webpolis / blackbirdView external linksLinks
☆20Nov 28, 2020Updated 5 years ago
Alternatives and similar repositories for blackbird
Users that are interested in blackbird are comparing it to the libraries listed below
Sorting:
- Remove Weekends and Holidays From ggplot2 Axes☆10Mar 16, 2016Updated 9 years ago
- MFM workshop project☆14Jan 25, 2021Updated 5 years ago
- How to apply Deep Learning to create a mean reverting portfolio☆13Nov 9, 2020Updated 5 years ago
- Script for trade arbitrage opportunities between European-style options and Perpetual futures, with notifications in telegram☆10Jun 10, 2023Updated 2 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Apr 2, 2018Updated 7 years ago
- A proof-of-concept algorithmic trading framework optimised in high-frequency and arbitrage trading☆11May 25, 2025Updated 8 months ago
- 多因子lstm预测☆13Jun 22, 2022Updated 3 years ago
- Collection of numerical methods for high frequency data, in Python notebooks☆13Mar 10, 2021Updated 4 years ago
- Market making strategies and scientific papers☆14Aug 20, 2023Updated 2 years ago
- Code file for Mastering Parallel Programming with R by Packt Publishing☆11Jan 30, 2023Updated 3 years ago
- tick价差套利（参考vnpy网友资料、vnpy论坛资料、windquant）： 1、按被动腿时间戳对齐 2、profile函数展示（需要py3） 3、平稳性检验 4、对冲手数计算 5、2sigma开仓，3sigma止损(或者赌价差扩散？)6、连续止损后cool down一…☆14Nov 2, 2019Updated 6 years ago
- A main CTA backtesting system and several research of utilizing machine learning on asset pricing☆14Dec 9, 2024Updated last year
- Repository for bittensor validators☆16Nov 27, 2023Updated 2 years ago
- Trailing Buy and Sell Cryptobot for Bybit in real time via Websockets. Includes technical analysis, multiple intervals, order combination…☆14Jun 25, 2025Updated 7 months ago
- Book resources for Beyond Spreadsheets with R☆13Dec 14, 2018Updated 7 years ago
- Performance analysis of predictive (alpha) factors☆16Jul 25, 2025Updated 6 months ago
- A shiny application to explore the basics of option evaluation☆15Sep 19, 2017Updated 8 years ago
- Crypto-Options Volatility Surface Calibration and Arbitrage☆17Dec 26, 2022Updated 3 years ago
- 用SVM构建高频交易策略☆13Oct 21, 2019Updated 6 years ago
- Creating DRL infrastructure for Dynamic Beta with Zipline and Keras☆14Dec 8, 2022Updated 3 years ago
- ☆16Apr 6, 2022Updated 3 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆20Dec 8, 2022Updated 3 years ago
- Limit Orderbook CNN model implementation for ETH-BTC (buy-low-sell-high indicator)☆17Mar 20, 2023Updated 2 years ago
- Template monorepo which involves Django 4.0, DRF, React 18, Typescript, Sass, Postgres, docker-compose and optional deployment to Heroku.…☆15Nov 26, 2022Updated 3 years ago
- Thinkful data science program portfolio☆14May 14, 2020Updated 5 years ago
- The visualize_crypto_options repository provides a Python script for visualizing cryptocurrency (BTC, ETH, SOL, USDC) options traded on t…☆15Mar 1, 2023Updated 2 years ago
- Portable R for Bloomberg and Refinitiv Eikon☆18Feb 24, 2025Updated 11 months ago
- Implementation in Python of the market making algorithm described in "Optimal high frequency trading with limit and market orders" by Gui…☆18Nov 10, 2023Updated 2 years ago
- Collection of Models related to market making☆17Jan 25, 2021Updated 5 years ago
- A Higher-order HMM with EM algo.☆16May 4, 2022Updated 3 years ago
- High Frequency Trading bot for 2019 Traders at MIT, HFT Case. I placed 4th in the HFT competition (2nd overall) out of 120.☆19Oct 27, 2019Updated 6 years ago
- AS model performance versus trivial delta for market-makers☆21Jan 13, 2022Updated 4 years ago
- Neural networks can detect model-free arbitrage static strategies☆17Jul 6, 2023Updated 2 years ago
- ☆18Sep 22, 2023Updated 2 years ago
- A market making algorithm based on the Avellaneda Stoikov paper on Deribit derivatives exchange. A gradient boosted model is used for vol…☆23Feb 2, 2025Updated last year
- from for/if/else to my first option back-test function☆21Jul 8, 2020Updated 5 years ago
- ☆25Dec 17, 2018Updated 7 years ago
- Blackbird Bitcoin Arbitrage: a long/short market-neutral strategy☆19Jun 8, 2015Updated 10 years ago
- ☆20Jun 25, 2025Updated 7 months ago