svatasoiu / algorithmic-traderLinks
My own implementation of an algorithmic trader in OCaML
☆12Updated 11 years ago
Alternatives and similar repositories for algorithmic-trader
Users that are interested in algorithmic-trader are comparing it to the libraries listed below
Sorting:
- Source Code for "Q for Quants"☆32Updated 4 years ago
- A dashboard to visualize cryptocurrency implied volatility surfaces constructed with option data from Binance.☆73Updated 8 months ago
- OCaml Market Making Game (SEE PYTHON VERSION)☆50Updated 2 years ago
- Using graph algorithms to find arbitrage opportunities☆183Updated 6 years ago
- The repository for the Machine Learning and Big Data with kdb+/q book by Novotny et al.☆96Updated last year
- Repo for code used to perform research for the WorldQuant University MScFE Capstone project on "Application of algorithmic trading strate…☆25Updated 5 years ago
- Digital Signal Processing Indicators For Market Data.☆33Updated 5 years ago
- ☆50Updated 7 years ago
- A library to help writing wrappers around ocaml code for python☆99Updated last year
- Dashboard to track crypto spot-futures premiums☆54Updated 3 years ago
- FIX protocol for OCaml☆15Updated 5 years ago
- Database for L2 orderbook - Active Continuation of TectonicDB☆15Updated last year
- This is a Python-based repository for a multi-strategy quant system. It provides a framework for implementing and testing various quantit…☆24Updated 2 years ago
- Up-to-date code for Stat Arb bybit☆45Updated 3 years ago
- Volatility surface visualizer for cryptocurrency options.☆61Updated 3 years ago
- Q Learning automated bitcoin trader on Bitmex☆20Updated 6 years ago
- Multi-Agent eXchange simulator developed at Oxford-Man Institute☆65Updated 5 years ago
- The Breeden-Litzenberger formula, proposed by Douglas T. Breeden and Robert H. Litzenberger in 1978, is a method used to extract the impl…☆23Updated 2 years ago
- An optimal trading trajectory solver.☆38Updated 4 years ago
- Developing a trend following model using futures☆38Updated 2 years ago
- R package for financial simulation☆59Updated last month
- My quant portfolio leverages quantitative finance and data-driven insights to optimize investment strategies. Using advanced models, stat…☆36Updated 2 years ago
- A simple, extensible implementation of the limit order book.☆137Updated 4 years ago
- ☆49Updated 6 years ago
- Imandra Modelling Language CME MDP Model☆13Updated 5 years ago
- ☆19Updated 5 years ago
- A fast limit order book implementation in Python, inspired by voyager's winning 2011 QuantCup entry. (Also see kmanley/gorderbook, the Go…☆78Updated 5 years ago
- OCaml REST and WebSockets client for the Gemini Trading Exchange.☆20Updated last month
- Backtest asset allocation strategies in Python with only a background in pandas necessary☆48Updated 2 years ago
- OCaml ctypes bindings to llama.cpp☆15Updated 2 years ago