Alternatives and similar repositories for zipline-live2

Users that are interested in zipline-live2 are comparing it to the libraries listed below

• SergioEspinoza / PyAlgoTrading_TradingWithIB
  Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )
  ☆29Updated 4 years ago
• hackingthemarkets / backtrader-interactive-brokers
  integrate backtrader with interactive brokers
  ☆48Updated 4 years ago
• ultra1971 / backtrader_ib_insync
  Async integration between backtrader and Interactive brokers.
  ☆73Updated 2 years ago
• sapphire921 / HFT-Pairs-Trading
  High Frequency Pairs Trading Based on Statistical Arbitrage (Python)
  ☆106Updated 6 years ago
• quantroom-pro / pyrenko
  ☆127Updated 6 years ago
• cirla / tulipy
  [NOT ACTIVELY MAINTAINED] Tulipy - Financial Technical Analysis Indicator Library (Python bindings for Tulip Charts)
  ☆92Updated 6 years ago
• ab-trader / backtrader_addons
  Addons (analyzers, observers, indicators, data feeds etc) for backtrader
  ☆32Updated last year
• Peropero0 / quantitative_finance_playground
  ☆57Updated 7 months ago
• crapher / medium
  ☆75Updated last year
• happydasch / btconfig
  btconfig provides a simple way to initialize a strategy using config files with additional features.
  ☆40Updated last year
• quantstart / qstrader
  QSTrader
  ☆132Updated 6 years ago
• thekioskman / mean_reversion_strategies
  Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.
  ☆61Updated 2 years ago
• ldt9 / PyOptionTrader
  Options Trader written in Python based off the ib_insync library.
  ☆59Updated last year
• lamres / pairs_trading_cryptocurrencies_strategy_catalyst
  Pairs trading strategy example based on Catalyst
  ☆49Updated 6 years ago
• rodler / quantinsti_statarb
  ☆64Updated 2 years ago
• jo-cho / trading-rules-using-machine-learning
  Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.
  ☆65Updated 2 years ago
• lamres / renko_trend_following_strategy_catalyst
  Example of adaptive trend following strategy based on Renko
  ☆121Updated 6 years ago
• pengjin2 / Derbit-Volatility-Visulization
  Visualization Tool for Deribit Options
  ☆82Updated 5 years ago
• judopro / Stock_Support_Resistance_ML
  Using Unsupervised learning, K-means, to determine stock support and resistance levels. Great for trading algorithms/bots using time seri…
  ☆109Updated 4 years ago
• chicago-joe / InteractiveBrokers-PairsTrading-Algo
  A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python
  ☆91Updated 3 months ago
• miroblog / limit_orderbook_prediction
  ☆139Updated 2 years ago
• WongYatChun / Advances-in-Financial-Machine-Learning
  Notes on Advances in Financial Machine Learning
  ☆80Updated 6 years ago
• diliprk / vectorbt_pro_dashboard
  A Dashboard for multi-time frame simulation analysis for a portfolio of instruments
  ☆41Updated 2 years ago
• wangy8989 / Pairs-Trading-with-Machine-Learning
  Pair Trading Strategy using Machine Learning written in Python
  ☆119Updated 3 years ago
• DavidCico / Enhanced-Event-Driven-Backtester
  In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…
  ☆67Updated 4 years ago
• sabirjana / blog
  Code and data for my blogs
  ☆91Updated 4 years ago
• halcyon0811 / implied-volatility-smirk-trading
  The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return
  ☆37Updated 4 years ago
• AI-Stuff / hudson-and-thames-research
  Research Repo (Archive)
  ☆75Updated 4 years ago
• hanxixuana / flowrisk
  A Python Implementation of Measures for Order Flow Risk, e.g. VPIN
  ☆93Updated 4 years ago
• jheusser / vpin
  Volume-Synchronized Probability of Informed Trading
  ☆113Updated 11 years ago