using three high-frequency trading strategies☆63Updated 7 months ago
- ☆35Updated 2 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆101Updated 5 years ago
- Visualization Tool for Deribit Options☆78Updated 4 years ago
- Historical market data downloader using Interactive Brokers TWS☆58Updated 5 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆56Updated 3 years ago
- Deep Learning – Artificial Neural Network Using TensorFlow In Python☆39Updated 4 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆89Updated 2 years ago
- Algo execution engine☆89Updated 8 years ago
- Sample algo☆69Updated last year
- Generate various Alternative Bars both historically and at real-time.☆34Updated 2 years ago
- QSTrader☆129Updated 5 years ago
- Deep learning modelling of orderbooks☆92Updated 4 years ago
- ☆24Updated 6 years ago
- A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.☆70Updated 4 years ago
- quantitative - Quantitative finance back testing library☆64Updated 5 years ago
- ☆46Updated 7 years ago
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆36Updated 7 years ago
- Financial Machine Learning and Algorithmic Trading with Python☆43Updated 4 years ago
- Example of order book modeling.☆56Updated 5 years ago
- 💸 A long-short equity quantitative trading strategy (sentiment-based)☆37Updated 7 years ago
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆120Updated 3 years ago
- Visualisation for auction market theory with live charts☆121Updated 4 years ago
- Interactive Brokers TWS API -- Historical data downloader☆53Updated 6 years ago
- OrderBook Simulator with Limit and Iceberg functionality☆73Updated 5 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆75Updated 6 years ago
- Notebooks and stuff from quantfiction.com☆36Updated 4 years ago