giranntu

mongo

The MongoDB Database

backtrader

Python Backtesting library for trading strategies

uvloop

Ultra fast asyncio event loop.

statsmodels

Statsmodels: statistical modeling and econometrics in Python

python-binance

Binance Exchange API python implementation for automated trading

binance-trading-bot

Automated Binance trading bot - Trade multiple cryptocurrencies. Buy low/sell high with Grid Trading. Integrated with TradingView technical analysis

mlfinlab

MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.

High-Frequency-Trading-Model-with-IB

A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python

Pearl

A Production-ready Reinforcement Learning AI Agent Library brought by the Applied Reinforcement Learning team at Meta.

clickhouse-operator

Altinity Kubernetes Operator for ClickHouse creates, configures and manages ClickHouse clusters running on Kubernetes

binance-public-data

Details on how to get Binance public data

finviz

Unofficial API for finviz.com

cryo

cryo is the easiest way to extract blockchain data to parquet, csv, json, or python dataframes

time-series-autoencoder

PyTorch Dual-Attention LSTM-Autoencoder For Multivariate Time Series

abides

ABIDES: Agent-Based Interactive Discrete Event Simulation

pairstrade-fyp-2019

We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.

orderbook

A fast L2/L3 orderbook data structure, in C, for Python

pairs_trading

experiments with pair trading

Koopa

Code release for "Koopa: Learning Non-stationary Time Series Dynamics with Koopman Predictors" (NeurIPS 2023), https://arxiv.org/abs/2305.18803

HFTFramework

HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-making algorithm "

Technical_Analysis_and_Feature_Engineering

Feature Engineering and Feature Importance in Machine Learning for Financial Markets

trials

Our codebase trials provide an implementation of the Select and Trade paper, which proposes a new paradigm for pair trading using hierarchical reinforcement learning. It includes the code for the proposed method and experimental results on real-world stock data to demonstrate its effectiveness.

trading-rules-using-machine-learning

A financial trading method using machine learning.

MLforFinance

CNN-for-Trading

Reimplementation of Paper: (Re-)Imag(in)ing Price Trends

rl4mm

A repository for simulating limit order book dynamics from historical data and using it to train a reinforcement learning agent to make markets.

coint-tools

Pair Trading Analysis & Exercises Toolkit [Jupyter Notebook]

Footprints

Quant-Trading-Dashboards

Equities Pair Trading/Statistical Arbitrage and Multi-Variable Index Regression

mlfinlab

Package based on the work of Dr Marcos Lopez de Prado regarding his research with respect to Advances in Financial Machine Learning