Bram Bouma's starred repositories
transformers
🤗 Transformers: State-of-the-art Machine Learning for Pytorch, TensorFlow, and JAX.
hftbacktest
A high-frequency trading and market-making backtesting and trading bot in Python and Rust, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books, with real-world crypto market-making examples for Binance Futures
applied-ml
📚 Papers & tech blogs by companies sharing their work on data science & machine learning in production.
anthology-of-modern-ml
Collection of important articles to be treated as a textbook
figgie-auto
An algorithmic sandbox for Jane Street's game, "Figgie"
pysystemtrade
Systematic Trading in python
zipline-reloaded
Zipline, a Pythonic Algorithmic Trading Library
backtrader
Python Backtesting library for trading strategies
arbitragelab
ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algorithms from the best academic journals.
arbitrage_research
Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.
bitcoinbook
Mastering Bitcoin 3rd Edition - Programming the Open Blockchain
profitnloss
A library to calculate and plot the profit and loss diagrams of stock options strategies.
mplfinance
Financial Markets Data Visualization using Matplotlib
backtesting.py
:mag_right: :chart_with_upwards_trend: :snake: :moneybag: Backtest trading strategies in Python.