QuantDaddy's repositories
algotrading-example
algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, market making)
avellaneda-stoikov
Avellaneda-Stoikov HFT market making algorithm implementation
book-dp1
Dynamic Programming Volume 1
books
Source code for 200+ books, kept here for quick reference
Causal-Inference-and-Discovery-in-Python
Causal Inference and Discovery in Python by Packt Publishing
ccapi
A header-only C++ library for interacting with crypto exchanges. Binding for Python is provided. A spot market making application is also provided as an end-to-end solution for liquidity providers.
collect-binancefutures
Collect BinanceFutures's trade and orderbook(depth) feeds.
example-scalping
A working example algorithm for scalping strategy trading multiple stocks concurrently using python asyncio
fin-ml
This github repository of "Machine Learning and Data Science Blueprints for Finance". Please star.
FinancePy
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
FinRL
FinRL: Financial Reinforcement Learning. 🔥
hftbacktest
A high-frequency trading and market-making backtesting tool accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books.
Machine-Learning-for-Algorithmic-Trading-Second-Edition
Code and resources for Machine Learning for Algorithmic Trading, 2nd edition.
Machine-Learning-for-Asset-Managers
Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitative Finance) written by Prof. Marcos López de Prado.
market-making-backtest
algo trading backtesting on BitMEX
ML4FI
Python Repository for 'Machine Learning for Factor Investing (Python Version) (2023)'
notebooks
Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.
optopsy
A nimble options backtesting library for Python
Portfolio_Optimization
Implementing Portfolio Optimization with Python
Python-Basics-and-Data-Science
Python Programming Fundamentals and Introductory Data Science
quant-finance-lectures
Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.
sample-market-maker
Sample BitMEX Market Making Bot
smtm
It's a game to get money
volatility-trading
A complete set of volatility estimators based on Euan Sinclair's Volatility Trading
volvisualizer
Extract and visualize implied volatility from option chain data