Oleksandr Anufriyev's repositories
lemon_markets
Scripts to trade with german company lemon markets on Gettex
deep_learn_stat_arb
Deep Learning Statistical Arbitrage
FINRAShortData
Process FINRA Short Daily Data feeds
stock-trader
Automatically analyze and trade stocks. Perform analysis and trades daily.
foolcalls
scrape conference call transcripts and metadata from fool.com, with optional aws integration (s3 + athena)
MHDDoS
Best DDoS Attack Script Python3, (Cyber / DDos) Attack With 56 Methods
Alpaca-LETF-Arbitrage
A simple investigation using publicly available data of the possible arbitrage opportunities on leveraged ETF products. Work in progress.
commitm_of_traders_reports
cot_reports is a Python library for fetching the Commitments of Trader reports of the Commodity Futures Trading Commission (CFTC). The following COT reports are supported: Legacy Futures-only, Legacy Futures-and-Options Combined, Supplemental Futures-and-Options Combined, Disaggregated Futures-only, Disaggregated Futures-and-Options Combined, Trad
ib-scripts
Python scripts that use the Interactive Brokers TWS API
sec-api-python
Python SEC EDGAR Filings API. Over 18 million filings, all 150 filing types supported. Query, full-text search and real-time stream API. Convert XBRL-to-JSON and access standardized financial statements from 10-K and 10-Q filings.
tos_options_dashboard
Interactive dashboard to filter and analyse stock options contracts (Built using data from ThinkOrSwim's API and Plotly Dash components)
HFTFramework
Market making algorithmic trading framework used to test reinforcement learning on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-making algorithm "
Leveraged_ETF_Tree_Search
Tree search algo for a regularly rebalanced portfolio of leveraged ETF product.
aat
Asynchronous, event-driven algorithmic trading in Python and C++
afk_trader
This repo contains my final project for CPE 551. An automated trading bot using the Alpaca API and hosted in AWS.
qf-lib
Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance.
centralbank_analysis
Analyze central bank announcements
BullETS
BullETS is a Python library designed to help with the development of algorithmic trading strategies.
GamestonkTerminal
Investment Research for Everyone.
machine-learning-for-trading
Code for Machine Learning for Algorithmic Trading, 2nd edition.
MA_PREDICTOR
Project of batch 682
overnight
Earnings trading tool
Alternative-Bars
Generate various Alternative Bars both historically and at real-time.
kyd-downloader
Google cloud functions to implement a fully automatic download system
Trade-Classification-Algorithms
To classify trades into buyer- and seller-initiated.