rorysroes / SGX-Full-OrderBook-Tick-Data-Trading-Strategy
Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
☆2,029Updated 2 years ago
Alternatives and similar repositories for SGX-Full-OrderBook-Tick-Data-Trading-Strategy:
Users that are interested in SGX-Full-OrderBook-Tick-Data-Trading-Strategy are comparing it to the libraries listed below
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆937Updated last year
- Quantitative analysis, strategies and backtests☆2,486Updated last year
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,677Updated 6 months ago
- QTPyLib, Pythonic Algorithmic Trading☆2,190Updated 3 years ago
- Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C☆1,098Updated 5 months ago
- bt - flexible backtesting for Python☆2,494Updated last week
- Trading and Backtesting environment for training reinforcement learning agent or simple rule base algo.☆1,673Updated last year
- Algorithmic trading framework for cryptocurrencies.☆1,257Updated 9 months ago
- Asynchronous, event-driven algorithmic trading in Python and C++☆717Updated 4 months ago
- ffn - a financial function library for Python☆2,204Updated 3 weeks ago
- Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]☆1,773Updated 2 years ago
- Systematic Trading in python☆2,856Updated 2 weeks ago
- Common financial technical indicators implemented in Pandas.☆2,182Updated 2 years ago
- A Python async and event driven framework for algorithmic trading, with a focus on crypto currencies.☆708Updated 2 months ago
- Developing Options Trading Strategies using Technical Indicators and Quantitative Methods☆881Updated last year
- Quant/Algorithm trading resources with an emphasis on Machine Learning☆2,951Updated last year
- List of awesome resources for machine learning-based algorithmic trading☆1,611Updated last year
- A nimble options backtesting library for Python☆1,078Updated 9 months ago
- A list of online resources for quantitative modeling, trading, portfolio management☆3,278Updated 10 months ago
- fastquant — Backtest and optimize your ML trading strategies with only 3 lines of code!☆1,647Updated last year
- Common financial risk and performance metrics. Used by zipline and pyfolio.☆1,363Updated 8 months ago
- Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy☆1,160Updated 4 years ago
- Framework for algorithmic trading☆833Updated last year
- Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent☆890Updated 3 years ago
- Backtest and live trading in Python☆585Updated 10 months ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆4,187Updated last year
- Zipline, a Pythonic Algorithmic Trading Library☆1,353Updated 5 months ago
- Portfolio analytics for quants, written in Python☆5,579Updated 3 weeks ago
- A program for financial portfolio management, analysis and optimisation.☆1,521Updated last year
- Python library to download market data via Bloomberg, Eikon, Quandl, Yahoo etc.☆1,809Updated last month