tomyitav / talib-extensionsLinks
Implementing technical indicators that are not implemented in ta-lib
☆68Updated 9 years ago
Alternatives and similar repositories for talib-extensions
Users that are interested in talib-extensions are comparing it to the libraries listed below
Sorting:
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆68Updated 8 years ago
- ☆106Updated 8 years ago
- portfolio construction and quantitative analysis☆140Updated 10 years ago
- Technical Analysis Library Time-Series☆154Updated last month
- Algorithmic trading platform for multiple assets☆37Updated 8 years ago
- Python library for backtesting technical/mechanical strategies in the stock and currency markets☆102Updated 8 years ago
- Extension for creating Performance Reports with Backtrader☆72Updated 7 years ago
- Modular trading models with Interactive Brokers and backtester in Python☆122Updated 6 years ago
- Algo execution engine☆93Updated 9 years ago
- Make the Python IB API from Interactive Brokers run inside an event loop☆83Updated 7 years ago
- Notebooks and stuff from quantfiction.com☆37Updated 5 years ago
- Lightweight Python3 library that calculates TA-Lib Technical Indicators live.☆46Updated 7 years ago
- HFTrader is fully automated high frequency trading system☆96Updated 12 years ago
- Kelly Criterion calculation☆100Updated 2 years ago
- The Thalesians' Python library☆64Updated 8 years ago
- Select a supervised algorithm that can predict stock prices of historical data based on the predictors (statistical indicators). Accordin…☆44Updated 2 years ago
- Stock portfolio optimizer in Python based on least correlated moving sharpe / sortino ratios.☆54Updated 10 years ago
- ☆127Updated 6 years ago
- Some trading strategies implemented using Backtrader☆29Updated 6 years ago
- Python framework for real-time financial and backtesting trading strategies☆214Updated 9 years ago
- Monkey patches to grease the Interactive Brokers Python API☆17Updated 7 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- Example of adaptive trend following strategy based on Renko☆121Updated 6 years ago
- IbPy-like interface for the Interactive Brokers Python API☆60Updated last year
- ☆73Updated 3 years ago
- Deep learning framework for HFT algorithmic trading strategy development☆75Updated 4 years ago
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆37Updated 8 years ago
- libraries and algorithms for IBridgePy☆34Updated 10 years ago
- Python based Quant Finance Models, Tools and Algorithmic Decision Making☆46Updated 7 years ago
- Notes for Active Portfolio Management, by Grinold and Kahn☆46Updated 9 years ago