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.
☆2,011Updated 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
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,657Updated 5 months ago
- Trading and Backtesting environment for training reinforcement learning agent or simple rule base algo.☆1,651Updated last year
- Algorithmic trading framework for cryptocurrencies.☆1,221Updated 8 months ago
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆925Updated last year
- QTPyLib, Pythonic Algorithmic Trading☆2,186Updated 3 years ago
- Systematic Trading in python☆2,813Updated 2 weeks ago
- Quantitative analysis, strategies and backtests☆2,453Updated last year
- bt - flexible backtesting for Python☆2,450Updated last month
- Developing Options Trading Strategies using Technical Indicators and Quantitative Methods☆870Updated 10 months ago
- Asynchronous, event-driven algorithmic trading in Python and C++☆706Updated 3 months ago
- A nimble options backtesting library for Python☆1,053Updated 8 months ago
- Framework for algorithmic trading☆817Updated last year
- Python library to download market data via Bloomberg, Eikon, Quandl, Yahoo etc.☆1,787Updated last week
- Example Order Book Imbalance Algorithm☆787Updated last year
- A list of online resources for quantitative modeling, trading, portfolio management☆3,197Updated 9 months ago
- Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]☆1,758Updated 2 years ago
- Common financial technical indicators implemented in Pandas.☆2,175Updated 2 years ago
- A program for financial portfolio management, analysis and optimisation.☆1,502Updated last year
- Zipline, a Pythonic Algorithmic Trading Library☆1,315Updated 3 months ago
- QuantStart.com - QSTrader backtesting simulation engine.☆3,085Updated 8 months ago
- Python-based framework for backtesting trading strategies & analyzing financial markets [GUI ]☆728Updated 2 years ago
- List of awesome resources for machine learning-based algorithmic trading☆1,588Updated last year
- Quant/Algorithm trading resources with an emphasis on Machine Learning☆2,883Updated last year
- Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy☆1,135Updated 4 years ago
- fastquant — Backtest and optimize your ML trading strategies with only 3 lines of code!☆1,595Updated last year
- Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent☆881Updated 3 years ago
- Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C☆1,081Updated 4 months ago
- Common financial risk and performance metrics. Used by zipline and pyfolio.☆1,352Updated 7 months ago
- A Python async and event driven framework for algorithmic trading, with a focus on crypto currencies.☆689Updated last month
- Performance analysis of predictive (alpha) stock factors☆3,582Updated last year