Alternatives and similar repositories for TT_Samples

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

• martinobdl / ITCH
  Nasdaq Order Book Reconstructor
  ☆269Updated 4 years ago
• vollib / lets_be_rational
  ☆44Updated 10 years ago
• rudimeier / twsapi
  portable C++ API for Interactive Brokers TWS
  ☆137Updated 6 years ago
• akapur / pyiqfeed
  Python LIbrary for reading DTN's IQFeed
  ☆181Updated last year
• Apress / testing-and-tuning-market-trading-systems
  Source Code for 'Testing and Tuning Market Trading Systems' by Timothy Masters
  ☆112Updated 7 years ago
• chicago-joe / InteractiveBrokers-PairsTrading-Algo
  A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python
  ☆93Updated 8 months ago
• evankirkiles / backtest-environment
  C++ Trading Algorithm Backtest Environment
  ☆95Updated 7 years ago
• morganstanley / pyfixmsg
  pyfixmsg is a library for parsing, manipulating and serialising FIX messages, primarily geared towards testing.
  ☆58Updated 2 years ago
• marcdemers / py_vollib_vectorized
  A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
  ☆147Updated last year
• yassinemaaroufi / MibianLib
  Python Options Pricing Library
  ☆288Updated 4 years ago
• spinlockirqsave / qt_tradingclient_1
  C++ trading client with Qt gui
  ☆42Updated 10 years ago
• anthonyng2 / ib
  Samples code demonstrating how to use IbPy to extract information from Interactive Brokers API
  ☆73Updated 7 years ago
• joequant / algobroker
  Algo execution engine
  ☆98Updated 9 years ago
• abbass2 / pyqstrat
  A fast, extensible, transparent python library for backtesting quantitative strategies.
  ☆369Updated 2 years ago
• felixkylo82 / options-pricing
  C++ implementation of options pricing models
  ☆76Updated 8 years ago
• quantstart / qstrader
  QSTrader
  ☆134Updated 6 years ago
• softwarespartan / IB4m
  Interactive Brokers API for Matlab
  ☆61Updated 4 years ago
• da4089 / simplefix
  Simple FIX protocol implementation for Python
  ☆252Updated 11 months ago
• erdewit / tws_async
  Make the Python IB API from Interactive Brokers run inside an event loop
  ☆82Updated 8 years ago
• OpenSourceRisk / ORE-SWIG
  ☆56Updated last year
• cuemacro / tcapy
  Open source TCA (transaction cost analysis) Python library for FX spot
  ☆246Updated 2 years ago
• vollib / py_vollib
  ☆382Updated 3 weeks ago
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆79Updated 7 years ago
• opendoor-labs / pyfin
  Basic options pricing in Python
  ☆316Updated 11 years ago
• gabrielepompa88 / pyBlackScholesAnalytics
  Options and Option Strategies analytics for educational purpose using the Black-Scholes Model
  ☆125Updated 3 years ago
• corbinbalzan / IBAPICode
  This repository holds the code examples for implementing the Interactive Brokers API. More information can be found at the link:
  ☆52Updated 5 years ago
• roq-trading / roq-cpp-samples
  C++ examples.
  ☆166Updated 3 weeks ago
• jensolson / SPX-Gamma-Exposure
  Calculates estimate of market maker gamma exposure derived from S&P 500 index options
  ☆148Updated 6 months ago
• AnthonyBradford / optionmatrix
  Financial Derivatives Calculator with 171+ Models (Options Calculator)
  ☆239Updated 11 months ago
• robcarver17 / reports
  Automatically generated reports and diagnostics of interest to futures traders
  ☆63Updated last week