oldrichsmejkal's repositories
mmr
Python based algorithmic trading platform for Interactive Brokers
hackerskeyboard
Hacker's Keyboard + APL & BQN language input
blankly
๐ ๐ธ Easily build, backtest and deploy your algo in just a few lines of code. Trade stocks, cryptos, and forex across exchanges w/ one package.
awesome-systematic-trading
A curated list of insanely awesome libraries, packages and resources for systematic trading. Crypto, Stock, Futures, Options, CFDs, FX, and more | ้ๅไบคๆ | ้ๅๆ่ต
arch
ARCH models in Python
LP-Option-Hedging
A tool to analyze leveraged liquidity mining and find optimal option strategy for hedging.
atlas
Machine learning workflow for use with the Gryphon Framework based on Tensorflow
gryphon
Powerful, proven, and extensible framework for building trading strategies at any frequency, with a focus on crypto currencies. Battle-tested with billions traded.
cvxportfolio
Portfolio optimization and simulation in Python
python-diskcache
Python disk-backed cache (Django-compatible). Faster than Redis and Memcached. Pure-Python.
Riskfolio-Lib
Riskfolio-Lib is a library for making quantitative strategic asset allocation or portfolio optimization in Python.
universal-portfolios
Collection of algorithms for online portfolio selection
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
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.
research_public
Quantitative research and educational materials
cryptostore
A storage engine for cryptocurrency data
tensortrade
An open source reinforcement learning framework for training, evaluating, and deploying robust trading agents.
quant-reseach
Augmento sentiment data quickstart and research
Lean
Lean Algorithmic Trading Engine by QuantConnect (C#, Python, F#)
cryptofeed
Cryptocurrency Feed Handler with synthetic NBBO
bonsai-dt
Programmable Decision Tree Framework
crypto-rl
Deep Reinforcement Learning toolkit: record and replay limit order book data & train a DDQN agent
Adv_Fin_ML_Exercises
Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]
crypto-price-analysis
Jupyter notebooks that analyse crypto price data
pystore
Fast data store for Pandas time-series data
OctoBot
Cryptocurrency trading bot: high frequency, daily trading, social trading, ...
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/
btgym
Scalable, event-driven, deep-learning-friendly backtesting library
nbmultitask
multithreading/multiprocessing with ipywidgets and jupyter notebooks