twmeggs / PyRebuildLOB
☆17Updated 9 years ago
Related projects ⓘ
Alternatives and complementary repositories for PyRebuildLOB
- Limit Order Book Implemented in Python☆91Updated 6 years ago
- Statistical arbitrage simulation, modeling and backtesting with Python.☆55Updated 8 years ago
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆35Updated 7 years ago
- Deep learning framework for HFT algorithmic trading strategy development☆73Updated 3 years ago
- obAnalytics Shiny front-end☆74Updated 6 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆65Updated 7 years ago
- Market Making / Stat Arb strategy☆60Updated 7 years ago
- Trading platform for high frequency data☆15Updated 10 years ago
- python-trading☆13Updated 5 years ago
- An event-based backtester written in Python for algorithmic trading.☆43Updated 7 years ago
- A python script to download daily futures market data from Interactive Brokers using IbPy☆28Updated 6 years ago
- Volume-Synchronized Probability of Informed Trading☆106Updated 11 years ago
- ☆34Updated 6 years ago
- Marketmaker trading strategy☆26Updated 8 years ago
- very fast python backtesting framework based on amibroker backtesting methodology☆40Updated 6 years ago
- This module allows you to easily create order-based financial markets, add agents with various strategies, and evaluate the actions of ag…☆29Updated 2 years ago
- finance☆43Updated 7 years ago
- Stock portfolio optimizer in Python based on least correlated moving sharpe / sortino ratios.☆54Updated 9 years ago
- Notebooks and stuff from quantfiction.com☆36Updated 4 years ago
- ☆36Updated 6 years ago
- Algo execution engine☆89Updated 8 years ago
- Select a supervised algorithm that can predict stock prices of historical data based on the predictors (statistical indicators). Accordin…☆42Updated last year
- Futures trading database/backtester/analysis☆19Updated 5 years ago
- ☆45Updated 7 years ago
- general purpose backtesting platform, prevents look-ahead bias☆30Updated 13 years ago
- Example of order book modeling.☆57Updated 5 years ago
- The strategy-backtesting repository will hold the event driven python backtester. This program will test algorithmic strategies and pro…☆17Updated 8 years ago
- A Python toolkit for high-frequency trade research.☆39Updated 6 years ago