javifalces's repositories
HFTFramework
HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-making algorithm "
tradeasystems_connector
Layer to connect with market providers for data + trading from different algorithmic trading providers / cryptocurrencurrencies / forex / equities to local file database
Deep-Portfolio-Management
Source code for the blog post on the evolution of the asset allocation methods
degiro_portfolio_analytics
Portfolio Management Tool connecting to the user's account at the European's online broker DEGIRO. Check the README for more info.
LightMatchingEngine
A very light matching engine in Python.
multitasking
Non-blocking Python methods using decorators
Options-Calculator
Option Calculator using Black-Scholes model and Binomial model
orderGenerator
This module allows you to easily create order-based financial markets, add agents with various strategies, and evaluate the actions of agents on measures such as volatility, profits and more.
PythonMatchingEngine
High performance trading Matching Engine / Market Simulator using Level 3 Market Data for realistic simulation of High Frequency Trading Strategies
colab_test
test google colab and notebooks
cufflinks
Productivity Tools for Plotly + Pandas
DarwinexLabs
Datasets, tools and more from Darwinex Labs - Prop Investing Arm & Quant Team @ Darwinex
decision-transformer
Official codebase for Decision Transformer: Reinforcement Learning via Sequence Modeling.
dwx-zeromq-connector
Wrapper library for algorithmic trading in Python 3, providing DMA/STP access to Darwinex liquidity via a ZeroMQ-enabled MetaTrader Bridge EA.
ezibpy
ezIBpy, a Pythonic Client for Interactive Brokers API
GeneticAlgorithmPython
Source code of PyGAD, a Python 3 library for building the genetic algorithm and training machine learning algorithms (Keras & PyTorch).
investpy
Python package for financial historical data extraction from Investing.com
ISAC
Optimal control of risk aversion in Avellaneda Stoikov high frequency market making model with Soft Actor Critic reinforcement learning
jessx
Java Experimental Simulated Stock Exchange
MarketGAN
Implementing a Generative Adversarial Network on the Stock Market
MDP-DP-RL
Markov Decision Processes, Dynamic Programming and Reinforcement Learning
mlfinlab
Package based on the work of Dr Marcos Lopez de Prado regarding his research with respect to Advances in Financial Machine Learning
qtpylib
QTPyLib, Pythonic Algorithmic Trading
quantstats
Portfolio analytics for quants, written in Python
reinforcement-learning
Implementation of Reinforcement Learning Algorithms. Python, OpenAI Gym, Tensorflow. Exercises and Solutions to accompany Sutton's Book and David Silver's course.
VisualHFT
VisualHFT is a cutting-edge GUI platform for market analysis, focusing on real-time visualization of market microstructure. Built with WPF & C#, it displays key metrics like Limit Order Book dynamics and execution quality. Its modular design ensures adaptability for developers and traders, enabling tailored analytical solutions.
XChange
XChange is a Java library providing a streamlined API for interacting with 60+ Bitcoin and Altcoin exchanges providing a consistent interface for trading and accessing market data.