jbtheming

hf.econometrics

Companion to publication "Understanding Jumps in High Frequency Digital Asset Markets". Contains scalable implementations of Lee / Mykland (2012), Ait-Sahalia / Jacod (2012) and Ait-Sahalia / Jacod / Li (2012) Jump tests for noisy high frequency data

pysystemtrade

Systematic Trading in python

Beanconqueror

An open source project for coffee enthusiasts.

sacf

S-ACF: A selective estimator for the autocorrelation function of irregularly sampled time series

Trade-Classification-Algorithms

To classify trades into buyer- and seller-initiated.

highfrequency

The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to manage, clean and match highfrequency trades and quotes data. Furthermore, it enables users to: calculate easily various liquidity measures, estimate and forecast volatility, and investigate microstructure noise and

WpfScreenHelper

Porting of Windows Forms Screen helper for Windows Presentation Foundation (WPF). It avoids dependencies on Windows Forms libraries when developing in WPF.

arp

Auto Refresh Plus with all tracking and malware removed!

Python.Included

A Python.NET based framework enabling .NET libraries to call into Python packages without depending on a local Python installation.

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.

ag-grid

The best JavaScript Data Table for building Enterprise Applications. Supports React / Angular / Vue / Plain JavaScript.

WpfToolkit

wpf toolkit fork of the MS WPF Toolkit (https://wpf.codeplex.com/releases/view/40535)

Mvvm

MVVM helpers, including calculated properties and asynchronous notification tasks.

AsyncEx

A helper library for async/await.

trading_calendars

Calendars for various securities exchanges.

CalculatedProperties

Easy-to-use calculated properties for MVVM apps

arch

ARCH models in Python

pandas_market_calendars

Exchange calendars to use with pandas for trading applications

numpy-ml

Machine learning, in numpy

Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original

Machine Learning for Algorithmic Trading, Second Edition - published by Packt

feature-selector

Feature selector is a tool for dimensionality reduction of machine learning datasets

filterpy

Python Kalman filtering and optimal estimation library. Implements Kalman filter, particle filter, Extended Kalman filter, Unscented Kalman filter, g-h (alpha-beta), least squares, H Infinity, smoothers, and more. Has companion book 'Kalman and Bayesian Filters in Python'.

qstrader

QuantStart.com - QSTrader backtesting simulation engine.

research_public

Quantitative research and educational materials

Kalman-and-Bayesian-Filters-in-Python

Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters, and more. All exercises include solutions.

empyrical

Common financial risk and performance metrics. Used by zipline and pyfolio.

QuantResearch

Quantitative analysis, strategies and backtests

pyfolio

Portfolio and risk analytics in Python

qv

Lean

Lean Algorithmic Trading Engine by QuantConnect (C#, Python, F#)