Alternatives and similar repositories for ta-lib-rt

Users that are interested in ta-lib-rt are comparing it to the libraries listed below

• chicago-joe / InteractiveBrokers-PairsTrading-Algo
  A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python
  ☆91Updated last month
• andrey-zotov / ib_console
  Interactive Brokers cli
  ☆31Updated 4 years ago
• ghgr / HFT_Bitcoin
  Analysis of High Frequency Trading on Bitcoin exchanges
  ☆156Updated 7 years ago
• tobiasbrodd / backtester
  An event-driven backtester
  ☆107Updated 5 years ago
• martinobdl / ITCH
  Nasdaq Order Book Reconstructor
  ☆245Updated 3 years ago
• vollib / py_lets_be_rational
  ☆59Updated 11 months ago
• pengjin2 / Derbit-Volatility-Visulization
  Visualization Tool for Deribit Options
  ☆82Updated 5 years ago
• ntorm1 / Atlas
  ☆56Updated last year
• ednunezg / pytrendline
  Python library - detection of support and resistance trendlines for technical analysis. With tuning parameters and plotting capabilities
  ☆99Updated 7 months ago
• quantroom-pro / pyrenko
  ☆126Updated 6 years ago
• bmoscon / orderbook
  A fast L2/L3 orderbook data structure, in C, for Python
  ☆276Updated 7 months ago
• QuantConnect / IBAutomater
  Automates IB Gateway start, stopping and restarting.
  ☆117Updated 3 months ago
• roq-trading / roq-cpp-samples
  C++23 examples.
  ☆164Updated last month
• AnthonyBradford / optionmatrix
  Financial Derivatives Calculator with 171+ Models (Options Calculator)
  ☆218Updated 3 months ago
• rudimeier / twsapi
  portable C++ API for Interactive Brokers TWS
  ☆132Updated 6 years ago
• FutTrader / footprint-system
  A footprint reversal system to be used inline with your market structure analysis.
  ☆81Updated 5 years ago
• pegahcarter / TAcharts
  Apply popular TA tools and charts to candlestick data with NumPy.
  ☆156Updated 2 years ago
• DrAshBooth / PyLOB
  Fully functioning fast Limit Order Book written in Python
  ☆190Updated 2 years ago
• akapur / pyiqfeed
  Python LIbrary for reading DTN's IQFeed
  ☆179Updated 4 months ago
• joequant / algobroker
  Algo execution engine
  ☆93Updated 9 years ago
• marcdemers / py_vollib_vectorized
  A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
  ☆133Updated 6 months ago
• quantrocket-llc / moonshot
  Vectorized backtester and trading engine for QuantRocket
  ☆221Updated 6 months ago
• ragoragino / avellaneda-stoikov
  Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008):…
  ☆89Updated 7 years ago
• deltaray-io / ib_dl
  Historical market data downloader using Interactive Brokers TWS
  ☆59Updated 6 years ago
• DavidCico / Enhanced-Event-Driven-Backtester
  In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…
  ☆64Updated 4 years ago
• mdibo / Avellaneda-Stoikov
  Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov
  ☆144Updated 5 years ago
• judopro / Stock_Support_Resistance_ML
  Using Unsupervised learning, K-means, to determine stock support and resistance levels. Great for trading algorithms/bots using time seri…
  ☆109Updated 4 years ago
• hzjken / HFT-price-prediction
  A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.
  ☆163Updated 5 years ago
• aticio / legitindicators
  Collection of indicators that I used in my strategies.
  ☆55Updated 2 months ago
• vollib / lets_be_rational
  ☆41Updated 10 years ago