trufanov-nok / ta-lib-rt
TA-Lib RT is a fork of TA-Lib that provides additional API for incremental calculation of indicators without reprocessing whole data.
☆88Updated last year
Alternatives and similar repositories for ta-lib-rt:
Users that are interested in ta-lib-rt are comparing it to the libraries listed below
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆89Updated 2 years ago
- Analysis of High Frequency Trading on Bitcoin exchanges☆155Updated 7 years ago
- Make the Python IB API from Interactive Brokers run inside an event loop☆82Updated 7 years ago
- Visualization Tool for Deribit Options☆79Updated 4 years ago
- portable C++ API for Interactive Brokers TWS☆132Updated 5 years ago
- ☆125Updated 6 years ago
- ☆112Updated 7 years ago
- Nasdaq Order Book Reconstructor☆237Updated 3 years ago
- C++ Trading Algorithm Backtest Environment☆88Updated 6 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆138Updated 4 years ago
- algo trading backtesting on BitMEX☆76Updated last year
- This Python package manages methods to reshape tick by tick data for order flow analysis☆87Updated last month
- ☆53Updated 8 months ago
- An event-driven backtester☆104Updated 5 years ago
- Limit Order Book Implemented in Python☆93Updated 7 years ago
- C++ examples.☆161Updated 2 weeks ago
- QSTrader☆133Updated 6 years ago
- Technical Analysis Library Time-Series☆154Updated 6 months ago
- Fully functioning fast Limit Order Book written in Python☆184Updated 2 years ago
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆87Updated 4 years ago
- Volume-Synchronized Probability of Informed Trading☆110Updated 11 years ago
- Algo execution engine☆91Updated 8 years ago
- Order Imbalance Strategy in High Frequency Trading☆129Updated 6 years ago
- Financial Derivatives Calculator with 171+ Models (Options Calculator)☆208Updated 3 weeks ago
- Platform for backtesting and live-trading intraday Stock/ETF/ELW using recurrent neural networks☆42Updated 7 years ago
- Event-driven backtest/realtime quantitative trading system.☆74Updated 3 years ago
- Visualisation for auction market theory with live charts☆122Updated 4 years ago
- 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
- Elliot Wave Analyzer for OHLC data☆77Updated 6 years ago
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆130Updated 3 months ago