Alternatives and similar repositories for AlgoTradingSummit

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

• cuemacro / tcapy
  Open source TCA (transaction cost analysis) Python library for FX spot
  ☆246Updated 2 years ago
• hudson-and-thames / portfoliolab
  PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…
  ☆176Updated 4 years ago
• hudson-and-thames / arbitrage_research
  Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.
  ☆141Updated last year
• lambdaclass / options_backtester
  Simple backtesting software for options
  ☆194Updated last year
• robertmartin8 / pValuation
  Quantamental finance research with python
  ☆154Updated 3 years ago
• gabrielepompa88 / pyBlackScholesAnalytics
  Options and Option Strategies analytics for educational purpose using the Black-Scholes Model
  ☆125Updated 3 years ago
• marketneutral / pairs-trading-with-ML
  ☆215Updated 8 years 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
• jktis / Trade-Classification-Algorithms
  To classify trades into buyer- and seller-initiated.
  ☆155Updated 3 years ago
• jensolson / SPX-Gamma-Exposure
  Calculates estimate of market maker gamma exposure derived from S&P 500 index options
  ☆148Updated 6 months ago
• hashABCD / opstrat
  Option visualization python package
  ☆159Updated 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
• sirnfs / OptionSuite
  Option and stock backtester / live trader
  ☆282Updated last year
• rubenbriones / Probabilistic-Sharpe-Ratio
  Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)
  ☆128Updated 5 years ago
• AI-Stuff / hudson-and-thames-research
  Research Repo (Archive)
  ☆75Updated 5 years ago
• hjeffreywang / Stock_feature_engineering
  Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…
  ☆75Updated 5 years ago
• simaomsarmento / PairsTrading
  Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…
  ☆172Updated 6 years ago
• wywongbd / pairstrade-fyp-2019
  We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.
  ☆270Updated 3 years ago
• hudson-and-thames / backtest_tutorial
  ☆152Updated 2 years ago
• fernandodelacalle / adv-financial-ml-marcos-exercises
  Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado
  ☆223Updated 4 years ago
• sanjeevai / multi-factor-model
  Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…
  ☆135Updated 7 years ago
• AlainDaccache / Quantropy
  Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeli…
  ☆174Updated last year
• gjimzhou / MTH9879-Market-Microstructure-Models
  A collection of homeworks of market microstructure models.
  ☆277Updated 7 years ago
• thlemercier / Wifey-Miro
  ☆120Updated 3 years ago
• Manudecara / Algo-Trading
  This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…
  ☆135Updated 4 years ago
• sumilk / algo_trading
  ☆141Updated 2 years ago
• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆166Updated this week
• Roshanmahes / Quant-Finance
  Some notebooks with powerful trading strategies.
  ☆97Updated 5 years ago
• OptionsnPython / Option-strategies-backtesting-in-Python
  Python codes used in book 'Option Greeks Strategies & Backtesting in Python'
  ☆163Updated 4 years ago
• beinghorizontal / tpo_project
  Visualisation for auction market theory with live charts
  ☆129Updated 5 years ago