seekersoftec / quantinautLinks
Navigating Markets with Intelligent Exploration.
☆29Updated 5 months ago
Alternatives and similar repositories for quantinaut
Users that are interested in quantinaut are comparing it to the libraries listed below
Sorting:
- ☆67Updated last year
- System for Using Random Forest Models to Predict S&P 500 Volatility - The Quant's Playbook @ Substack☆12Updated 2 years ago
- High-frequency statistical arbitrage☆244Updated 2 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆286Updated last week
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆237Updated 2 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆79Updated 8 years ago
- A curated list of Quantitative Finance papers.☆82Updated last week
- ☆39Updated 4 years ago
- A Collection of public tutorials published in the qubitquants.pro blog☆74Updated 2 years ago
- algo trading backtesting on BitMEX☆81Updated 2 years ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆115Updated last year
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆75Updated 5 years ago
- ☆123Updated 8 years ago
- CS7641 Team project☆97Updated 5 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆144Updated 2 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆141Updated last year
- Order Imbalance Strategy in High Frequency Trading☆141Updated 7 years ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆177Updated 6 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆75Updated 3 years ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 12 years ago
- An All-in-One Algo-Trading Framework: Backtest -> Train -> Trade -> Monitor. Machine / Deep Learning Ready. Supports All Trading: TradFi+…☆62Updated this week
- TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative fin…☆51Updated 2 years ago
- Python API for accessing Lake high frequency tick trades & order book data☆59Updated 3 months ago
- This Python package manages methods to reshape tick by tick data for order flow analysis☆114Updated 3 weeks ago
- 非平衡订单流高频交易模型☆113Updated 7 years ago
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆92Updated 2 years ago
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆97Updated 5 years ago
- Addons (analyzers, observers, indicators, data feeds etc) for backtrader☆33Updated 2 years ago
- ☆49Updated 6 years ago
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆135Updated 4 years ago