Alternatives and similar repositories for frama

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

• hanxixuana / flowrisk
  A Python Implementation of Measures for Order Flow Risk, e.g. VPIN
  ☆97Updated 5 years ago
• alexanu / Python_Trading_Snippets
  Collections of snippets for trading I find interesting
  ☆28Updated last year
• ChaosQuant / stockindex500
  Trend Prediction for High Frequency Trading
  ☆42Updated 3 years ago
• StateOfTheArt-quant / sharpe
  sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…
  ☆51Updated 4 years ago
• laikasinjason / deep-q-learning-trading-system-on-hk-stocks-market
  Deep q learning on determining buy/sell signal and placing orders
  ☆51Updated 6 years ago
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆58Updated 6 years ago
• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆97Updated 2 years ago
• StateOfTheArt-quant / trading_gym
  a unified environment for supervised learning and reinforcement learning in the context of quantitative trading
  ☆46Updated 4 years ago
• philipperemy / lead-lag
  Estimation of the lead-lag parameter from non-synchronous data.
  ☆134Updated 10 months ago
• nife8975 / Trendline_Tools
  Tools to calculate and plot support/resistance lines for OHLC datasets
  ☆26Updated 7 years ago
• BryceMeng / mlfinlab_research_bryce
  ☆24Updated 5 years ago
• Yikiwi13 / HMM-GMM-Timing-Strategy
  ☆47Updated 4 years ago
• m4rk-lewis / FinBERT_feat_eng_for_Momentum_Transformer
  A Sharpe ratio optimised decoder-only TFT based Momentum Transformer and LSTM Deep Momentum Network trading model using FinBERT breaking …
  ☆25Updated 2 years ago
• 10mohi6 / stock-pairs-trading-python
  stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.
  ☆38Updated 2 years ago
• aticio / legitindicators
  Collection of indicators that I used in my strategies.
  ☆60Updated 10 months ago
• PortfolioEffect / PE-HFT-Python
  Python library for high frequency portfolio analysis, intraday backtesting and optimization
  ☆68Updated 8 years ago
• sapphire921 / HFT-Pairs-Trading
  High Frequency Pairs Trading Based on Statistical Arbitrage (Python)
  ☆103Updated 6 years ago
• HujiaYuYoyo / 448Project
  High Frequency Trading
  ☆110Updated 7 years ago
• BananaHamm / Equity_StatArb
  Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee
  ☆26Updated 7 years ago
• saiteja-2811 / Image-Classification-for-Trading-Strategies
  Image Classification for Trading Strategies - Project for Machine Learning Class
  ☆37Updated 4 years ago
• wynfred / presso
  Event-driven backtest/realtime quantitative trading system.
  ☆76Updated 4 years ago
• Jackmzw / Price_Prediction_LOB
  Deep learning for price movement prediction using high frequency limit order data
  ☆39Updated 7 years ago
• Sidhus234 / Hurst-Exponent-Trading-Strategy
  ☆42Updated 4 years ago
• grayvalley / microprice-calibration
  Calibrates microprice model to BitMEX quote data
  ☆64Updated 4 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…
  ☆54Updated 5 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆33Updated 4 years ago
• felixpatzelt / priceprop
  Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.
  ☆24Updated 8 years ago
• jktis / Trade-Classification-Algorithms
  To classify trades into buyer- and seller-initiated.
  ☆155Updated 3 years ago
• cswaney / prickle
  A Python toolkit for high-frequency trade research.
  ☆43Updated 7 years ago
• xhshenxin / Micro_Price
  ☆55Updated 4 years ago