Alternatives and similar repositories for frama

Users that are interested in frama are comparing it to the libraries listed below

• Yikiwi13 / HMM-GMM-Timing-Strategy
  ☆46Updated 3 years ago
• alexanu / Python_Trading_Snippets
  Collections of snippets for trading I find interesting
  ☆27Updated 7 months ago
• laikasinjason / deep-q-learning-trading-system-on-hk-stocks-market
  Deep q learning on determining buy/sell signal and placing orders
  ☆50Updated 6 years ago
• ChaosQuant / stockindex500
  Trend Prediction for High Frequency Trading
  ☆42Updated 2 years ago
• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆87Updated 2 years ago
• BryceMeng / mlfinlab_research_bryce
  ☆23Updated 5 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
• philipperemy / lead-lag
  Estimation of the lead-lag parameter from non-synchronous data.
  ☆128Updated 4 months ago
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆58Updated 6 years ago
• MislavSag / trademl
  The goal of the project is to build algorithmic trading system.
  ☆27Updated 4 years ago
• saiteja-2811 / Image-Classification-for-Trading-Strategies
  Image Classification for Trading Strategies - Project for Machine Learning Class
  ☆38Updated 4 years ago
• rspadim / Adv_Fin_ML
  Advances in Financial Machine Learning by Marcos Lopez De Prado
  ☆54Updated 6 years ago
• hanxixuana / flowrisk
  A Python Implementation of Measures for Order Flow Risk, e.g. VPIN
  ☆93Updated 4 years ago
• AntoBr96 / CNN-LSTM_Limit_Order_Book
  This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …
  ☆34Updated 4 years ago
• Sidhus234 / Hurst-Exponent-Trading-Strategy
  ☆41Updated 4 years ago
• convergenceIM / alpha-scientist
  ☆73Updated 3 years ago
• nife8975 / Trendline_Tools
  Tools to calculate and plot support/resistance lines for OHLC datasets
  ☆26Updated 7 years ago
• enjine-com / mcos
  Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"
  ☆58Updated 2 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆31Updated 4 years ago
• lamres / hmm_market_behavior
  Unsupervised Learning to Market Behavior Forecasting Example
  ☆42Updated 5 years ago
• StateOfTheArt-quant / sharpe
  sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…
  ☆50Updated 3 years ago
• aticio / legitindicators
  Collection of indicators that I used in my strategies.
  ☆58Updated 4 months ago
• xhshenxin / Micro_Price
  ☆52Updated 4 years ago
• PortfolioEffect / PE-HFT-Python
  Python library for high frequency portfolio analysis, intraday backtesting and optimization
  ☆68Updated 8 years ago
• Jackmzw / Price_Prediction_LOB
  Deep learning for price movement prediction using high frequency limit order data
  ☆40Updated 6 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
• quantrocket-codeload / pairs-pipeline
  Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …
  ☆35Updated last year
• jerrytigerxu / Pairs-Trading
  ☆23Updated 6 years ago
• kartikay94 / Selecting-stock-pairs-for-pairs-trading-while-incorporating-lead-lag-relationship
  ☆19Updated 5 years ago
• Yvaine-Zhang / Models-for-Intraday-Trading-Volume-Prediction
  Having effective intraday forecast for the level of trading volume is of vital importance to algorithmic trading and portfolio management…
  ☆49Updated 5 years ago