Alternatives and similar repositories for Tom-Demark-Indicator:

Users that are interested in Tom-Demark-Indicator are comparing it to the libraries listed below

• QubitQuants / vectorbt_pro_tutorials
  A Collection of public tutorials published in the qubitquants.pro blog
  ☆66Updated last year
• JackBrady / Financial-Machine-Learning
  Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado
  ☆124Updated 5 years ago
• wangy8989 / Pairs-Trading-with-Machine-Learning
  Pair Trading Strategy using Machine Learning written in Python
  ☆116Updated 2 years ago
• backtrader / backtrader-docs
  backtrader documentation
  ☆60Updated last year
• Harkishan-99 / Alternative-Bars
  Generate various Alternative Bars both historically and at real-time.
  ☆34Updated 2 years ago
• ab-trader / backtrader_addons
  Addons (analyzers, observers, indicators, data feeds etc) for backtrader
  ☆31Updated last year
• jeffrey-liang / quantitative
  quantitative - Quantitative finance back testing library
  ☆63Updated 6 years ago
• sapphire921 / HFT-Pairs-Trading
  High Frequency Pairs Trading Based on Statistical Arbitrage (Python)
  ☆101Updated 6 years ago
• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆79Updated 2 years ago
• cirla / tulipy
  [NOT ACTIVELY MAINTAINED] Tulipy - Financial Technical Analysis Indicator Library (Python bindings for Tulip Charts)
  ☆94Updated 6 years ago
• jheusser / vpin
  Volume-Synchronized Probability of Informed Trading
  ☆111Updated 11 years ago
• AI-Stuff / hudson-and-thames-research
  Research Repo (Archive)
  ☆73Updated 4 years ago
• Wkemery / ElliotWaveAnalysis
  Elliot Wave Analyzer for OHLC data
  ☆77Updated 6 years ago
• jensolson / SPX-Gamma-Exposure
  Calculates estimate of market maker gamma exposure derived from S&P 500 index options
  ☆127Updated 5 years ago
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆76Updated 6 years ago
• WongYatChun / Advances-in-Financial-Machine-Learning
  Notes on Advances in Financial Machine Learning
  ☆77Updated 6 years ago
• theoptionlab / theoptionlab
  The Option Lab is an automated backtesting framework for option trading strategies. The results generated by the code are visualised on o…
  ☆56Updated 2 years ago
• hsm207 / trading_evolved
  Code from the Trading Evolved book
  ☆44Updated 4 years ago
• jo-cho / trading-rules-using-machine-learning
  A financial trading method using machine learning.
  ☆60Updated 2 years ago
• quantopian / mlfinlab
  MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…
  ☆62Updated 2 years ago
• nife8975 / Trendline_Tools
  Tools to calculate and plot support/resistance lines for OHLC datasets
  ☆26Updated 6 years ago
• quantroom-pro / pyrenko
  ☆125Updated 6 years ago
• Oxylo / btreport
  Extension for creating Performance Reports with Backtrader
  ☆72Updated 6 years ago
• aconstandinou / pairs-trading-equities
  ☆24Updated 6 years ago
• hanxixuana / flowrisk
  A Python Implementation of Measures for Order Flow Risk, e.g. VPIN
  ☆89Updated 4 years ago
• hackingthemarkets / backtrader-interactive-brokers
  integrate backtrader with interactive brokers
  ☆45Updated 3 years ago
• halcyon0811 / implied-volatility-smirk-trading
  The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return
  ☆37Updated 4 years ago
• ldt9 / PyOptionTrader
  Options Trader written in Python based off the ib_insync library.
  ☆48Updated last year
• happydasch / btconfig
  btconfig provides a simple way to initialize a strategy using config files with additional features.
  ☆40Updated 9 months ago
• OmegaTrading / OmegaUI
  Backtrader Front End
  ☆172Updated 6 years ago