wynfred / pressoLinks
Event-driven backtest/realtime quantitative trading system.
☆76Updated 4 years ago
Alternatives and similar repositories for presso
Users that are interested in presso are comparing it to the libraries listed below
Sorting:
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆93Updated 5 months ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆104Updated 6 years ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 12 years ago
- Example of adaptive trend following strategy based on Renko☆124Updated 6 years ago
- Limit Order Book Implemented in Python☆99Updated 7 years ago
- Automatically trades NYSE stocks and ETFs using three high-frequency trading strategies☆72Updated last year
- ☆142Updated 2 years ago
- algo trading backtesting on BitMEX☆82Updated last year
- High Frequency Trading☆110Updated 7 years ago
- Order Imbalance Strategy in High Frequency Trading☆140Updated 7 years ago
- Collection of indicators that I used in my strategies.☆58Updated 6 months ago
- Generate various Alternative Bars both historically and at real-time.☆36Updated 3 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆69Updated 4 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆70Updated 9 years ago
- An event-driven backtester☆110Updated 5 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆79Updated 7 years ago
- ☆119Updated 7 years ago
- Analysis of High Frequency Trading on Bitcoin exchanges☆167Updated 8 years ago
- Deep Q-Learning for Market Making☆127Updated 7 years ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆173Updated 6 years ago
- Pairs Trading with Machine Learning on Distributed Python Platform☆122Updated 3 years ago
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆130Updated 4 years ago
- The Option Lab is an automated backtesting framework for option trading strategies. The results generated by the code are visualised on o…☆58Updated 3 years ago
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆95Updated 4 years ago
- This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…☆72Updated 7 years ago
- Python Implementations of popular Algorithmic Trading Strategies☆116Updated 8 months ago
- Technical Analysis Library Time-Series☆154Updated 4 months ago
- QSTrader☆132Updated 6 years ago
- Visualization Tool for Deribit Options☆82Updated 5 years ago
- ☆128Updated last month