oldrichsmejkal

hackerskeyboard

Hacker's Keyboard + APL & BQN language input

Adv_Fin_ML_Exercises

Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]

arch

ARCH models in Python

atlas

Machine learning workflow for use with the Gryphon Framework based on Tensorflow

awesome-systematic-trading

A curated list of insanely awesome libraries, packages and resources for systematic trading. Crypto, Stock, Futures, Options, CFDs, FX, and more | 量化交易 | 量化投资

blankly

🚀 💸 Easily build, backtest and deploy your algo in just a few lines of code. Trade stocks, cryptos, and forex across exchanges w/ one package.

bonsai-dt

Programmable Decision Tree Framework

btgym

Scalable, event-driven, deep-learning-friendly backtesting library

crypto-price-analysis

Jupyter notebooks that analyse crypto price data

crypto-rl

Deep Reinforcement Learning toolkit: record and replay limit order book data & train a DDQN agent

cryptofeed

Cryptocurrency Feed Handler with synthetic NBBO

cryptostore

A storage engine for cryptocurrency data

cvxportfolio

Portfolio optimization and simulation in Python

FTX-spot-future-arbitrage

gryphon

Powerful, proven, and extensible framework for building trading strategies at any frequency, with a focus on crypto currencies. Battle-tested with billions traded.

Lean

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

LP-Option-Hedging

A tool to analyze leveraged liquidity mining and find optimal option strategy for hedging.

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.

mmr

Python based algorithmic trading platform for Interactive Brokers

nbmultitask

multithreading/multiprocessing with ipywidgets and jupyter notebooks

OctoBot

Cryptocurrency trading bot: high frequency, daily trading, social trading, ...

pandas

Flexible and powerful data analysis / manipulation library for Python, providing labeled data structures similar to R data.frame objects, statistical functions, and much more

pystore

Fast data store for Pandas time-series data

python-diskcache

Python disk-backed cache (Django-compatible). Faster than Redis and Memcached. Pure-Python.

quant-reseach

Augmento sentiment data quickstart and research

research_public

Quantitative research and educational materials

Riskfolio-Lib

Riskfolio-Lib is a library for making quantitative strategic asset allocation or portfolio optimization in Python.

stock-analysis-engine

Backtest 1000s of minute-by-minute trading algorithms for training AI with automated pricing data from: IEX, Tradier and FinViz. Datasets and trading performance automatically published to S3 for building AI training datasets for teaching DNNs how to trade. Runs on Kubernetes and docker-compose. >150 million trading history rows generated from +5000 algorithms. Heads up: Yahoo's Finance API was disabled on 2019-01-03 https://developer.yahoo.com/yql/

tensortrade

An open source reinforcement learning framework for training, evaluating, and deploying robust trading agents.

universal-portfolios

Collection of algorithms for online portfolio selection