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.
☆1,983Updated 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
- Algorithmic trading framework for cryptocurrencies.☆1,162Updated 6 months ago
- QTPyLib, Pythonic Algorithmic Trading☆2,172Updated 3 years ago
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,630Updated 2 months ago
- Trading and Backtesting environment for training reinforcement learning agent or simple rule base algo.☆1,623Updated 11 months ago
- List of awesome resources for machine learning-based algorithmic trading☆1,544Updated last year
- Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C☆1,046Updated 2 months ago
- Quantitative analysis, strategies and backtests☆2,295Updated last year
- Systematic Trading in python☆2,731Updated this week
- Common financial technical indicators implemented in Pandas.☆2,155Updated 2 years ago
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆905Updated last year
- Python library to download market data via Bloomberg, Eikon, Quandl, Yahoo etc.☆1,735Updated this week
- A list of online resources for quantitative modeling, trading, portfolio management☆3,087Updated 7 months ago
- Framework for algorithmic trading☆797Updated last year
- Zipline, a Pythonic Algorithmic Trading Library☆1,247Updated last month
- fastquant — Backtest and optimize your ML trading strategies with only 3 lines of code!☆1,545Updated last year
- bt - flexible backtesting for Python☆2,348Updated last month
- Developing Options Trading Strategies using Technical Indicators and Quantitative Methods☆853Updated 8 months ago
- Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]☆1,736Updated 2 years ago
- Quant/Algorithm trading resources with an emphasis on Machine Learning☆2,788Updated last year
- QuantStart.com - QSTrader backtesting simulation engine.☆3,017Updated 6 months ago
- A Python-based development platform for automated trading systems - from backtesting to optimisation to livetrading.☆1,042Updated 9 months ago
- Common financial risk and performance metrics. Used by zipline and pyfolio.☆1,324Updated 5 months ago
- A nimble options backtesting library for Python☆1,022Updated 6 months ago
- Asynchronous, event-driven algorithmic trading in Python and C++☆692Updated last month
- ffn - a financial function library for Python☆2,084Updated last month
- Various Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau☆1,724Updated 2 weeks ago
- Portfolio analytics for quants, written in Python☆5,165Updated 2 months ago
- Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent☆871Updated 3 years ago
- Performance analysis of predictive (alpha) stock factors☆3,481Updated 11 months ago
- Example Order Book Imbalance Algorithm☆775Updated last year